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Timing Ability in the Focus Market of Hedge Funds · Study

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PreprintTiming Ability in the Focus Market of Hedge Funds

Yong Jun Chen2005

OA

Preprintgreen2005

Timing Ability in the Focus Market of Hedge Funds

111 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1995The Limits of Arbitrage 1996Measuring Fund Strategy and Performance in Changing Economic Conditions 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 2003Risks and Portfolio Decisions Involving Hedge Funds 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

Cited by

2013Environmental Mutual Funds: Financial Performance and Managerial Abilities 2017Hedge Funds: The Good, the Bad, and the Lucky 2007The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions 2021Sentiment Trading and Hedge Fund Returns 2015Hedge Funds: A Dynamic Industry in Transition 2007

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Hedge Funds: A Dynamic Industry in Transitionreview · 23 shared references 2010Mutual Fund Performance: Measurement and Evidence1article · 22 shared references 2007Do Market Timing Hedge Funds Time the Market?article · 19 shared references 2000Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategiespreprint · 18 shared references 2011The market timing skills of hedge funds during the financial crisisarticle · 18 shared references 2010On the Dynamics of Hedge Fund Risk Exposurespreprint · 18 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations111

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.687230

openalex_workW280152037

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Hedge fund pricing and model uncertainty

2008Timing the investment grade securities market: Evidence from high quality bond funds

2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature