Research on Liquidity Preferences of Mutual Fund

Yinda Chen
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Yinda Chen: School of Economics Shanghai University

Chapter Chapter 25 in Recent Developments in Data Science and Business Analytics, 2018, pp 233-239 from Springer

Abstract: Abstract This paper discusses the relationship between expected volatility and liquidity preferences of open-end mutual fund. I use actively managed stock open-end mutual funds in Chinese market for empirical analysis and found that expected volatility is expected to affect liquidity preferences of mutual fund; not only that, managers will be expected to hold more liquidity assets in their portfolio when market fluctuates.

Keywords: Open-end Mutual Fund; Liquidity Preferences; Volatility (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-319-72745-5_25

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DOI: 10.1007/978-3-319-72745-5_25

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