The IUP Journal of Accounting Research and Audit Practices:
Does Re-Categorization Affect Mutual Fund Investment? A Comparative Study of Pre- and Post-Categorization of Mutual Fund Schemes in India

Article Details
Pub. Date : October, 2021
Product Name : The IUP Journal of Accounting Research and Audit Practices
Product Type : Article
Product Code : IJARAP271021
Author Name : Harsh Raj Pathak, Kaushik Bhattacharjee, Sonali Narbariya and Md Sikandar Azam
Availability : YES
Subject/Domain : Finance
Download Format : PDF Format
No. of Pages : 16

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Abstract

In light of the growing importance of mutual fund investment in academic and industrial research, the paper aims at answering a question of paramount importance, i.e. Does recategorization affect mutual fund investment? An unmatched sample t-test was conducted to compare the pre- and post-categorization among the large, mid, and small-cap firms based on three variables: liquidity, volatility, and returns. The results of the t-test postulate that the liquidity of large-cap firms and returns of the small-cap firms were significantly different for both periods of study. In contrast, all other variables remain indifferent across both periods. Overall, the study contributes to the literature and practice by providing meaningful pre- and post-categorization insights. The study provides important insights for mutual fund managers to understand the correct effect of re-categorization on market efficiency. The study provides transparency for future research in the field of mutual fund investment.


Introduction

In October 2017, the Securities and Exchange Board of India (SEBI) came up with guidelines for categorizing and rationalizing mutual funds in India. A few schemes were merged under this re-categorization, while a few saw changes in fundamental attributes and nomenclature. After the SEBI mutual fund re-categorization mandate came into force, all balanced funds came to be officially known as hybrid funds. Hybrid schemes are those that invest in both


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