Mutual fund managers’ market timing abilities: Indian evidence-Reference-Cited by-同舟云学术

Mutual fund managers’ market timing abilities: Indian evidence

Published:2020-05-24 Issue:4 Volume:21 Page:342-354
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Alam Mahfooz^ORCID,Ansari Valeed Ahmad

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

https://link.springer.com/content/pdf/10.1057/s41260-020-00166-1.pdf

Reference40 articles.

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2. Agarwal, P.K., and H.K. Pradhan. 2018. Mutual fund performance using unconditional multifactor models: Evidence from India. Journal of Emerging Market Finance 17(2_suppl): S157–S184.

3. Ahmad, M., and U. Samajpati. 2010. Evaluation of stock selection skills and market timing abilities of Indian mutual fund managers. Management Insight 6(2): 71–82.

4. Amihud, Y. 2002. Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets 5(1): 31–56.

5. Amihud, Y., and H. Mendelson. 1986. Asset pricing and the bid-ask spread. Journal of Financial Economics 17(2): 223–249.

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