A global approach to mutual funds market timing ability
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference17 articles.
1. Dynamic hedge fund style analysis with errors-in-variables;Bodson;J. Financ. Res.,2010
2. On the timing ability of mutual fund managers;Bollen;J. Finance,2001
3. Volatility timing in mutual funds: evidence from daily returns;Busse;Rev. Financ. Stud.,1999
4. Do mutual fund managers time market liquidity?;Cao,2011
5. On persistence in mutual fund performance;Carhart;J. Finance,1997
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