A What would the finding that there is smart money in U.S. mutual funds indicate? (5 marks) B. Explain in steps how you
Posted: Thu May 26, 2022 7:05 am
A What would the finding that there is smart money in U.S.
mutual funds indicate?
(5 marks)
B. Explain in steps how you might test for smart money in U.S.
mutual funds. Credit will be given to more detailed answers.
(10 marks)
C. Explain the pitfalls of testing for smart money in the
presence of a stock-level momentum effect. How might you overcome
these pitfalls?
(10 marks)
mutual funds indicate?
(5 marks)
B. Explain in steps how you might test for smart money in U.S.
mutual funds. Credit will be given to more detailed answers.
(10 marks)
C. Explain the pitfalls of testing for smart money in the
presence of a stock-level momentum effect. How might you overcome
these pitfalls?
(10 marks)