Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries
First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive fun...
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my-usm-ep.604772024-04-30T02:09:52Z Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries 2023-03 Kumar, Suresh HD28-70 Management. Industrial Management First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive funds (low liquidity beta funds) to shocks in market liquidity in order to approach the liquidity risk premium 2023-03 Thesis http://eprints.usm.my/60477/ http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Pengurusan (School of Management) |
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Universiti Sains Malaysia |
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English |
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HD28-70 Management Industrial Management |
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HD28-70 Management Industrial Management Kumar, Suresh Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
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First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive funds (low liquidity beta funds) to shocks in market liquidity in order to approach the liquidity risk premium |
format |
Thesis |
qualification_name |
Doctor of Philosophy (PhD.) |
qualification_level |
Doctorate |
author |
Kumar, Suresh |
author_facet |
Kumar, Suresh |
author_sort |
Kumar, Suresh |
title |
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
title_short |
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
title_full |
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
title_fullStr |
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
title_full_unstemmed |
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
title_sort |
liquidity and performance: evidence from actively managed open ended equity funds of msci- asian emerging countries |
granting_institution |
Universiti Sains Malaysia |
granting_department |
Pusat Pengajian Pengurusan (School of Management) |
publishDate |
2023 |
url |
http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf |
_version_ |
1804888944640262144 |