The performance of professional market timers: daily evidence from executed strategies
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- Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009.
"Do individual investors learn from their trading experience?,"
Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
- Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
- Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society.
- Paul Soderlind, 2006. "Prediction of stock returns (in Russian)," Quantile, Quantile, issue 1, pages 27-38, September.
- Andrew J. Patton & Tarun Ramadorai, 2013.
"On the High-Frequency Dynamics of Hedge Fund Risk Exposures,"
Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
- Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
- Glen Larsen & Bruce Resnick, 2008. "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 21-45, March.
- Kirt Butler & Katsushi Okada, 2009. "The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(1), pages 1-15.
- Juan Matallin-Saez, 2007. "Portfolio performance: factors or benchmarks?," Applied Financial Economics, Taylor & Francis Journals, vol. 17(14), pages 1167-1178.
- Anatolyev, Stanislav & Kosenok, Grigory, 2009.
"Tests in contingency tables as regression tests,"
Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
- Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
- Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
- Andriy Bodnaruk & Bekhan Chokaev & Andrei Simonov, 2019.
"Downside Risk Timing by Mutual Funds,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 9(1), pages 171-196.
- Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015. "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers 10639, C.E.P.R. Discussion Papers.
- Patrycja Chodnicka & Piotr Jaworski, 2012. "Analyzing the market - mapping quality analysis of WIG20 by the Exchange Traded Fund, the first fun on the Polish market (Sledzac parkiet - analiza jakosci odwzorowania indeksu WIG20 przez pierwszy na," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 198-205.
- Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis.
- J. C. Matallin-Saez, 2003. "Asymmetric relation in omitted benchmarks and market timing in mutual funds," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 775-778.
- Patton, Andrew, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
- Guy Metcalfe, 2017. "The Mathematics of Market Timing," Papers 1712.05031, arXiv.org.
- Rompotis, Gerasimos G., 2011. "Testing weak-form efficiency of exchange traded funds market," MPRA Paper 36020, University Library of Munich, Germany.
- Boney, Vaneesha & Comer, George & Kelly, Lynne, 2009. "Timing the investment grade securities market: Evidence from high quality bond funds," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 55-69, January.
- Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc.
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