Byrne, Alistair; Fletcher, Jonathan; Ntozi, Patricia - In: Journal of Business Finance & Accounting 33 (2006-06) 5-6, pp. 816-838
We examine the conditional market timing performance of UK unit trusts between January 1988 and December 2002. We find no evidence of superior conditional market timing performance by UK unit trusts either across different portfolios of trusts or by individual trusts. We also find that benchmark...