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Measuring the Joint Effect of Market Timing and Volatility Timing Skills of Chinese Mutual Fund Managers

Measuring the Joint Effect of Market Timing and Volatility Timing Skills of Chinese Mutual Fund Managers PDF Author: Lu Zhang (M.Fin.)
Publisher:
ISBN:
Category : Investment advisors
Languages : en
Pages : 86

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Book Description

Measuring the Joint Effect of Market Timing and Volatility Timing Skills of Chinese Mutual Fund Managers

Measuring the Joint Effect of Market Timing and Volatility Timing Skills of Chinese Mutual Fund Managers PDF Author: Lu Zhang (M.Fin.)
Publisher:
ISBN:
Category : Investment advisors
Languages : en
Pages : 86

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Book Description

Empirical Study on Volatility Timing Skills in Chinese Mutual Fund Market

Empirical Study on Volatility Timing Skills in Chinese Mutual Fund Market PDF Author: Yang Zhao (M.Fin.)
Publisher:
ISBN:
Category :
Languages : en
Pages : 246

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Book Description

Effect of 2008 Global Recession on Market Timing Skills of Chinese Mutual Fund Managers

Effect of 2008 Global Recession on Market Timing Skills of Chinese Mutual Fund Managers PDF Author: Chun Si
Publisher:
ISBN:
Category : Global Financial Crisis, 2008-2009
Languages : en
Pages : 62

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Book Description

Comparison of Market Timing Skills of Investment Fund Managers During Bull and Bear Market Periods in China

Comparison of Market Timing Skills of Investment Fund Managers During Bull and Bear Market Periods in China PDF Author: Xiaping Wu
Publisher:
ISBN:
Category : Closed-end funds
Languages : en
Pages : 78

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Book Description

An Examination of Market Timing Skills of Chinese Value Fund Managers in Bull and Bear Market Periods

An Examination of Market Timing Skills of Chinese Value Fund Managers in Bull and Bear Market Periods PDF Author: Haobo Sun
Publisher:
ISBN:
Category : Mutual funds
Languages : en
Pages : 58

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Book Description

Examination of Volatility Timing Ability on Chinese Open-end Equity Mutual Funds

Examination of Volatility Timing Ability on Chinese Open-end Equity Mutual Funds PDF Author: Yuliang Zhao
Publisher:
ISBN:
Category :
Languages : en
Pages : 94

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Book Description

The Empirical Study on Volatility Timing Ability of Chinese Growth Style Mutual Funds

The Empirical Study on Volatility Timing Ability of Chinese Growth Style Mutual Funds PDF Author: Xiang Huang
Publisher:
ISBN:
Category :
Languages : en
Pages : 92

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Book Description

An Examination of Market Timing and Stock Selecting Strategies in Chinese Mutual Fund Industry

An Examination of Market Timing and Stock Selecting Strategies in Chinese Mutual Fund Industry PDF Author: Yang Wang
Publisher:
ISBN:
Category : Mutual funds
Languages : en
Pages : 78

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Book Description

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills PDF Author: Roy Henriksson
Publisher:
ISBN: 9781021216878
Category : Business & Economics
Languages : en
Pages : 0

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Book Description

The Market-Timing Ability of Chinese Equity Securities Investment Funds

The Market-Timing Ability of Chinese Equity Securities Investment Funds PDF Author: Jun Gao
Publisher:
ISBN:
Category :
Languages : en
Pages : 22

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Book Description
This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor-Mazuy and Henriksson-Merton as well as the Jiang (2003) non-parametric test. Based on the non-parametric approach, the study finds that only one fund among the sample of 419 funds possessed statistically significant market-timing skill, while 9% of the funds were statistically significant negative market timers. Most funds do not time the market. This conclusion is robust when controlling for publicly available information in evaluating 'private' timing ability. Consistent with studies of other markets such as the UK, a higher prevalence of successful market timers is found by the Treynor-Mazuy and Henriksson-Merton methods compared to the non-parametric procedure.