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| Tekijä: | Bollen, N. P. B. Busse, J. A. |
| Otsikko: | On the timing ability of mutual fund managers |
| Lehti: | Journal of Finance
2001 : JUN, VOL. 56:3, p. 1075-1094 |
| Asiasana: | UNIT TRUSTS Unit trusts Return on investment Investment |
| Kieli: | eng |
| Tiivistelmä: | Existing studies of mutual fund market timing analyze monthly returns and find little evidence of timing ability. The authors show that daily tests are more powerful and that mutual funds exhibit significant timing ability more often in daily tests than in monthly tests. They construct a set of synthetic fund returns in order to control for spurious results. |
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