我国封闭式基金折价与基金运行绩效的相关性检验; A Test of the Relationship between the Discount of Closed-end Funds and the Operation Performance of Funds | |
曾五一 ; 罗薇薇 ; 汪彩玲 | |
2007-12 | |
关键词 | 封闭式基金 折价率 绩效水平 closed-end fund discount rate performance level |
英文摘要 | 笔者以我国的封闭式基金为样本,利用面板数据建模,综合考量了基金折价率与基金绩效指标间相关关系。研究结果发现,基金绩效指标对当期折价指标有显著的负的影响;而当期的基金折价指标不能准确预测未来绩效水平,即基金折价率并没有提供对未来基金绩效的有价值信息。t: Using the closed- end funds of our country as samples, the author makes a model of Chinese closed- end funds with panel data, considering comprehensively the mutual relationship between discount rate of funds and fund performance index. The research result shows that the fund performance index has obvious negative effect on the discount index of the period and the fund discount index of a period can't predict accurately the future performance level that is, fund discount rate doesn't provide valuable in formation about future fund performance. |
语种 | 中文 |
出版者 | 经济经纬编辑部 |
内容类型 | 期刊论文 |
源URL | [http://dspace.xmu.edu.cn/handle/2288/8641] ![]() |
专题 | 经济学院-已发表论文 |
推荐引用方式 GB/T 7714 | 曾五一,罗薇薇,汪彩玲. 我国封闭式基金折价与基金运行绩效的相关性检验, A Test of the Relationship between the Discount of Closed-end Funds and the Operation Performance of Funds[J],2007. |
APA | 曾五一,罗薇薇,&汪彩玲.(2007).我国封闭式基金折价与基金运行绩效的相关性检验.. |
MLA | 曾五一,et al."我国封闭式基金折价与基金运行绩效的相关性检验".(2007). |
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