The effect of market distress on mutual fund performance: international evidence

In this paper, we use a comprehensive sample of equity mutual funds from 34 countries around the world during the 1999-2015 period to study the impact of market distress on mutual fund performance. Our results show that in periods of market distress mutual funds perform worse in more competitive cou...

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Bibliographic Details
Main Author: Choonara, Yasmin Marques (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10071/18231
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/18231