Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance

This thesis explores the equity mutual fund industry in Saudi Arabia by investigating the impacts of several variables on fund performance and money flow. The study includes all equity funds that operate in the Saudi Arabian market from the beginning of 2006 until July of 2017, which is the longest...

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Main Author:	Bader Alsubaiei
Format:	Default Thesis
Published:	2019
Subjects:	Other economics not elsewhere classified Mutual Fund, Fund Flows, Mutual Fund Performance, Saudi Arabia Economics not elsewhere classified
Online Access:	https://dx.doi.org/10.26174/thesis.lboro.10537721.v1
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id	rr-article-10537721
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spelling	rr-article-105377212019-01-01T00:00:00Z Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance Bader Alsubaiei (2612824) Other economics not elsewhere classified Mutual Fund, Fund Flows, Mutual Fund Performance, Saudi Arabia Economics not elsewhere classified <div>This thesis explores the equity mutual fund industry in Saudi Arabia by investigating the impacts of several variables on fund performance and money flow. The study includes all equity funds that operate in the Saudi Arabian market from the beginning of 2006 until July of 2017, which is the longest period of study has been examined the Saudi mutual fund industry. An extensive list of variables is applied in the empirical work to explore the performance and flow motives. We first investigate the impact of the oil market volatility and other fund investment characteristics on the mutual fund performance. The relationship between return performance and the oil volatility is extended to be examined based on funds investment geographic location focus and funds Shariah compliance. In addition, fund managers skills are investigated to find whether they can gain abnormal returns based on the oil market conditions. Second, we examine the main motives of mutual funds flow in the Saudi Arabian market which helps to understand the behaviour of funds investors. Different factors are applied to provide a conclusion of the determinates of the money flow sensitivity in Saudi Arabian mutual fund market. The oil market volatility is one important variable that is included in this study to examine the investors reactions to the oil market condition. Finally, we investigate whether the distribution channels play a significant role in influencing the performance and money flow of the mutual fund industry. There are only two channels that provide funds shares in the Saudi Arabian market: (bank-managed funds and financial institution-managed funds).</div> 2019-01-01T00:00:00Z Text Thesis 10.26174/thesis.lboro.10537721.v1 https://figshare.com/articles/thesis/Mutual_fund_flows_and_performance_in_Saudi_Arabia_analysis_of_how_new_factors_impact_fund_flow_and_performance/10537721 CC BY-NC-ND 4.0
institution	Loughborough University
collection	Figshare
topic	Other economics not elsewhere classified Mutual Fund, Fund Flows, Mutual Fund Performance, Saudi Arabia Economics not elsewhere classified
spellingShingle	Other economics not elsewhere classified Mutual Fund, Fund Flows, Mutual Fund Performance, Saudi Arabia Economics not elsewhere classified Bader Alsubaiei Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
description	This thesis explores the equity mutual fund industry in Saudi Arabia by investigating the impacts of several variables on fund performance and money flow. The study includes all equity funds that operate in the Saudi Arabian market from the beginning of 2006 until July of 2017, which is the longest period of study has been examined the Saudi mutual fund industry. An extensive list of variables is applied in the empirical work to explore the performance and flow motives. We first investigate the impact of the oil market volatility and other fund investment characteristics on the mutual fund performance. The relationship between return performance and the oil volatility is extended to be examined based on funds investment geographic location focus and funds Shariah compliance. In addition, fund managers skills are investigated to find whether they can gain abnormal returns based on the oil market conditions. Second, we examine the main motives of mutual funds flow in the Saudi Arabian market which helps to understand the behaviour of funds investors. Different factors are applied to provide a conclusion of the determinates of the money flow sensitivity in Saudi Arabian mutual fund market. The oil market volatility is one important variable that is included in this study to examine the investors reactions to the oil market condition. Finally, we investigate whether the distribution channels play a significant role in influencing the performance and money flow of the mutual fund industry. There are only two channels that provide funds shares in the Saudi Arabian market: (bank-managed funds and financial institution-managed funds).
format	Default Thesis
author	Bader Alsubaiei
author_facet	Bader Alsubaiei
author_sort	Bader Alsubaiei (2612824)
title	Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
title_short	Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
title_full	Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
title_fullStr	Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
title_full_unstemmed	Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance
title_sort	mutual fund flows and performance in saudi arabia: analysis of how new factors impact fund flow and performance
publishDate	2019
url	https://dx.doi.org/10.26174/thesis.lboro.10537721.v1
_version_	1796825830189432832

Mutual fund flows and performance in Saudi Arabia: analysis of how new factors impact fund flow and performance

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