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Tests of the overreaction hypothesis and the timing of mean reversals on the JSE Securities Exchange (JSE): The case of South Africa

Hsieh, Heng-hsing; Hodnett, Kathleen - In: Journal of Applied Finance & Banking 1 (2011) 1, pp. 107-130

This paper examines the overreaction hypothesis on the JSE Securities Exchange (JSE) documented by Page and Way [5] and Muller [4] over a longer and more recent period from 01 January 1993 to 31 March 2009. The mean reversals due to investor overreaction are found to be stronger for the past...

Persistent link: https://www.econbiz.de/10010277140

Mutual fund performance and management location

Clare, Andrew D.; Nitzsche, Dirk; Sherman, Meadhbh - In: The journal of asset management 14 (2013) 6, pp. 336-353

Persistent link: https://www.econbiz.de/10010258483

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

Multi-asset class mutual funds : Can they time the market? Evidence from the US, UK and Canada

Clare, Andrew D.; Sherman, Meadhbh Brid; Thomas, Stephen - In: Research in international business and finance 36 (2016), pp. 212-221

Persistent link: https://www.econbiz.de/10011594400