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Market and style timing : German equity and bond funds

Cuthbertson, Keith; Hayley, Simon; Nitzsche, Dirk - In: European financial management : the journal of the … 22 (2016) 4, pp. 667-696

Persistent link: https://www.econbiz.de/10011713079

The market-timing ability of Chinese equity securities investment funds

Sherman, Meadhbh; O'Sullivan, Niall; Gao, Jun - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-18

This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor–Mazuy and Henriksson–Merton as well as the Jiang non-parametric test. Based on the non-parametric approach, the...

Persistent link: https://www.econbiz.de/10011760210

Performance, stock selection and market timing of the German equity mutual fund industry

Cuthbertson, Keith; Nitzsche, Dirk - In: Journal of empirical finance 21 (2013), pp. 86-101

Persistent link: https://www.econbiz.de/10009745287

The performance of US bond mutual funds

Clare, Andrew D.; O'Sullivan, Niall; Sherman, Meadhbh; … - In: International review of financial analysis 61 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012206673

Private debt fund returns, persistence, and market conditions

Böni, Pascal; Manigart, Sophie - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 121-144

Persistent link: https://www.econbiz.de/10013417625