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An examination of Australian equity trusts for selectivity and market timing performance

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Author Info
Hallahan, Terrence A.
Faff, Robert W.

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File URL: http://www.sciencedirect.com/science/article/B6VGV-3XTDV7M-C/2/4d37e89dddc13524fdf0a7efacf5dde2
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Article provided by Elsevier in its journal Journal of Multinational Financial Management.

Volume (Year): 9 (1999)
Issue (Month): 3-4 (November)
Pages: 387-402
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Handle: RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:387-402

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  1. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 391-411, October. [Downloadable!] (restricted)
  2. Karen L. Benson & Robert W. Faff, 2004. "Investigating performance benchmarks in the context of international trusts: Australian evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 631-644, June. [Downloadable!] (restricted)
  3. Michael E. Drew & Madhu Veeraraghavan & Vanessa Wilson, 2002. "Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series 105, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
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This page was last updated on 2008-8-8.

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