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Forecasting returns in the VIX futures market

Taylor, Nicholas - In: International journal of forecasting 35 (2019) 4, pp. 1193-1210

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Babenko, Ilona; Tserlukevich, Yuri; Wan, Pengcheng - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3542-3560

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The impact of culture on market timing in capital structure choices

Arosa, Clara Maria Verduch; Richie, Nivine; Schuhmann, … - In: Research in international business and finance 35 (2015), pp. 180-196

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Debt-equity choices, R&D investment and market timing

Lewis, Craig M.; Tan, Yongxian - In: Journal of financial economics 119 (2016) 3, pp. 599-610

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International sign predictability of stock returns : the role of the United States

Nyberg, Henri; Pönkä, Harri - In: Economic modelling 58 (2016), pp. 323-338

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Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

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Predictability, price bubbles, and efficiency in the Indonesian stock-market

Almudhaf, Fahad - In: Bulletin of Indonesian economic studies 54 (2018) 1, pp. 113-124

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Return predictability and market-timing : a one-month model

Hull, Blair; Qiao, Xiao; Bakosova, Petra - In: Journal of investment management : JOIM 17 (2019) 3, pp. 47-64

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Exploiting uncertainty with market timing in corporate bond markets

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Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234