Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004
, from the CRSP mutual fund data, we take investment objective codes from
CDA/Wiesenberger and Standard & Poor’s, as well as … most appropriate data set.
Based on keywords in the name of the fund and on reported investment objectives, we
exclude … investment objectives for these
fund-report dates. A consistent and comprehensive set of investment objectives is not
available …