Similar Search Results

Selectivity and timing performance of UK investment trusts

Bangassa, Kenbata; Su, Chen; Joseph, Nathan Lael - In: Journal of international financial markets, … 22 (2012) 5, pp. 1149-1175

Persistent link: https://www.econbiz.de/10010220189

On the investment value of sell-side analyst recommendation revisions in the UK

Su, Chen; Zhang, Hanxiong; Bangassa, Kenbata; Joseph, … - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 257-293

Persistent link: https://www.econbiz.de/10012173078

Selectivity and timing performance of UK investment trusts

Bangassa, Kenbata; Su, Chen; Joseph, Nathan L. - In: Journal of international financial markets, … 22 (2012) 5, pp. 1149-1176

Persistent link: https://www.econbiz.de/10010032234

Selectivity and timing performance of UK investment trusts

Bangassa, Kenbata; Su, Chen; Joseph, Nathan L. - In: Journal of International Financial Markets, … 22 (2012) 5, pp. 1149-1175

This study examines the selectivity and timing performance of 218 UK investment trusts over the period July 1981 to June 2009. We estimate the Treynor and Mazuy (1966) and Henriksson and Merton (1981) models augmented with the size, value, and momentum factors, either under the OLS method...

Persistent link: https://www.econbiz.de/10010588047