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Selectivity, Market Timing and the Morningstar Star-Rating System
Antypas, Antonios, (2009)
Selectivity, market timing and the Morningstar star-rating system
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence
Caporale, Guglielmo Maria, (2004)