Based on cross-sectional regression, this paper investigates the performance persistence of stock fund. The empirical result shows that there is some persistence in the stock fund's short, interim or long-term performance, though it is not stable. However, there is even some reversal in several periods. © 2011 Springer-Verlag.
CITATION STYLE
Tian, C., Guo, Q., & Wang, H. (2011). The performance persistence of mutual fund: The empirical research based on cross-sectional regression. In Lecture Notes in Electrical Engineering (Vol. 132 LNEE, pp. 193–198). https://doi.org/10.1007/978-3-642-25899-2_26
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