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International mutual fund selectivity and market timing during up and down market conditions

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References

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1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
1984Market Timing and Mutual Fund Investment Performance434 cited
1990Evaluating the Performance of International Mutual Funds399 cited

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1985Differential Information and Performance Measurement Using a Security Market Line352 cited

1985Measuring Investment Performance in a Rational Expectations Equilibrium Model222 cited

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