Mazumder, M. Imtiaz; Miller, Edward M.; Naka, Atsuyuki - In: Journal of Financial Regulation and Compliance 16 (2008) May, pp. 142-158
Purpose – The purpose of this paper is to examine the predictability of the US-based international mutual fund returns by investigating 2,479 daily observations for all categories of international equity, bond and hybrid mutual funds. Further, trading strategies are proposed and tested under...
