Market Timing
An empirical study on market timing theory: A case study of Tehran Stock Exchange
... managerial market timing were ...and market timing on the basis of product market competition in ...optimal timing of going public after comparing the advantage of going public ...
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Market timing and selectivity: an empirical investigation of European mutual fund performance
... test market timing abilities. To evaluate the market timing capacity of fund managers, (Friesen & Sapp, 2007) measured the performance of 7,125 US mutual funds from 1991 to 2004 using the ...
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Initial Public Offerings: The Relevance of the Market Timing Hypothesis Under Conditions of the Czech Capital Market
... the market, the issue will be ...the market timing hypothesis that explains long-term post-issue underperformance of issuers under the conditions of the Czech capital market, and compares the ...
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Avaliação do desempenho de fundos de investimento de ouro nos EUA: influência dos diferentes regimes de mercado na seletividade e market-timing
... de market-timing condicional é mais provável de surgir entre fundos com grandes ativos líquidos totais, um longo histórico e com baixos rácios de ...
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Open Fluxos de caixa e desempenho de fundos de investimento em ações: uma análise da habilidade de market timing dos investidores no Brasil
... Como contribuições para a literatura, ressalta-se a utilização de uma medida de desempenho individual baseada em fluxos de caixa, que possibilita captar a habilidade dos investidores no que se refere ao market ...
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Performance of fixed income funds in brazil: market timing and style analysis
... stock market, just a few studies provide real insights on the functioning of Brazilian Fixed Income (FI) ...on market timing abilities of Brazilian FI fund managers so ...
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Market timing and selectivity: an empirical investigation of european mutual fund performance
... of market fluctuations and the consequent allocation of investments between different risk segments (market timing), that is, to the stock market and the risk-free ...and market ...
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Improving mutual fund market timing measures: a markov switching approach
... through market timing strategy, the practice of changing portfolio betas ac- cording to the expectancy of market ...the market timing strategy under- estimates beta differences by taking ...
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Market timing e avaliação de desempenho dos fundos brasileiros.
... em market timing independente da distribui- ção dos retornos e de um modelo de apreçamento es- pecífi co; até então, sempre se havia utilizado o CAPM como modelo de ...
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Conditional models in performance evaluation of investment funds in Portugal: selectivity and market timing (daily vs. monthly analysis)
... the market timing ability, for 3 funds ...of market timing (γ) has a positive value (however, none is statistically ...the market 8 ...
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Market Timing and Capital Structure
... equity market timing that lead to similar capital structure ...the market-to-book ratio measure variations in adverse ...the market-to-book ratio can then have long-lasting effects as we ...
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Market timing and selectivity: evaluating both contributions towards the performance of portuguese equity funds
... and market timing, by using market and portfolio excess ...negative market timing estimates and negative correlation between the two abilities, selectivity and market ...Equity ...
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Efeitos do market timing sobre a estrutura de capital de companhias abertas bras...
... de market timing presentes em estudos ...de market timing surgem conforme mudanças no nível de assimetria informacional existente no mercado, sendo que essas mudanças ocorreriam principalmente ...
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Análise empírica da presença de "Market timing" no mercado acionário brasileiro
... OSA, Market-to-Book ( VM t VP t ) representa o Valor de Mercado sobre o Valor Patrimonial de cada setor econômico ponderado pela liquidez dos papeis desse setor no trimestre da ...
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Market timing as a motive for IPOs: evidence from IPOs of Japanese keiretsu firms
... Sample of keiretsu firms taken public includes ali firms that issued IPOs on the first or second section ofthe Tokyo Stock Exchange over 1981 through June 1994 that have a link, defin[r] ...
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In cash we trust: cash holdings in the Brazilian equity fund industry
... though market timing is a rare skill in the industry, the flexibility to hold high levels of cash played a significant role in the result of over performing ...
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Relação entre a Estrutura de Capital e o seu impacto sobre a Performance das empresas do mercado EURONEXT100
... O último grupo revela conclusões mistas nas investigações destacando-se Hovakimian, Hovakimian e Tehranian (2004) nos Estados Unidos da América no período de 1982 a 2000, investigando 10216 casos de emissões de capital ...
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S ELEÇÃO DE TÍTULOS E TIMING EM FUNDOS
... and timing models in their unconditional and conditional ...and market timing skills we use Treynor and Mazuy (1966) and Henriksson and Merton (1981) models, which allow us decompose the overall ...
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Green manure incorporation timing for organically grown broccoli
... Abstract – The objective of this work was to determine the effect of incorporation timing of the velvet bean (Stizolobium cinereum) (GM) on both organic broccoli yield and N status. Mineral N content in the soil, ...
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Timing of pathogen adaptation to a multicomponent treatment.
... Interestingly, management strategies that split up the host population into numerous types can enhance the impact of the mutation cost on the pathogen adaptation speed, even if the patho[r] ...
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