Short-term Persistence Performance of Equity Mutual Fund Returns: Evidence from India
The present study verifies the short-term persistence performance of equity mutual fund returns. The study considers 47 equity funds' monthly excess returns spanning from January 2000 to December 2019. The study employs prominent asset pricing models such as Jensen (1968) one-factor model, Fam...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Nicolaus Copernicus University in Toruń
2024-02-01
|
| Series: | Copernican Journal of Finance & Accounting |
| Subjects: | |
| Online Access: | https://apcz.umk.pl/CJFA/article/view/48754 |