Artículos de revistas sobre el tema "Mutual funds. Extrapolation. Market-timing"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Mutual funds. Extrapolation. Market-timing".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Gupta-Mukherjee, Swasti. "Investing in the “New Economy”: Mutual Fund Performance and the Nature of the Firm". Journal of Financial and Quantitative Analysis 49, n.º 1 (febrero de 2014): 165–91. http://dx.doi.org/10.1017/s0022109014000179.
Texto completoSanaullah, Sanaullah, Amna Noor, Salleh Khan y Muhammad Shahbaz Khan. "An Empirical Investigation of the Performance of Fund Managers in Pakistan". iRASD Journal of Management 3, n.º 1 (30 de junio de 2021): 56–68. http://dx.doi.org/10.52131/jom.2021.0301.0026.
Texto completoAdelia, Meidiana Rizki y Muhammad Nafik Hadi Ryandono. "DETERMINAN KINERJA REKSADANA SAHAM SYARIAH". Jurnal Ekonomi Syariah Teori dan Terapan 7, n.º 5 (3 de julio de 2020): 940. http://dx.doi.org/10.20473/vol7iss20205pp940-954.
Texto completoMatallin-S, Juan C. "Non-Simultaneous Market Timing in Mutual Funds". Journal of Applied Sciences 9, n.º 9 (15 de abril de 2009): 1776–80. http://dx.doi.org/10.3923/jas.2009.1776.1780.
Texto completoComer, George. "Hybrid Mutual Funds and Market Timing Performance*". Journal of Business 79, n.º 2 (marzo de 2006): 771–97. http://dx.doi.org/10.1086/499137.
Texto completoLi, Jun-Hao y Chun-Fan You. "An Analysis of Mutual Fund Managers’ Timing Abilities - Evidence From Chinese Equity Funds". International Journal of Financial Research 11, n.º 4 (7 de julio de 2020): 214. http://dx.doi.org/10.5430/ijfr.v11n4p214.
Texto completoBu, Qiang. "Mutual fund alpha and daily market-timing ability". Studies in Economics and Finance 36, n.º 4 (7 de octubre de 2019): 662–81. http://dx.doi.org/10.1108/sef-09-2018-0277.
Texto completoRafika, Siti Zulva y Nisful Laila. "Pengaruh Kinerja Manajer Investasi Terhadap Return Reksadana Saham Syariah di Indonesia (Periode 2011-2015)". Jurnal Ekonomi Syariah Teori dan Terapan 4, n.º 3 (14 de diciembre de 2017): 219. http://dx.doi.org/10.20473/vol4iss20173pp219-234.
Texto completoKusumastiti, Febrita y Muhammad Nafik Hadi Ryandono. "Pengaruh Risiko Sistematis, Market Timing, dan Ukuran Dana Terhadap Kinerja Reksa Dana Pendapatan Tetap Syariah di Indonesia (Periode 2014-2018)". Jurnal Ekonomi Syariah Teori dan Terapan 6, n.º 12 (21 de enero de 2020): 2409. http://dx.doi.org/10.20473/vol6iss201912pp2409-2421.
Texto completoANITA, ANITA. "KINERJA MANAJER INVESTASI REKSADANA SAHAM SYARIAH DI INDONESIA". Al-Masraf : Jurnal Lembaga Keuangan dan Perbankan 4, n.º 1 (30 de junio de 2019): 1. http://dx.doi.org/10.15548/al-masraf.v4i1.224.
Texto completoRao, Zia-ur-Rehman, Muhammad Zubair Tauni, Amjad Iqbal y Muhammad Umar. "Emerging market mutual fund performance: evidence for China". Journal of Asia Business Studies 11, n.º 2 (2 de mayo de 2017): 167–87. http://dx.doi.org/10.1108/jabs-10-2015-0176.
Texto completoCuthbertson, Keith, Dirk Nitzsche y Niall O'Sullivan. "The Market Timing Ability of UK Mutual Funds". Journal of Business Finance & Accounting 37, n.º 1-2 (enero de 2010): 270–89. http://dx.doi.org/10.1111/j.1468-5957.2009.02157.x.
Texto completoLi, Jun-Hao, Chun-Fan You y Chin-Sheng Huang. "Do Mutual Fund Managers Time Market Sentiment?" International Journal of Financial Research 11, n.º 5 (5 de octubre de 2020): 527. http://dx.doi.org/10.5430/ijfr.v11n5p527.
Texto completoNeto, Nuno Manuel Veloso, Júlio Fernando Seara Sequeira da Mota Lobão y Elisabete Simões Vieira. "Do Portuguese mutual funds display forecasting skills?" Studies in Economics and Finance 34, n.º 4 (2 de octubre de 2017): 597–631. http://dx.doi.org/10.1108/sef-09-2015-0233.
