Alam, Mahfooz; Ansari, Valeed Ahmad - In: International Journal of Emerging Markets 17 (2020) 3, pp. 747-765
Purpose: This paper investigates the style timing and liquidity style timing vis-à-vis the market, size, value and momentum factors of the actively managed Indian equity mutual funds. Design/methodology/approach: We examine the style timing of the funds using the augmented Carhart four-factor...