The performance persistence of Taiwan mutual fund

Lin, Shuo

dc.contributor.advisor	Boabang, Francis
dc.coverage.spatial	Taiwan
dc.creator	Lin, Shuo
dc.date.accessioned	2012-10-23T18:17:06Z
dc.date.available	2012-10-23T18:17:06Z
dc.date.issued	2012
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/24738
dc.description	1 online resource (iv, 59 leaves)
dc.description	Includes abstract and appendices.
dc.description	Includes bibliographical references (leaves 22-24).
dc.description.abstract	Recently, more and more investors chose mutual fund as their first investment tool. This research contains 39 Taiwan mutual funds’ monthly returns from 2003 to 2012. This research bases on Jensen’s Alpha and Odd-log ratio. The results show Based on results and analysis, most Z-score of sample periods are insignificant different from zero. There exists reversal in these sample periods. Only in 2003~2004 this sample period, the Z-score is 2.456726475 and significant different from zero based on 95% confidence level.	en_CA
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dc.description.provenance	Made available in DSpace on 2012-10-23T18:17:06Z (GMT). No. of bitstreams: 1 lin_shuo_mrp-2012.pdf: 2313790 bytes, checksum: 0804e77b3e828f72b8aa683d66821952 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The performance persistence of Taiwan mutual fund	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)