Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11779/724
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dc.contributor.authorTan, Ömer Faruk-
dc.date.accessioned2019-02-28T13:04:26Z
dc.date.accessioned2019-02-28T11:08:20Z
dc.date.available2019-02-28T13:04:26Z
dc.date.available2019-02-28T11:08:20Z
dc.date.issued2015-
dc.identifier.citationTan, 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.issn2288-4645-
dc.identifier.issn2288-4637-
dc.identifier.urihttp://dx.doi.org/10.13106/jafeb.2015.vol2.no4.5-
dc.identifier.urihttps://hdl.handle.net/20.500.11779/724-
dc.descriptionÖmer Faruk Tan (MEF Author)en_US
dc.description.abstractThis 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.isoenen_US
dc.relation.ispartofJournal Of Asian Finance Economics And Businessen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSharpe ratioen_US
dc.subjectEquity fundsen_US
dc.subjectPerformance evaluationen_US
dc.subjectJensen's alphaen_US
dc.subjectQuantitative easingen_US
dc.titlePerformance of Taiwanese Domestic Equity Funds During Quantitative Easingen_US
dc.typeArticleen_US
dc.identifier.doi10.13106/jafeb.2015.vol2.no4.5-
dc.description.woscitationindexEmerging Sources Citation Index-
dc.description.WoSDocumentTypeArticle
dc.description.WoSPublishedMonthKasımen_US
dc.description.WoSIndexDate2015en_US
dc.description.WoSYOKperiodYÖK - 2015-16en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.endpage11en_US
dc.identifier.startpage5en_US
dc.identifier.issue4en_US
dc.identifier.volume2en_US
dc.departmentMühendislik Fakültesi, Elektrik Elektronik Mühendisliği Bölümüen_US
dc.identifier.wosWOS:000449478300001en_US
dc.institutionauthorTan, Ömer Faruk-
item.grantfulltextopen-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
Appears in Collections:Elektrik Elektronik Mühendisliği Bölümü Koleksiyonu
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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