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Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?

Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks : open access journal 7 (2019) 4/106, pp. 1-16

The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central Provident Fund (CPF) Investment Scheme and non-CPF linked funds by taking into account the currency risk effect on internationally managed funds. In particular, we empirically...

Persistent link: https://www.econbiz.de/10012127925

Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS

Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10011286014

Long-term negative fund alpha : is it caused by bad skill or bad luck?

Bu, Qiang - In: Financial markets and portfolio management 32 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011951784

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

Feedback trading and closed-end country fund returns

Reyes, Mario - In: Journal of emerging markets 13 (2008) 3, pp. 47-58

Persistent link: https://www.econbiz.de/10003823713

Empirical analysis of risk measurement of Chinese mutual funds

Yang, Ju - In: Quantitative financial risk management, (pp. 3-14). 2011

Persistent link: https://www.econbiz.de/10009301459

Mutual fund performance in Tunisia : a multivariate GARCH approach

Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51

Persistent link: https://www.econbiz.de/10009759915

Relations between volatility and returns of exchange traded funds of emerging markets and of USA

Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10010353498

Dynamic hedge fund portfolio construction

Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357

Persistent link: https://www.econbiz.de/10009272647

Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713

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