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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/pii/S0304-405X(07)00116-X
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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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    22. Doron Avramov & Tarun Chordia, 2006. "Asset Pricing Models and Financial Market Anomalies," Review of Financial Studies, Society for Financial Studies, vol. 19(3), pages 1001-1040.
    23. Becker, Connie & Ferson, Wayne & Myers, David H. & Schill, Michael J., 1999. "Conditional market timing with benchmark investors," Journal of Financial Economics, Elsevier, vol. 52(1), pages 119-148, April.
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