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Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing

Ekholm, Anders G. - In: Journal of Empirical Finance 19 (2012) 3, pp. 349-358

We develop a new method for detecting portfolio manager activity. Our method relies exclusively on portfolio returns and, consequently, avoids the pitfalls associated with disclosed portfolio holdings. We investigate the link between activity and performance of actively managed U.S. equity funds...

Persistent link: https://www.econbiz.de/10010572321

The forecasting ability of world mutual funds

Rodríguez, Javier - In: Studies in economics and finance 31 (2014) 2, pp. 130-140

Persistent link: https://www.econbiz.de/10011336790

Potential gains from predicting the timing of stock market persistence and mean reversion

Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67

Persistent link: https://www.econbiz.de/10010201509

The impact of culture on market timing in capital structure choices

Arosa, Clara Maria Verduch; Richie, Nivine; Schuhmann, … - In: Research in international business and finance 31 (2014), pp. 178-192

Persistent link: https://www.econbiz.de/10010434001

The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach

Queslati, Abdelmonem; Hammami, Yacine; Jilani, Faouzi - In: Research in international business and finance 31 (2014), pp. 57-73

Persistent link: https://www.econbiz.de/10010434018

The impact of culture on market timing in capital structure choices

Arosa, Clara Maria Verduch; Richie, Nivine; Schuhmann, … - In: Research in international business and finance 35 (2015), pp. 180-196

Persistent link: https://www.econbiz.de/10011570036

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

Assessing foreign funds geographical focus timing skill

Rodríguez, Javier; Romero, Herminio - In: Studies in economics and finance 33 (2016) 2, pp. 209-221

Persistent link: https://www.econbiz.de/10011718742

An empirical investigation of market timing behavior : evidence from Indian IPOs

Mayur, Manas - In: Investment management and financial innovations 13 (2016) 3, pp. 84-92

Persistent link: https://www.econbiz.de/10011666605

Multi-asset class mutual funds : Can they time the market? Evidence from the US, UK and Canada

Clare, Andrew D.; Sherman, Meadhbh Brid; Thomas, Stephen - In: Research in international business and finance 36 (2016), pp. 212-221

Persistent link: https://www.econbiz.de/10011594400