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New mutual fund managers: Why do they alter portfolios?. (2016). Chou, De-Wai ; Lai, Christine W ; Huang, Pei-Ching .
In: Journal of Business Research.
RePEc:eee:jbrese:v:69:y:2016:i:6:p:2167-2175.

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  1. .

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  2. Why dont asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals. (2022). Zeidan, Rodrigo.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:31:y:2022:i:7:p:3028-3039.

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  3. Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China. (2021). Sun, Ping-Wen ; Ren, HE ; Jun, Xiao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001190.

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  4. The Investment Performance of Ethical Equity Funds in Malaysia. (2020). Bhatti, Muhammad ; Mansor, Fadillah ; Do, Hung Quang ; Rahman, Shafiqur.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:219-:d:416594.

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  5. Mutual funds’ selective participation and subsequent performance of seasoned equity offerings. (2019). Chan, Kam C ; Feng, Xunan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1420-0.

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References

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Do Chinese mutual funds time the market?. (2018). Yi, LI ; Gan, Shunli ; Qin, Zilong ; He, Lei ; Liu, Zilan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:1-19.

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  2. Sentiment hedging: How hedge funds adjust their exposure to market sentiment. (2018). Zheng, Yao ; Zhang, Ruiyi ; Osmer, Eric.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:147-160.

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  3. The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation. (2017). Lee, Cheng Few ; Xiao, Yaqing ; Rahman, Shafiqur.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0581-1.

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  4. Comparative Performance Analysis of Public Sector Sponsored and Private Sector Sponsored Mutual Funds in India. (2017). Thakuria, Anupam ; Kashyap, Shikha .
    In: European Journal of Economics and Business Studies Articles.
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  5. False discoveries in style timing of Chinese mutual funds. (2016). Yi, LI ; He, Lei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:194-208.

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  6. New mutual fund managers: Why do they alter portfolios?. (2016). Chou, De-Wai ; Lai, Christine W ; Huang, Pei-Ching .
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:6:p:2167-2175.

    Full description at Econpapers || Download paper

  7. Market-timing the business cycle. (2015). Pelaez, Rolando F.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:26:y:2015:i:c:p:55-64.

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  8. What daily data can tell us about mutual funds: Evidence from Norway. (2015). Molnár, Peter ; Molnar, Peter ; Gallefoss, Kristoffer ; Hansen, Helge Hoff ; Haukaas, Eirik Solli .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:117-129.

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  9. Cash Holdings and Mutual Fund Performance. (2014). Simutin, Mikhail.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:4:p:1425-1464..

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  10. Performance evaluation with high moments and disaster risk. (2014). Liu, Fang ; Kadan, Ohad.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:1:p:131-155.

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  11. Allocation of decision rights and the investment strategy of mutual funds. (2013). nanda, vikram ; Dass, Nishant ; Wang, Qinghai.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:1:p:254-277.

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  12. Do mutual fund managers time market liquidity?. (2013). Cao, Charles ; Wang, Ying ; Simin, Timothy T..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:2:p:279-307.

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  13. What style-timing skills do mutual fund “stars” possess?. (2013). Chen, Li-Wen ; Taffler, Richard.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:156-173.

