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Can managers time the market? : evidence using repurchase price data
Dittmar, Amy K.; Casares Field, Laura - In: Journal of financial economics 115 (2015) 2, pp. 261-282
Persistent link: https://www.econbiz.de/10011347500
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Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1600-1625
Persistent link: https://www.econbiz.de/10009701968
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Technical market anomalies : leveraged ETF trading with daily and intraday temporal functionalities
Basdekidou, Vasiliki A.; Styliadou, Artemis A. - In: Inventi impact: microfinance & banking (2017) 3, pp. 104-108
Persistent link: https://www.econbiz.de/10011808147
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Should long-term investors time volatility?
Moreira, Alan; Muir, Tyler - In: Journal of financial economics 131 (2019) 3, pp. 507-527
Persistent link: https://www.econbiz.de/10012133012
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IPO trading with short-term & intraday temporal functionalities
Basedekidou, Vasiliki A. - In: Inventi impact: international trade (2017) 2, pp. 60-65
Persistent link: https://www.econbiz.de/10011753598
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Momentum turning points
Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Journal of financial economics 149 (2023) 3, pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
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Nonparametric tests for market timing ability using daily mutual fund returns
Ding, Jing; Jiang, Lei; Liu, Xiaohui; Peng, Liang - In: Journal of economic dynamics & control 150 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014287781