Research Computing >> Data >> Mutual Fund Links

MUTUAL FUND LINKS (MFLINKS)

Contents


Availability

MFLINKS is accessible on Wharton Research Data Services (WRDS).

Description

The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the TFN/CDA S12 datasets. Using MFLINKS allows a researcher to gather detail on holdings for either particular funds or fund families and groups of funds at specific points in time.

MFLINKS has been developed with Professor Russ Wermers (University of Maryland's Robert H. Smith School of Business) as a contributor and ongoing consultant to the project. Professor Wermers was one of the first researchers who used linked mutual fund data. A good example of how MFLINKS can be used is his article, "Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses" (Journal of Finance, 2000) that decomposes mutual fund performance into its various components based upon actual holdings.

Vendor information

Accessing MFLINKS

Dataset list on WRDS

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