An ability to forecast market liquidity – Evidence from South East Asia Mutual fund industry-Reference-Cited by-同舟云学术

An ability to forecast market liquidity – Evidence from South East Asia Mutual fund industry

Published:2019-03 Issue:1 Volume:5 Page:22-32
ISSN:2405-9188
Container-title:The Journal of Finance and Data Science
language:en
Short-container-title:The Journal of Finance and Data Science

Author:

Wattanatorn Woraphon,Tansupswatdikul Pimpika

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Science Applications,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Statistics and Probability

Reference26 articles.

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

2. Board characteristics, accounting report integrity, and the cost of debt;Anderson;J Account Econ,2004

3. Liquidity and expected returns: lessons from emerging markets;Bekaert;Rev Financ Stud,2007

4. A global approach to mutual funds market timing ability;Bodson;J Empir Finance,2013

5. On the timing ability of mutual fund managers;Bollen;J Finance,2001

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1. Commonality in Liquidity: Evidence from Emerging Asian Actively-Managed Equity Funds;Asian Academy of Management Journal of Accounting and Finance;2023-11-30

2. The Stochastic Volatility Option Pricing Model: Evidence from a Highly Volatile Market;J ASIAN FINANC ECON;2021

3. Coskewness timing ability in the mutual fund industry;Research in International Business and Finance;2020-10

4. Do bank-affiliated funds perform better than the others: the higher moment approach;Asia-Pacific Journal of Accounting & Economics;2019-09-12