النتائج (
الإنجليزية) 3:
[نسخ]نسخ!
WedemonstratethatwecansatisfyBothcriteriaifweimplementthemethodusingmutualFund data.UndertheassumptionthataparticularassetPricing modelholds, weusethemaininsightfrom BerkandGreen (2004) to showthatpositive (negative) abnormalReturnrealizationsinamutualfundinvestmentmustbeAssociatedwithpositivenetpresentvaluebuying (selling)Opportunities. WethenmeasureinvestorreactionstotheseOpportunities byobservingthesubsequentcapital flowinto(out of) mutualfunds.
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