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The performance of professional market timers: daily evidence from executed strategies

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Author Info
Chance, Don M.
Hemler, Michael L.
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VBX-4465FVF-2/2/e94b5092adb39fc1175c516d488ed815
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 62 (2001)
Issue (Month): 2 (November)
Pages: 377-411
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Handle: RePEc:eee:jfinec:v:62:y:2001:i:2:p:377-411

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. J. C. Matallin-Saez, 2003. "Asymmetric relation in omitted benchmarks and market timing in mutual funds," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 775-778, October. [Downloadable!] (restricted)
  2. Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]
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This page was last updated on 2008-10-11.

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