Mazumder, M. Imtiaz; Miller, Edward M.; Varela, Oscar A. - In: Journal of Business Finance & Accounting 37 (2010-07) 7-8, pp. 979-1007
Predictability and exploitability of daily anomalies in returns for US-based international mutual funds is this paper's focus. Market timing strategies examined include simple weekend, complex weekday, and restricted weekend strategies, and those related to serial correlation in foreign indexes....