Online Appendix to 'De facto time-varying indices-based benchmarks for mutual fund returns'

19 Pages Posted: 24 Sep 2019 Last revised: 3 Jul 2022

See all articles by Tingting Cheng

Tingting Cheng

Nankai University - School of Finance

Cheng Yan

University of Essex - Essex Business School

Yayi Yan

Shanghai University of Finance and Economics

Date Written: September 15, 2019

Abstract

Online Appendix to 'De facto time-varying indices-based benchmarks for
mutual fund returns' Journal of Financial Research, 2022, forthcoming.

Keywords: Appendix

JEL Classification: C15, G11, G12, G23

Suggested Citation

Cheng, Tingting and Yan, Cheng and Yan, Yayi, Online Appendix to 'De facto time-varying indices-based benchmarks for mutual fund returns' (September 15, 2019). Available at SSRN: https://ssrn.com/abstract=3454130 or http://dx.doi.org/10.2139/ssrn.3454130

Tingting Cheng

Nankai University - School of Finance

38 Tongyan Road, Jinnan District
Tianjin, Tianjin 300350
China

Cheng Yan (Contact Author)

University of Essex - Essex Business School ( email )

Wivenhoe Park
Colchester, CO4 3SQ
United Kingdom

Yayi Yan

Shanghai University of Finance and Economics ( email )

China

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