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Does fund managers' timing ability depend on market conditions? : evidence from Turkish variable funds
Yalcin, Hale; Dube, Sema - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 4, pp. 634-646
Persistent link: https://www.econbiz.de/10012797858
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Cashflow timing vs. discount-rate timing : an examination of mutual fund market-timing skills
Lan, Chunhua; Wermers, Russ - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 694-713
Persistent link: https://www.econbiz.de/10014513397
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Structural VAR approach to mutual fund cash flows : net flows, inflows, and outflows
Ha, Yeonjeong; Lee, Bong-soo; Paek, Miyoun; Ko, Kwangsoo - In: Asia-Pacific journal of financial studies 44 (2015) 1, pp. 59-87
Persistent link: https://www.econbiz.de/10011458876
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Realized skewness and momentum
Rehman, Seema; Sharif, Saqib; Ullah, Wali; Hayat, Mustansar - 2022
Extending evidence from extant literature, this study finds the existence of realized skewness and momentum factors in the emerging stock market of Pakistan. Tick-by-tick data of listed firms atPakistan Stock Exchange (PSX) from 1 July 2008 to 31 August 2018 is used to generate five-minute...
Persistent link: https://www.econbiz.de/10013297452
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Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi; Tee, Kaihong; Li, Baibing - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
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Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu; Dufour, Alfonso - In: The quarterly review of economics and finance 94 (2024), pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
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Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey
Yalcin, Hale; Dube, Sema - In: International journal of emerging markets 18 (2023) 9, pp. 2072-2085
Persistent link: https://www.econbiz.de/10014449766
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Exploiting uncertainty with market timing in corporate bond markets
Bektic, Demir; Regele, Tobias - In: The journal of asset management 19 (2018) 2, pp. 79-92
Persistent link: https://www.econbiz.de/10011847661
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Surviving Black Swans II: timing the 2020-2022 roller coaster
Topiwala, Pankaj - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-26
the recent volatile time period, 2020-2022, and especially the unexpected market roller coaster of 2022, to see how our …
Persistent link: https://www.econbiz.de/10014305882
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Measuring the mutual fund industry risk management and performance sustainability : quantile regression model
Lee, Joe-ming - 2013
We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility …, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied …
Persistent link: https://www.econbiz.de/10009776201