| 我国封闭式基金折价与基金运行绩效的相关性检验 |
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| 引用本文： | 曾五一,罗薇薇,汪彩玲.我国封闭式基金折价与基金运行绩效的相关性检验[J].经济经纬,2007(6):67-70. |
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| 作者姓名： | 曾五一 罗薇薇 汪彩玲 |
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| 作者单位： | 厦门大学,经济学院,福建厦门,361005 |
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| 摘 要： | 笔者以我国的封闭式基金为样本,利用面板数据建模,综合考量了基金折价率与基金绩效指标间相关关系.研究结果发现,基金绩效指标对当期折价指标有显著的负的影响;而当期的基金折价指标不能准确预测未来绩效水平,即基金折价率并没有提供对未来基金绩效的有价值信息.
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| 关 键 词： | 封闭式基金 折价率 绩效水平 封闭式 基金折价率 运行绩效 相关性检验 Funds Operation Performance Relationship 价值信息 绩效水平 预测 影响 指标对 基金绩效 发现 结果 研究 关系 绩效指标 综合 数据建模 |
| 文章编号： | 1006-1096（2007）06-0067-04 |
| 收稿时间： | 2007-09-10 |
| 修稿时间： | 2007年9月10日 |
A Test of the Relationship between the Discount of Closed-end Funds and the Operation Performance of Funds |
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| ZENG Wu-yi,LUO Wei-wei,WANG Cai-ling.A Test of the Relationship between the Discount of Closed-end Funds and the Operation Performance of Funds[J].Economic Survey,2007(6):67-70. |
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| Authors: | ZENG Wu-yi LUO Wei-wei WANG Cai-ling |
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| Institution: | School of Economics, Xiamen University, Xiamen 361005, China |
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| Abstract: | Using the closed-end funds of our country as samples,the author makes a model of Chinese closed-end funds with panel data,considering comprehensively the mutual relationship between discount rate of funds and fund performance index.The research result shows that the fund performance index has obvious negative effect on the discount index of the period and the fund discount index of a period can't predict accurately the future performance level,that is,fund discount rate doesn't provide valuable information about future fund performance. |
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| Keywords: | closed-end fund discount rate performance level |
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