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  14. Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds. (2012). Low, Soo-Wah .
    In: Prague Economic Papers.
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  15. Measuring mutual fund asymmetric performance in changing market conditions: evidence from a Bayesian threshold model. (2011). Wu, Chih-Chiang.
    In: Applied Financial Economics.
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  16. Testing weak-form efficiency of exchange traded funds market. (2011). Rompotis, Gerasimos G..
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  17. What Style-Timing Skills do Mutual Fund Stars Possess?. (2010). Chen, Li-Wen ; Taffler, Richard.
    In: CFI Discussion Papers.
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  18. A comparative analysis of the performance of conventional and Islamic unit trust companies in Malaysia. (2010). Kassim, Salina ; Abd. Majid, M. Shabri ; M. Shabri Abd. Majid, ; Hamid, Zarinah ; Rosylin Mohd. Yusof, ; Rosylin Mohd. Yusof, ; Norma Md. Saad, ; M. Shabri Abd. Majid, .
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  19. Can mutual funds time risk factors?. (2010). Benos, Evangelos ; Nyekel, Victor ; Jochec, Marek .
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  20. Discount Rate Changes and Market Timing: A Multinational Study. (2009). Chen, Ming-Hsiang.
    In: Annals of Economics and Finance.
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  21. The Impact of the Short-Short Rule Repeal on the Timing Ability of Mutual Funds. (2008). Yi, Junesuh ; Bae, Kee-Hong .
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  22. Do mutual funds time the market? Evidence from portfolio holdings. (2007). Jiang, George J. ; Yu, Tong ; Yao, Tong .
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  23. Mutual fund flows and investor returns: An empirical examination of fund investor timing ability. (2007). Friesen, Geoffrey C. ; Sapp, Travis R. A., .
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  24. Momentum investing and the asset allocation decision. (2007). Gallagher, David ; Benson, Karen L. ; Teodorowski, Patrick.
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  25. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
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  26. Timing and selectivity in Portuguese mutual fund performance. (2006). Romacho, Joao Carlos ; Cortez, Maria Ceu .
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  27. A performance evaluation of portfolio managers: tests of micro and macro forecasting. (2004). Stevenson, Simon.
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  28. Investigating performance benchmarks in the context of international trusts: Australian evidence. (2004). faff, robert ; Benson, Karen L..
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  30. Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-sector Managed Funds. (2004). faff, robert ; Holmes, Kathryn A..
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  31. Passive timing effect in portfolio management. (2003). Fernandez-Izquierdo, A. ; Matallin, J. C..
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  32. Investing with a Conscience: An Evaluation of the Risk-Adjusted Performance of Socially Responsible Mutual Funds. (2003). Samant, Ajay ; Edwards, Ed.
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  33. A performance analysis of Australian international equity trusts. (2003). faff, robert ; Benson, Karen L..
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  34. The performance of professional market timers: daily evidence from executed strategies. (2001). Chance Don M., ; Hemler Michael L., .
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  35. Attribution of investment performance: an analysis of Australian pooled superannuation funds. (2001). Gallagher, David.
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  36. Alternative Capital Asset Pricing Models: A Review of Theory and Evidence. (2000). Javed, Attiya Y..
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  37. An examination of Australian equity trusts for selectivity and market timing performance. (1999). faff, robert ; Hallahan, Terrence A..
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  38. Investor flows and the assessed performance of open-end mutual funds. (1999). Edelen Roger M., .
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  39. The implication of discount rate changes for market timing. (1998). Prather, Laurie ; Bertin, William J..
    In: Review of Financial Economics.
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  40. Fund management performance, trend-chasing technical analysis and investment horizons: a case study. (1997). Wong, Michael ; Wong, M. C. S., .
    In: Omega.
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  41. Modern portfolio theory, 1950 to date. (1997). Elton, Edwin J. ; Gruber, Martin J..
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  42. A performance evaluation of global equity mutual funds: Evidence from 1988-1995. (1997). Shukla, Ravi ; Singh, Sandeep .
    In: Global Finance Journal.
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  43. AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES. (1997). Malhotra, D. K. ; McLeod, Robert W..
    In: Journal of Financial Research.
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  44. Mutual fund investment performance. (1996). Walker, David A. ; Droms, William G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:36:y:1996:i:3:p:347-363.

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  45. A neural network approach to mutual fund net asset value forecasting. (1996). Chiang, W. -C., ; Urban, T. L. ; Baldridge, G. W..
    In: Omega.
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  46. Taxation and Mutual Funds: An Investor Perspective. (1995). Dickson, Joel M. ; Shoven, John B..
    In: NBER Chapters.
    RePEc:nbr:nberch:10894.

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  47. Ranking Mutual Funds on an After-Tax Basis. (1993). Dickson, Joel M. ; Shoven, John B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4393.

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  48. Performance Evaluation of Market Timers. (1988). Kane, Alex ; Marks, Stephen Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2640.

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  49. SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL. (1986). Chen, Carl R. ; Stockum, Steve .
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    RePEc:bla:jfnres:v:9:y:1986:i:1:p:87-96.

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  50. AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE. (1985). Chang, Eric C. ; Lewellen, Wilbur G..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:8:y:1985:i:1:p:15-30.

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