2011 | OriginalPaper | Chapter
The Performance Persistence of Mutual Fund: The Empirical Research Based on Cross-Sectional Regression
Authors : Cunzhi Tian, Qiuping Guo, Haijun Wang
Published in: Informatics in Control, Automation and Robotics
Publisher: Springer Berlin Heidelberg
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Based on cross-sectional regression, this paper investigates the performance persistence of stock fund. The empirical result shows that there is some persistence in the stock fund’s short, interim or long-term performance, though it is not stable. However, there is even some reversal in several periods.