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Conditional market timing with benchmark investors

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  • Becker, Connie
  • Ferson, Wayne
  • Myers, David H.
  • Schill, Michael J.

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  • 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.
    • Handle: RePEc:eee:jfinec:v:52:y:1999:i:1:p:119-148
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    6. Graham, John R. & Harvey, Campbell R., 1996. "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November.
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