Finanse, Rynki Finansowe, Ubezpieczenia

Previously: Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia


ISSN: 2450-7741     eISSN: 2300-4460    OAI    DOI: 10.18276/frfu.2017.90-01
CC BY-SA   Open Access 

Issue archive / 6/2017 (90)
Czy większy może więcej? Analiza krótkoterminowych wyników polskich funduszy inwestycyjnych
(Does larger perform better? The analysis of short-term performance by polish mutual funds)

Authors: Dariusz Filip
Uniwersytet Kardynała Stefana Wyszyńskiego w Warszawie, WNHiS, Instytut Socjologii
Keywords: mutual funds fund attributes net asset value performance
Data publikacji całości:2017
Page range:17 (5-21)
Cited-by (Crossref) ?:

Abstract

Purpose – the article focuses on whether the effects of asset management by mutual funds in the short-term perspective are related to assets’ size. Design/methodology/approach – the study concerned domestic equity funds functioning in Poland in the period 2000–2015. The verification of the hypothesis was based on three groups of research tools. Findings – there was observed that there are no disproportions in performance achieved by big or small entities. The analysis of classification criteria independence showed the lack of significant relation between the examined funds’ factors in yearly periods. The regression models used, in turn, did not confirm the influence of fund assets’ level on the effects of asset management. Originality/value – the investigated issue proved to require further analysis by means of more advanced research approaches for time-series cross-section (TSCS) data.
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