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https://hdl.handle.net/20.500.11779/724
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Tan, Ömer Faruk | - |
dc.date.accessioned | 2019-02-28T13:04:26Z | |
dc.date.accessioned | 2019-02-28T11:08:20Z | |
dc.date.available | 2019-02-28T13:04:26Z | |
dc.date.available | 2019-02-28T11:08:20Z | |
dc.date.issued | 2015 | - |
dc.identifier.citation | Tan, O. F. (September 30, 2015). Performance of Taiwanese Domestic Equity Funds during Quantitative Easing. The Journal of Asian Finance, Economics and Business, 2(4), 5-11. | en_US |
dc.identifier.issn | 2288-4645 | - |
dc.identifier.issn | 2288-4637 | - |
dc.identifier.uri | http://dx.doi.org/10.13106/jafeb.2015.vol2.no4.5 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11779/724 | - |
dc.description | Ömer Faruk Tan (MEF Author) | en_US |
dc.description.abstract | This study is the first to analyze performance of Taiwanese domestic equity funds between January 2009 and October 2014, the period during which quantitative redirected capital flows toward developing economies and the Taiwanese Stock Exchange Weighted Index compounded at approximately 12.9% annually. Adopting methods endorsed by earlier research, we evaluated 15 Taiwanese equity funds' performance relative to market averages using the Sharpe (1966) and Treynor (1965) ratios and Jensen's alpha method (1968). To test market timing proficiency, we applied the Treynor and Mazuy (1966) and Henriksson and Merton (1981) regression analysis methods. Jensen's alpha method (1968) was used to measure fund managers' stock selection skills. Results revealed that funds significantly under-performed Taiwan's average annual market return and demonstrated no exceptional stock-selection skills and market timing proficiency during the era of quantitative easing. | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartof | Journal Of Asian Finance Economics And Business | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Sharpe ratio | en_US |
dc.subject | Equity funds | en_US |
dc.subject | Performance evaluation | en_US |
dc.subject | Jensen's alpha | en_US |
dc.subject | Quantitative easing | en_US |
dc.title | Performance of Taiwanese Domestic Equity Funds During Quantitative Easing | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.13106/jafeb.2015.vol2.no4.5 | - |
dc.description.woscitationindex | Emerging Sources Citation Index | - |
dc.description.WoSDocumentType | Article | |
dc.description.WoSPublishedMonth | Kasım | en_US |
dc.description.WoSIndexDate | 2015 | en_US |
dc.description.WoSYOKperiod | YÖK - 2015-16 | en_US |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.endpage | 11 | en_US |
dc.identifier.startpage | 5 | en_US |
dc.identifier.issue | 4 | en_US |
dc.identifier.volume | 2 | en_US |
dc.department | Mühendislik Fakültesi, Elektrik Elektronik Mühendisliği Bölümü | en_US |
dc.identifier.wos | WOS:000449478300001 | en_US |
dc.institutionauthor | Tan, Ömer Faruk | - |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.languageiso639-1 | en | - |
item.openairetype | Article | - |
item.grantfulltext | open | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | Elektrik Elektronik Mühendisliği Bölümü Koleksiyonu WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
Files in This Item:
File | Description | Size | Format | |
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omer.pdf | Yayıncı Sürümü - Makale | 400.36 kB | Adobe PDF | View/Open |
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