Results 11 to 20 of about 662,387 (353)
The Market-Timing Ability of Chinese Equity Securities Investment Funds
International Journal of Financial Studies, 2017 This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor–Mazuy and Henriksson–Merton as well as the Jiang non-parametric test.
Meadhbh Sherman +2 more
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Timing Foreign Exchange Markets [PDF]
SSRN Electronic Journal, 2012 To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model conditional on the carry and dollar factors dominate random walk
Malone, Samuel W. +2 more
openaire +3 more sources
The search for time-series predictability-based anomalies
Journal of Business Economics and Management, 2022 This paper introduces a new algorithm for exploiting time-series predictability-based patterns to obtain an abnormal return, or alpha, with respect to a given benchmark asset pricing model.
Javier Humberto Ospina-Holguín +1 more
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Moving Average Market Timing in European Energy Markets: Production Versus Emissions
Energies, 2018 This paper searches for stochastic trends and returns predictability in key energy asset markets in Europe over the last decade. The financial assets include Intercontinental Exchange Futures Europe (ICE-ECX) carbon emission allowances (the main driver ...
Chia-Lin Chang +3 more
doaj +1 more source
Stock Market Entry Timing and Retail Investors' Disposition Effect [PDF]
تحقیقات مالیObjectiveThis study aims to examine the existence and intensity of the disposition effect among individual investors in the Iranian stock market. The disposition effect refers to the tendency of investors to sell winning stocks (stocks with gains) and ...
Reza Eyvazloo, Reza Raei, Farzad Rezaei
doaj +1 more source
Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds
International Journal of Financial Studies, 2023 In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature.
Davinder K. Malhotra +3 more
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THE IMPACT OF MARKET TIMING ON CAPITAL STRUCTURE: EVIDENCE FROM VIETNAM CONSTRUCTION
Tạp chí Khoa học Đại học Đà Lạt, 2017 The purpose of this study is to test how equity market timing affects capital structure from the Initial Public Offering (IPO) perspective. Using Ordinary Least Square (OLS) technique to analyze a data-set of 102 Vietnamese enterprises in the ...
Nguyễn Hữu Thao
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Selection ability and market timing skills of mutual fund and unit trust managers in a developing economy: evidence from Ghana [PDF]
Business Analyst, 2023 Purpose – The study assess the selection ability and market timing skills of mutual fund and unit trust managers in Ghana. Design/methodology/approach – The study uses an improved survivorship bias-free dataset of yearly after-fee returns of all mutual ...
Richard Danquah, Baorong Yu
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Long Run Returns Predictability and Volatility with Moving Averages
Risks, 2018 This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured.
Chia-Lin Chang +3 more
doaj +1 more source
DO MARKET TIMING INCENTIVES AFFECT THE DEBT-EQUITY CHOICE OF MALAYSIAN SHARIAH-COMPLIANT IPOs?
Journal of Islamic Monetary Economics and Finance, 2023 Empirical and theoretical literature points out that market timing could shape financing decisions and persistently affect capital structure. However, prior studies on market timing do not distinguish between Shariah-compliant and non-compliant firms ...
Khemaies Bougatef, Oumaima Kassem
doaj +1 more source