Number of Observations Question
Posted: Tue Feb 21, 2012 9:14 am
I am currently completing a research project on a certain type of fund. I would like to conduct a time series.
It is my aim to analyse the influence of the following on fund performance:
1) the performance of the underlying asset market in which the fund invests
2) the liquidity of the fund, which is proxied by: (cash + certificates of deposit + bonds held by the fund) / total assets under management
3) the size of the fund, which is proxied by: (return of large funds - return of small funds) as it is hypothesized that large funds outperform smaller funds in this case
I have only annual observations for 36 years for 1). Is this a sufficient number of obervations to conduct a time series?
Many thanks for your insights!
It is my aim to analyse the influence of the following on fund performance:
1) the performance of the underlying asset market in which the fund invests
2) the liquidity of the fund, which is proxied by: (cash + certificates of deposit + bonds held by the fund) / total assets under management
3) the size of the fund, which is proxied by: (return of large funds - return of small funds) as it is hypothesized that large funds outperform smaller funds in this case
I have only annual observations for 36 years for 1). Is this a sufficient number of obervations to conduct a time series?
Many thanks for your insights!