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Cambridge Endowment for Research in Finance (CERF)

 

Project Title: Comparison of the trading behaviour of closed-end and open-end fund managers during financial crises

PI: Dr David Chambers (CEAM)

Project Summary: The research projects require  various time series data including fund performance, fees, asset flows,  holdings and management for externally managed investment funds.

Morningstar Direct provides information on managed investment products   extracted from national regulatory filings around the world. This   quantitative information is supplemented by a database of manager profiles   containing entire professional histories.

The open and closed end databases are comprehensive and survivorship   bias free. Research universes can be built within Morningstar using its   search functions to filter funds by desired attributes.

The information can be downloaded into excel for subsequent use in   econometric analysis.

Project Period: 1.10.13-30.9.2014

Extended till: 30.09.15

Project Update - September 2014

Project Update - April 2014