Nonparametric tests for market timing ability using daily mutual fund returns
Jing Ding, Lei Jiang, Xiaohui Liu, Liang Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Ding, Jing ; Jiang, Lei ; Liu, Xiaohui ; Peng, Liang |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 150.2023, p. 1-20
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| Subject: | Market timing | Mutual fund | Weighted nonparametric measure | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104635 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287781