search query: @author Rouwenhorst, K. G. / total: 4
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| Author: | Goetzmann, W. N. Ivkovic, Z. Rouwenhorst, K. G. |
| Title: | Day trading international mutual funds: evidence and policy solutions |
| Journal: | Journal of Financial and Quantitative Analysis
2001 : SEP, VOL. 36:3, p. 287-309 |
| Index terms: | INTERNATIONAL BUSINESS POLICY TRADING UNIT TRUSTS |
| Language: | eng |
| Abstract: | The authors show that mutual funds are exposed to speculative traders by using a simple day trading rule that yields large profits in a sample of 391 U.S.-based open-end international mutual funds. They propose a simple "fair pricing" mechanism that alleviates these concerns by correcting net asset values for stale prices. |
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