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Record W17648256

Performance of Malaysian Equity Unit Trust : Selectivity

2005· dissertation· en· W17648256 on OpenAlexvenueno aff
Md. Radzi Raphy

Bibliographic record

VenueCanadian journal of comparative medicine and veterinary science · 2005
Typedissertation
Languageen
FieldBusiness, Management and Accounting
TopicIslamic Finance and Banking Studies
Canadian institutionsnot available
Fundersnot available
KeywordsUnit trustHeteroscedasticityEquity (law)BusinessFirthActuarial scienceClosed-end fundFinanceEconomicsEconometricsMarket liquidity
DOInot available

Abstract

fetched live from OpenAlex

This study measures the performance of unit trusts in Malaysia by focusing on the selection abilities of fund managers in their effort to give better return to the investors. There were 41 equity unit trusts funds used as a sample for 120 months that is from 1995 until 2004. This study considers heteroscedasticity problems and therefore, the findings had been separated into two parts that is before and after correcting for heteroscedasticity problem. Negative selectivities are observed in ten funds before the adjustment of heteroscedasticity whereas when this problem has been corrected, there are eleven funds that show negative selectivities. The findings give an indication that the unit trusts funds in Malaysia are not able to give a better return to investors. Some of the fund managers do not have an ability to do better than those managers that are using the naive buy and hold strategy. This result is consistent to Shamsher et al. (2000), Firth (1997), Chang and Lewellen (1985) and Henriksson (1984), who conclude that the fund managers did not have an ability to select securities that can provide returns that are more than the market returns.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.503
Threshold uncertainty score0.634

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.083
GPT teacher head0.335
Teacher spread0.252 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2005
Admission routes1
Has abstractyes

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