Author:
Bangassa Kenbata,Su Chen,Joseph Nathan L.
Subject
Economics and Econometrics,Finance
Reference70 articles.
1. On timing and selectivity;Admati;Journal of Finance,1986
2. Consistency of mutual fund performance during varying market conditions;Alexander;Journal of Economics and Business,1980
3. A test of the persistence in the performance of UK managed funds;Allen;Journal of Business Finance & Accounting,1999
4. Time dependence and moments of a family of time-varying parameter GARCH in mean models;Arvanitis;Journal of Time Series Analysis,2004
5. Predicting stock returns;Avramova;Journal of Financial Economics,2006
Cited by
6 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