A CROSS-SECTIONAL ANALYSIS OF MUTUAL FUNDS'MARKET TIMING AND SECURITY SELECTION SKILL
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.1992.tb00650.x/fullpdf
Reference25 articles.
1. E.C. Change, and W.G. Lewellen (1984 ), 'Market Timing and Mutual Fund Investment Performance ',Journal of Business(1984 ), pp.57 -72 .
2. E.C. Change, and W.G. Lewellen (1985 ), 'An Arbitrage Pricing Approach to Evaluating Mutual Fund Performance ',Journal of Financial Research(1985 ), pp.15 -30 .
3. C. R. Chen, and S. Stockum (1986 ), 'Selectivity, Market Timing and Random Behavior of Mutual Funds: A Generalized Model ',Journal of Financial Research(1986 ), pp.87 -96 .
4. E.F. Fama (1972 ), 'Components of Investment Performance ',Journal of Finance(1972 ), pp.551 -567 .
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