Liquidity Timing Ability of Fund Managers under Changing Market Dynamics

Basit Öğe Kaydı
dc.authoridhttps://orcid.org/0000-0003-0807-0102en_US
dc.authoridhttps://orcid.org/0000-0003-2092-7308en_US
dc.contributor.authorYalçın, Hale
dc.contributor.authorDube, Sema
dc.date.accessioned2021-08-29T10:41:51Z
dc.date.available2021-08-29T10:41:51Z
dc.date.issued2020en_US
dc.departmentİstanbul Gelişim Üniversitesien_US
dc.description.abstractWe examine the liquidity timing ability of Turkish variable fund managers during 2011-2018, and how this ability is affected by the environmental factors such as the technological advancement level, the presence of derivatives market, the growth in the overall economy, the level of market openness, and the performance of portfolios for bond, gold, real estate, foreign exchange, emerging markets. We use interaction variables within a panel data framework. We find strong evidence of the liquidity timing ability of mutual fund managers even after controlling for environmental factors. The nature of the interactions for most of the control factors with liquidity timing ability is strongly significant and differs based on the factor.en_US
dc.identifier.endpage59en_US
dc.identifier.issn2718-1065
dc.identifier.issue1en_US
dc.identifier.startpage46en_US
dc.identifier.urihttps://hdl.handle.net/11363/2910
dc.identifier.volume1en_US
dc.language.isoenen_US
dc.publisherİstanbul Gelişim Üniversitesi Yayınları / Istanbul Gelisim University Pressen_US
dc.relation.ispartofJournal of Sustainable Economics and Management Studiesen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Başka Kurum Yazarıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectMutual Fundsen_US
dc.subjectAmihud Ratioen_US
dc.subjectAmihud Ratioen_US
dc.subjectLiquidity Timingen_US
dc.subjectEconomic Growthen_US
dc.subjectTechnologyen_US
dc.subjectOpennessen_US
dc.subjectDerivatives Marketen_US
dc.subjectBonden_US
dc.subjectCurrencyen_US
dc.subjectGolden_US
dc.subjectReal Estateen_US
dc.subjectEmerging Marketen_US
dc.subjectPanel Dataen_US
dc.subjectInteraction Variablesen_US
dc.titleLiquidity Timing Ability of Fund Managers under Changing Market Dynamicsen_US
dc.typeArticleen_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim
İsim:
ECOMAN 1-1, December - Article 3.pdf
Boyut:
595.08 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Makale / Article
İndir
Lisans paketi
Listeleniyor 1 - 1 / 1
Küçük Resim Yok
İsim:
license.txt
Boyut:
1.56 KB
Biçim:
Item-specific license agreed upon to submission
Açıklama:
İndir

Koleksiyon

ECOMAN Vol. 1, Issue 1, December 2020