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dc.contributor.authorHooper, Keith
dc.contributor.authorDavey, Howard
dc.contributor.authorSu, Roger
dc.contributor.authorFoo, Dani
dc.date.accessioned2009-01-28T02:04:52Z
dc.date.available2009-01-28T02:04:52Z
dc.date.issued2006
dc.identifier.citationHooper , K., Davey, H., Su, R.& Foo, D. (2006). Persistence in mutual fund returns: New Zealand evidence. Accounting Research Journal, 19(2), 105-121.en
dc.identifier.urihttps://hdl.handle.net/10289/1881
dc.description.abstractMany studies have discussed mutual funds performance, especially about the persistence of excess returns. Regression is the most common method to be used to research the fund persistence. Dutta (2002) proposes a simpler approach – a direct annual examination of whether a fund beats a market proxy or not, to research the persistence in American mutual fund returns. In this study, authors use a similar methodology to analyse New Zealand growth mutual funds. In addition, a statistically robust method is juxtaposed as a comparison. The study finds that the most of the funds sampled during the period 1996-2003 are unable to better the benchmark of the world index.en
dc.language.isoen
dc.publisherRoyal Melbourne Institute of Technologyen_NZ
dc.relation.urihttp://www.emeraldinsight.com/Insight/viewContentItem.do;jsessionid=FD6D5C64FC06FF4CBC90843BFF1EBA6C?contentType=Article&contentId=1733559en
dc.subjectmutual fund returnsen
dc.subjectmutual fund returnsen
dc.titlePersistence in mutual fund returns: New Zealand evidenceen
dc.typeJournal Articleen
dc.identifier.doi10.1108/10309610680000682en_NZ
dc.relation.isPartOfAccounting Research Journalen_NZ
pubs.begin-page105en_NZ
pubs.elements-id32368
pubs.end-page121en_NZ
pubs.issue2en_NZ
pubs.volume19en_NZ


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