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Do mutual funds time the market? Evidence from portfolio holdings

  • Jiang, George J.
  • Yao, Tong
  • Yu, Tong
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-4P4NPMG-1/2/da9bd316faec28f01f33b11b092f51e5
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    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 86 (2007)
    Issue (Month): 3 (December)
    Pages: 724-758

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    Handle: RePEc:eee:jfinec:v:86:y:2007:i:3:p:724-758
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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    40. Balduzzi, Pierluigi & Lynch, Anthony W., 1999. "Transaction costs and predictability: some utility cost calculations," Journal of Financial Economics, Elsevier, vol. 52(1), pages 47-78, April.
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