Selectivity and timing performance of UK investment trusts
Year of publication: |
2012
|
---|---|
Authors: | Bangassa, Kenbata ; Su, Chen ; Joseph, Nathan L. |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 22.2012, 5, p. 1149-1175
|
Publisher: |
Elsevier |
Subject: | Investment trusts | Selectivity and timing | GJR-GARCH-M | Conditional asymmetry | High frequency data |
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