Rodríguez, Javier; Romero, Herminio - In: Studies in Economics and Finance 33 (2016) 2, pp. 209-221
geographical focus market. Design/methodology/approach The authors use daily fund data and two multi-factor extensions of the … 1999 to 2010. In particular, the authors study fund managers’ skill to time their geographical focus market. Findings The … authors report that, in general, foreign funds do not accurately time their geographical focus market. However, during January …