Investigation of performance origins of managed equity funds from EU
Autoři | |
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Rok publikování | 2017 |
Druh | Článek ve sborníku |
Konference | 4th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2017 |
Fakulta / Pracoviště MU | |
Citace | |
Doi | http://dx.doi.org/10.5593/SGEMSOCIAL2017/HB11/S03.085 |
Obor | Řízení, správa a administrativa |
Klíčová slova | managed equity fund excess returns; fund attributes; industry and country characteristics; EU. |
Popis | The paper aims to investigate the impact of chosen fund attributes, industry and country characteristics in the given group of high- and middle-income economies from EU on excess return of open-end equity funds domiciled in these countries by means of a panel regression with fixed effects for the time span from January 2000 to December 2016 and to perform subsequently international comparison of the obtained results with existing evidence from other regions or groups of advanced and emerging economies of the world. |
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