Bookcover of Hybrid Fund Market Timing
Booktitle:

Hybrid Fund Market Timing

Determining the market timing ability of hybrid funds over the period of 2000 to 2014

LAP LAMBERT Academic Publishing (2016-10-03 )

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ISBN-13:

978-3-659-95016-2

ISBN-10:
3659950165
EAN:
9783659950162
Book language:
English
Blurb/Shorttext:
In this book I examine the market timing ability of a sample of hybrid funds. In particular, I investigate market timing ability with respect to stocks and to bonds. I use a new methodology that combines a characteristic-based market timing measure for stock funds with an equivalent measure for bond funds. With this new methodology I find that over the time period of 2000 to 2014 hybrid funds exhibit significant evidence of market timing ability. Furthermore, this market timing ability is primarily driven by balanced funds, with a smaller contribution also coming from the ability of flexible portfolio funds. These findings are in line with the theory and the pre-existing literature.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Ryan Marshall
Number of pages:
80
Published at:
2016-10-03
Stock:
Available
Category:
Money, Bank, Stock exchange
Price:
1,271.22 NT$
Keywords:
market timing, Mutual Fund, Hybrid Funds

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