A study on the lead-lag relationship among Mutual Fund Flows、Mutual FundReturns and Stock Market Returns and the influential factors of Mutual FundReturns.
碩士 === 玄奘大學 === 財務金融學系碩士班 === 98 === This study uses the VAR model to examine the relationship among mutual fund flow rate, mutual fund return and stock market return. The sample of this study covers the monthly data of mutual fund flow rate, mutual fund return and stock market return from July 2000...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79431017188519179511 |