Business cycleGARCHRegime-switchingMutual FundsTimingIn this paper, we study mutual fund performance in terms of timing ability with daily data from 1998 to 2009. A novel timing model is proposed by incorporatingdoi:10.2139/ssrn.1913935Judy Qiu...
Market timing and the determinants of performance of sector funds over the business cycle Purpose – Market-timing skills of fund managers are an important issue for both mutual fund investors and researchers. The purpose of this paper is to ana... S Yu,A Kaushik,A Pennathur,... - 《Manag...
The model identified a business cycle effect on the performance of SRI equity mutual funds. Fund returns were less volatile during expansion/peaks than during contraction/troughs, as indicated by the standard deviation of returns. During contraction/troughs, fund excess returns were explained by the...
The Business Cycle Stabilizing the Economy through Fiscal Policy Fiscal Policy in Action during an Economic Crisis Using Monetary Policy to Keep the EconomyGrowing •Gross domestic product (GDP) is the total value of final goods and servicesproduced in a country in a given year. The unemployment...
This article aims to explore whether business cycle has any bearing on herding by fund mangers. Using the sample of open-end mutual funds in Taiwan from January 2003 to February 2007, the main results are as follows. First, excluding the impact of business indicator, herd behaviours for ...
In academic literature mutual fund investment has been traditionally studied from the perspective of an optimal portfolio allocation problem. An increasing body of empirical and experimental evidence has suggested that the investors' behavior share remarkable similarities with the behavior of buyers in ...
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•••••••••••SocialcustomersCoveryourmouthwhenyousneezeorcough.Don’tgreetpeoplewithakiss.Don’tpickyournoseinpublic.Dosay―sorry‖.Opendoorsforotherpeople.Say―Excuseme‖,―Please‖and―Thankyou‖.SmileRespectotherelders.SocialtaboosAskforwoman’sage,weight •Commonsense•...
Trade Cycle or Business Cycle is the rhythmic fluctuations of the economy, that is, periods of prosperity followed by periods of depression.
Real-business-cycle theory 真实商业周期理论 免费查看参考答案及解析 题目: A. perspective B. wade C. business D. skill 免费查看参考答案及解析 题目: GtoB电子政务指政府与企业(business)之间的电子政务,政府借助信息技术,通信技术,通过网络平台对企业进行监管和提供服务。通过整合自身资源,建立电子化...