LAUSR

About LAUSR
Donate
Contact Us

Follow us:

You are not signed in:

Sign Up!


   Articles with "market timing" as a keyword



Photo from wikipedia

Banking Crises and Market Timing: Evidence from M&As in the Banking Sector

Sign Up to like & get
recommendations! Published in 2019 at "Journal of Financial Services Research"

DOI: 10.1007/s10693-019-00318-4

Abstract: We investigate whether the gains are greater for banks that conduct mergers and acquisitions (M&As) during banking crises than during non-crisis periods. We contribute to the literature by examining 1984 M&As using global banking sample from… read more here.

Keywords: crises market; evidence banking; market timing; banking ... See more keywords
Photo by jordanmcdonald from unsplash

The performance of US bond mutual funds

Sign Up to like & get
recommendations! Published in 2019 at "International Review of Financial Analysis"

DOI: 10.1016/j.irfa.2018.12.001

Abstract: We evaluate the performance of the US bond mutual fund industry using a comprehensive sample of bond funds over a long time period from January 1998 to February 2017. In this one study, we examine… read more here.

Keywords: performance; bond mutual; market timing; performance bond ... See more keywords
Photo by robgun from unsplash

Conditional Market Timing in the Mutual Fund Industry

Sign Up to like & get
recommendations! Published in 2017 at "Research in International Business and Finance"

DOI: 10.1016/j.ribaf.2017.07.072

Abstract: This study complements the scarce literature on conditional market timing in the mutual fund industry by assessing determinants of market timing throughout the distribution of market exposure. It builds on the intuition that the degree… read more here.

Keywords: fund managers; market; market exposure; fund ... See more keywords

Trading performance and market efficiency: Evidence from algorithmic trading

Sign Up to like & get
recommendations! Published in 2020 at "Research in International Business and Finance"

DOI: 10.1016/j.ribaf.2020.101283

Abstract: Abstract In India, National Stock Exchange directly identifies algorithmic trading participation. Algorithmic traders possess intraday market timing skills. Results are not motivated by extreme short-term signals or transitory price trading. Magnitude of market timing performance… read more here.

Keywords: trading; algorithmic trading; market; price ... See more keywords
Photo by anniespratt from unsplash

Effects of asymmetric information on market timing in the mutual fund industry

Sign Up to like & get
recommendations! Published in 2018 at "International Journal of Managerial Finance"

DOI: 10.1108/ijmf-09-2017-0187

Abstract: The paper investigates the effects of information asymmetry (between the realised return and the expected return) on market timing in the mutual fund industry. For the purpose, we use a panel of 1488 active open-end… read more here.

Keywords: information; market; mutual fund; market timing ... See more keywords