Mutual fund liquidity timing ability in the higher moment framework-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Mutual fund liquidity timing ability in the higher moment framework

Published:2020-01 Issue: Volume:51 Page:101105
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Wattanatorn Woraphon,Padungsaksawasdi Chaiyuth,Chunhachinda Pornchai,Nathaphan Sarayut

Funder

Business Research Center

Thammasat Business School

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference73 articles.

1. Asset pricing with liquidity risk;Acharya;J. Financ. Econ.,2005

2. An analysis of skewness and skewness persistence in three emerging markets;Adcock;Emerg. Mark. Rev.,2005

3. On timing and selectivity;Admati;J. Finance,1986

4. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

5. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ.,1986

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Assessing Mutual Fund Performance in China: A Sector Weight-Based Approach;Mathematics;2024-08-07

2. Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds;Managerial and Decision Economics;2023-11-14

3. Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets;Research in International Business and Finance;2023-01

4. Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak;Journal of Economic and Administrative Sciences;2022-07-05

5. American hedge funds industry, market timing and COVID-19 crisis;Journal of Asset Management;2022-05-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3