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A global approach to mutual funds market timing ability

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Can implied volatility predict returns on the currency carry trade?

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Market volatility and IPO filing activity

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Forecasting volatility and market returns using the CBOE Volatility Index and its options

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Forecasting returns in the VIX futures market

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Mutual fund managers' market timing abilities : Indian evidence

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Performance measurement with selectivity, market and volatility timing

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Do Chinese mutual funds time the market?

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Simple market timing with moving averages

Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018

Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use of MA calculations? The empirical results show...

Persistent link: https://www.econbiz.de/10011848115