A nonparametric test of market timing

Author:

Jiang Wei

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Abrevaya, J., Jiang, W., 2001. Pairwise-slopes statistics for testing curvature. Working paper, University of Chicago Graduate School of Business and Columbia Business School.

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4. Trading is hazardous to your wealth: the common stock investment performance of individual investors;Barber;Journal of Finance,2000

5. Conditional market timing with benchmark investors;Becker;Journal of Financial Economics,1999

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