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In search of winning mutual funds in the Chinese stock market |
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| Authors: | Koutmos Dimitrios Wu Bochen Zhang Qi |
| Institution: | 1.Worcester Polytechnic Institute, 100 Institute Road, Worcester, MA, 01609, USA ;2.Department of Finance, University of Melbourne, 198 Berkeley Street, Carlton, VIC, 3053, Australia ;3.School of Business, Durham University, Millhill Ln, Durham, DH1 3LB, UK ; |
| Abstract: | Review of Quantitative Finance and Accounting - This paper provides a methodological approach, based on the false discovery rate (FDR) of Barras et al. (J Finance 65(1):179–216, 2010.... |
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