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Mutual fund performance: dividends do matter
| dc.contributor.author | de Mingo-López, Diego Víctor | |
| dc.contributor.author | Matallín Sáez, Juan Carlos | |
| dc.date.accessioned | 2016-05-24T07:44:43Z | |
| dc.date.available | 2016-05-24T07:44:43Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | DE MINGO LÓPEZ, Diego Víctor; MATALLÍN SÁEZ, Juan Carlos. Mutual fund performance: dividends do matter . Applied Economics Letters (2015), v. 22, Issue 6, pp. 455-460 | ca_CA |
| dc.identifier.uri | http://hdl.handle.net/10234/159922 | |
| dc.description.abstract | This article studies the bias in mutual fund performance when a nondividend-reinvesting benchmark is used. Our empirical findings show how performance worsens when using a benchmark that includes reinvestment dividends. We also find that inferences about managers’ ability related to economic states are biased by the effect of omitting dividends when selecting a benchmark. | ca_CA |
| dc.description.sponsorShip | This study is part of the research projects P11B2012-07 supported by the Universitat Jaume I and ECO2011-27227 supported by the Spanish Ministerio de Ciencia e Innovación. | ca_CA |
| dc.format.extent | 10 p. | ca_CA |
| dc.format.mimetype | application/pdf | ca_CA |
| dc.language.iso | eng | ca_CA |
| dc.publisher | Taylor & Francis | ca_CA |
| dc.relation.isPartOf | Applied Economics Letters (2015), v. 22, Issue 6 | ca_CA |
| dc.rights.uri | http://rightsstatements.org/vocab/CNE/1.0/ | * |
| dc.subject | Mutual funds | ca_CA |
| dc.subject | Performance | ca_CA |
| dc.subject | Dividends | ca_CA |
| dc.subject | Benchmark | ca_CA |
| dc.subject | Market factor | ca_CA |
| dc.title | Mutual fund performance: dividends do matter | ca_CA |
| dc.type | info:eu-repo/semantics/article | ca_CA |
| dc.identifier.doi | http://dx.doi.org/10.1080/13504851.2014.948671 | |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
| dc.relation.publisherVersion | http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.948671?journalCode=rael20 | ca_CA |
| dc.edition | Postprint | ca_CA |
| dc.type.version | info:eu-repo/semantics/acceptedVersion |
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