Texto completoSoussou, Karim y Abdelwahed Omri. "Mutual Funds’ Performance Sensitivity to Funds’ Attributes. Case Study: Saudi Mutual Funds". Financial Markets, Institutions and Risks 6, n.º 4 (2022): 32–50. http://dx.doi.org/10.21272/fmir.6(4).32-50.2022.
Texto completoRachmawati, Rina, Sugeng Wahyudi, Irene Rini Demi Pangestuti y Najmudin . "Funds Manager and Mutual Funds Characteristics on Mutual Funds Performance: Empirical Evidence of Equity Mutual Funds in Indonesia". International Journal of Financial Research 11, n.º 2 (16 de marzo de 2020): 77. http://dx.doi.org/10.5430/ijfr.v11n2p77.
Texto completoKoutsokostas, Drosos, Spyros Papathanasiou y Nikolaos Eriotis. "Can mutual fund managers predict security prices to beat the market?The case of Greece during the debt crisis". Journal of Prediction Markets 12, n.º 3 (13 de febrero de 2019): 40–62. http://dx.doi.org/10.5750/jpm.v12i3.1644.
Texto completoKoutsokostas, Drosos y Spyros Papathanasiou. "Mutual funds in Greece: case study of domestic equity mutual funds during a financial crisis". Managerial Finance 43, n.º 7 (10 de julio de 2017): 812–27. http://dx.doi.org/10.1108/mf-10-2016-0293.
Texto completoLeković, Miljan, Milena Jakšić y Dragana Gnjatović. "Portfolio performance evaluation of mutual funds in the Republic of Serbia". Serbian Journal of Management 15, n.º 2 (2020): 295–318. http://dx.doi.org/10.5937/sjm15-21145.
Texto completoKalim Hyder Bukhari, Syed y Mohammed Azam. "A Comparative Returns Performance Review of Islamic Equity Funds with Socially Responsible Equity Funds and the Broader Market Indices". LAHORE JOURNAL OF ECONOMICS 20, n.º 2 (1 de julio de 2015): 53–75. http://dx.doi.org/10.35536/lje.2015.v20.i2.a3.
Texto completoLing, Pick-Soon y Ruzita Abdul-Rahim. "MANAGERIAL ABILITIES AND FACTOR INVESTMENT STYLE PERFORMANCES OF MALAYSIAN MUTUAL FUND MANAGERS". Journal of Nusantara Studies (JONUS) 6, n.º 1 (28 de enero de 2021): 118–35. http://dx.doi.org/10.24200/jonus.vol6iss1pp118-135.
Texto completoOlbryś, Joanna. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds". Folia Oeconomica Stetinensia 10, n.º 2 (1 de enero de 2012): 60–80. http://dx.doi.org/10.2478/v10031-011-0022-1.
Texto completoBodson, Laurent, Laurent Cavenaile y Danielle Sougné. "A global approach to mutual funds market timing ability". Journal of Empirical Finance 20 (enero de 2013): 96–101. http://dx.doi.org/10.1016/j.jempfin.2012.11.001.
Texto completoPilbeam, Keith y Hamish Preston. "An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?" International Journal of Financial Studies 7, n.º 1 (17 de enero de 2019): 6. http://dx.doi.org/10.3390/ijfs7010006.
Texto completoAgus Astapa, I. Gede, Gede Suwardika y I. Ketut Putu Suniantara. "ANALISIS DATA PANEL PADA KINERJA REKSADANA SAHAM". Jurnal VARIAN 1, n.º 2 (24 de abril de 2018): 59–69. http://dx.doi.org/10.30812/varian.v1i2.72.
Texto completoRodríguez, Javier y Herminio Romero. "Assessing foreign funds geographical focus timing skill". Studies in Economics and Finance 33, n.º 2 (6 de junio de 2016): 209–21. http://dx.doi.org/10.1108/sef-11-2013-0168.
Texto completoLailiyah, Elliv Hidayatul y Rahmat Setiawan. "Stock Selectivity Skill, Market Timing Ability, Risiko, Size, and Comparison of Performance Islamic Share Mutual Funds". IQTISHODUNA: Jurnal Ekonomi Islam 9, n.º 2 (1 de octubre de 2020): 137. http://dx.doi.org/10.36835/iqtishoduna.v9i2.489.
Texto completoTchamyou, Venessa S., Simplice A. Asongu y Jacinta C. Nwachukwu. "Effects of asymmetric information on market timing in the mutual fund industry". International Journal of Managerial Finance 14, n.º 5 (8 de octubre de 2018): 542–57. http://dx.doi.org/10.1108/ijmf-09-2017-0187.
