Do mutual fund managers time market liquidity?
Year of publication: |
2013
|
---|---|
Authors: | Cao, Charles Q. ; Simin, Timothy T. ; Wang, Ying |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 2, p. 279-307
|
Subject: | Liquidity timing | Mutual fund performance | Market liquidity | Bootstrap | Investmentfonds | Investment Fund | Liquidität | Liquidity | USA | United States | 1974-2009 |
-
Mutual fund liquidity timing ability in the higher moment framework
Wattanatorn, Woraphon, (2020)
-
Yalcin, Hale, (2023)
-
Do mutual fund managers time market liquidity?
Cao, Charles, (2013)
- More ...
-
Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q., (2008)
-
Information choice, uncertainty, and expected returns
Cao, Charles Q., (2021)
-
The decline of informed trading in the equity and options markets
Cao, Charles Q., (2018)
- More ...