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A global approach to mutual funds market timing ability
13 references·2 citing·34 second hopsampled
A global approach to mutual funds market timing ability (2012)A global approach to mutual funds market …Do mutual fund managers time market liquidity? (2012)Do mutual fund managers time …Do mutual funds time the market? Evidence from portfolio holdings (2007)Do mutual funds time the mark…Return-based style analysis with time-varying exposures (2006)Return-based style analysis w…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Mutual fund performance and seemingly unrelated assets (2002)Mutual fund performance and s…On the Timing Ability of Mutual Fund Managers (2001)On the Timing Ability of Mutu…Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Volatility Timing in Mutual F…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation (1990)Market Timing, Selectivity, a…Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…Market Timing and Mutual Fund Investment Performance (1984)Market Timing and Mutual Fund…The Market-Timing Performance of Mutual Fund Managers (1983)The Market-Timing Performance…Private Debt Fund Returns, Persistence, and Market Conditions (2022)Private Debt Fund Returns, Pe…Do Chinese mutual funds time the market? (2017)Do Chinese mutual funds time …Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Common risk factors in the returns on stocks and bonds (1993)Another Look at Mutual Fund Tournaments (2001)Do Market Timing Hedge Funds Time the Market? (2007)Can hedge funds time market liquidity? (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The capital asset pricing model: Some empirical tests (1972)Evaluating the Performance of International Mutual Funds (1990)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Survivor Bias and Mutual Fund Performance (1996)On estimating the expected return on the market (1980)The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation (1993)A contingent claim approach to performance evaluation (1994)Mutual fund flows and investor returns: An empirical examination of fund investor timing ability (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Expected stock returns and volatility (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)What Do Mutual Fund Investors Really Care About? (2021)Investing in equity mutual funds (2002)Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Learning in Financial Markets (2009)Risk Shifting and Mutual Fund Performance (2011)Mutual Fund's R 2 as Predictor of Performance (2012)Time‐Varying Fund Manager Skill (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 2001On the Timing Ability of Mutual Fund Managers580 cited
  • 2002Mutual fund performance and seemingly unrelated assets436 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1999Volatility Timing in Mutual Funds: Evidence from Daily Returns389 cited
  • 2007Do mutual funds time the market? Evidence from portfolio holdings372 cited
  • 1990Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation263 cited
  • 1983The Market-Timing Performance of Mutual Fund Managers216 cited
  • 2006Return-based style analysis with time-varying exposures114 cited
  • 2012Do mutual fund managers time market liquidity?86 cited

Cited by

  • 2017Do Chinese mutual funds time the market?29 cited
  • 2022Private Debt Fund Returns, Persistence, and Market Conditions24 cited

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