Sherman, Meadhbh; O'Sullivan, Niall; Gao, Jun - In: International Journal of Financial Studies 5 (2017) 4, pp. 1-18
This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor-Mazuy and Henriksson-Merton as well as the Jiang non-parametric test. Based on the non-parametric approach, the study...