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Do mutual funds time the market? Evidence from portfolio holdings

โœ Scribed by George J. Jiang; Tong Yao; Tong Yu


Book ID
113710970
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
373 KB
Volume
86
Category
Article
ISSN
0304-405X

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Derivatives do affect mutual fund return
โœ Charles Cao; Eric Ghysels; Frank Hatheway ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 153 KB ๐Ÿ‘ 1 views

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