我国封闭式基金规模与其净值收益率的相关性分析  

The analysis of closed-end funds scale and yield of net value

作　　者：李文静[1] 

机构地区：[1]赣南师范学院,江西赣州341000

出　　处：《科技创业月刊》2006年第3期22-23,共2页Journal of Entrepreneurship in Science & Technology

摘　　要：采用实证分析方法．对我国2003年以前上市的54只封闭式基金的规模与其净值收益率的相关性进行了分析。笔者认为:规模在10亿元以下的封闭式基金与其净值收益率存在正相关性;规模在10-20亿元之间的封闭式基金与其净值收益率存在负相关性:规模在20亿元以上的基金与其净值收益率不存在相关性或者说相关性极弱。By analysis on yield of net value of 54 closed-end funds listed on Shanghai and Shenzhen before 2003, the author points out that yield of net value is positively correlated to scale as scale is less than 1 billion Yuan, negatively correlated as scale is between 1 and 2 billion Yuan, and had none or little connection as scale is over 2 billion yuan.

关 键 词：封闭式基金 基金规模 净值收益率 实证分析 

分 类 号：F830.593[经济管理—金融学]