Texto completoMartí-Ballester, Carmen-Pilar. "Financial Performance of SDG Mutual Funds Focused on Biotechnology and Healthcare Sectors". Sustainability 12, n.º 5 (6 de marzo de 2020): 2032. http://dx.doi.org/10.3390/su12052032.
Texto completoHribernik, Tanja y Uroš Vek. "Mutual Fund Performance in Slovenia: An Analysis of Mutual Funds with Investment Policies in Europe and the Energy Sector". South East European Journal of Economics and Business 6, n.º 1 (1 de abril de 2011): 61–69. http://dx.doi.org/10.2478/v10033-011-0006-y.
Texto completoGuo, Jiequn. "Fair Value Adjusted Pricing of Mutual Funds Using Treasury Futures". Journal of International Commerce, Economics and Policy 09, n.º 01n02 (febrero de 2018): 1850006. http://dx.doi.org/10.1142/s1793993318500060.
Texto completoDeb, Soumya Guha, Ashok Banerjee y B. B. Chakrabarti. "Market Timing and Stock Selection Ability of Mutual Funds in India: An Empirical Investigation". Vikalpa: The Journal for Decision Makers 32, n.º 2 (abril de 2007): 39–52. http://dx.doi.org/10.1177/0256090920070204.
Texto completoDellva, Wilfred L., Andrea L. DeMaskey y Colleen A. Smith. "Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds". Financial Review 36, n.º 1 (febrero de 2001): 39–54. http://dx.doi.org/10.1111/j.1540-6288.2001.tb00003.x.
Texto completoMusah, Abubakar, Damankah Basil Senyo y Eliasu Nuhu. "Market timing and selectivity performance of mutual funds in Ghana". Management Science Letters 4, n.º 7 (2014): 1361–68. http://dx.doi.org/10.5267/j.msl.2014.6.036.
Texto completoFrijns, Bart, Aaron Gilbert y Remco C. J. Zwinkels. "Market timing ability and mutual funds: a heterogeneous agent approach". Quantitative Finance 13, n.º 10 (octubre de 2013): 1613–20. http://dx.doi.org/10.1080/14697688.2013.791749.
Texto completoShichor, David. "The late trading and market-timing scandal of mutual funds". Crime, Law and Social Change 57, n.º 1 (22 de noviembre de 2011): 15–32. http://dx.doi.org/10.1007/s10611-011-9344-z.
Texto completoSari, Mega Mustika, Sri Mulyati y Estu Widarwati. "PENGARUH STOCK SELESCTION SKIIL, MARKET TIMING ABILITY, TURNOVER RATIO DAN CASH FLOW TERHADAP KINERJA REKSA DANA SYARIAH". TSARWATICA (Islamic Economic, Accounting, and Management Journal) 1, n.º 01 (12 de julio de 2019): 45–55. http://dx.doi.org/10.35310/tsarwatica.v1i01.80.
Texto completoPrasetyo Hutomo, Tri Kuncoro y Sutrisno. "The Effect of Market Timing Ability and Inflation Rate on Asset Allocation and Performance of Islamic Mutual Funds in Indonesia". International Journal of Economics, Business and Management Research 06, n.º 09 (2022): 253–64. http://dx.doi.org/10.51505/ijebmr.2022.6918.
Texto completoDas, Praveen K. y S. P. Uma Rao. "Market timing and selectivity performance of socially responsible funds". Social Responsibility Journal 11, n.º 2 (1 de junio de 2015): 258–69. http://dx.doi.org/10.1108/srj-07-2013-0088.
Texto completoBudiono, Mochammad Arif y Musdalifah Azis. "The Effect of Market Timing Ability and Fund Size on Mutual Fund Performance of Mutual Fund Companies in Indonesia". AFEBI Economic and Finance Review 5, n.º 1 (29 de junio de 2020): 45. http://dx.doi.org/10.47312/aefr.v5i01.452.
Texto completoTan, Ömer Faruk. "Mutual Fund Performance: Evidence From South Africa". EMAJ: Emerging Markets Journal 5, n.º 2 (12 de noviembre de 2015): 49–57. http://dx.doi.org/10.5195/emaj.2015.83.
Texto completoStotz, Olaf. "Selection, market timing and style timing of equity mutual funds — evidence from Germany". Journal of Business Economics 77, n.º 1 (enero de 2007): 51–73. http://dx.doi.org/10.1007/s11573-007-0004-9.
Texto completoTotgi, Suchita B. "Significant Insights, