Similar Search Results

Do mutual funds exhibit a smart money effect?

Bu, Qiang; Lacey, Nelson J. - In: Quarterly journal of finance & accounting : QJFA 47 (2008) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10003753481

Market sentiment and mutual fund trading strategies

Lacey, Nelson J.; Bu, Qiang - In: Problems and perspectives in management : PPM ; … 8 (2010) 3, pp. 208-214

Persistent link: https://www.econbiz.de/10008696208

On understanding bear market funds

Lacey, Nelson J.; Bu, Qiang - In: The journal of alternative investments 13 (2010/11) 2, pp. 35-46

Persistent link: https://www.econbiz.de/10008696895

Exposing survivorship bias in mutual fund data

Bu, Qiang; Lacey, Nelson J. - In: The journal of business and economic studies 13 (2007) 1, pp. 22-37

Persistent link: https://www.econbiz.de/10003496983

Smart money meets smart size

Bu, Qiang; Lacey, Nelson J. - In: The journal of asset management 10 (2009/10) 6, pp. 392-405

Persistent link: https://www.econbiz.de/10003924925

On understanding mutual fund terminations

Bu, Qiang; Lacey, Nelson J. - In: Journal of economics and finance 33 (2009) 1, pp. 80-99

Persistent link: https://www.econbiz.de/10003813069

What drives mutual fund flows : profit or panic?

Bu, Qiang; Lacey, Nelson J. - In: Review of accounting & finance 12 (2013) 1, pp. 4-22

Persistent link: https://www.econbiz.de/10010126726

Reexamining fund manager skill form a new angle

Bu, Qiang; Lacey, Nelson J. - In: Managerial finance 42 (2016) 8, pp. 746-762

Persistent link: https://www.econbiz.de/10011572380

Dynamic liquidity and mutual fund performance

Bu, Qiang; Lacey, Nelson J. - In: The journal of investing 26 (2017) 3, pp. 77-88

Persistent link: https://www.econbiz.de/10011736550

Dynamic Liquidity and Mutual Fund Performance

Bu, Qiang - 2019

This paper introduces a new measure of liquidity for equity mutual funds. Our measure, called dynamic liquidity, is a combination of a fund's money flow and its volatility around money flow. We show that a fund's dynamic liquidity score (DLS) is an improved indicator of fund liquidity and can be...

Persistent link: https://www.econbiz.de/10012903505