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Conditional Market Timing with Benchmark Investors · Study

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ArticleConditional Market Timing with Benchmark Investors

Connie L. Becker1998

OA

Articlegreen1998

Conditional Market Timing with Benchmark Investors

Connie L. Becker · Wayne E. Ferson · David Hobson Myers · Michael J. Schill

262 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1994Contrarian Investment, Extrapolation, and Risk 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1996Measuring Fund Strategy and Performance in Changing Economic Conditions 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills 1997The Delisting Bias in CRSP Data

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2008Do individual investors learn from their trading experience?2002Conditional performance measurement using portfolio weights: evidence for pension funds 2006Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions 2011Time-Varying Fund Manager Skill 2010Measuring the timing ability and performance of bond mutual funds☆

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Details

Year1998

Typearticle

Published1998-02-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations262

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0304-405x(99)00006-9

openalex_workW2102829957

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2009Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence

2003A nonparametric test of market timing

2006Evaluating Government Bond Fund Performance with Stochastic Discount Factors