Hong, Hui; O'Brien, Fergal; Ryan, James - In: Asian Academy of Management Journal of Accounting and … 10 (2014) 2, pp. 13-35
This paper examines market-timing strategies based on inflation in a sample of three stock market indices drawn from the Shanghai and the Shenzhen Stock Exchanges between February 2002 and May 2010. Specifically, this study investigates the effectiveness of market-timing activity and its...