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Do Mutual Funds Profit from the Accruals Anomaly?

โœ Scribed by ASHIQ ALI; XUANJUAN CHEN; TONG YAO; TONG YU

Book ID
111668171
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
290 KB
Volume
46
Category
Article
ISSN
0021-8456

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Using a unique data set of detailed balance sheet information on mutual funds, we find that most mutual funds using derivatives do so to a very limited extent that has little discernable impact on returns. However, there exist two types of funds that make more extensive use of derivatives, global fu