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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
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Coskewness timing ability in the mutual fund industry
Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: Research in international business and finance 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012549059
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Mutual fund liquidity timing ability in the higher moment framework
Wattanatorn, Woraphon; Chaiyuth Padungsaksawasdi; … - In: Research in international business and finance 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012208255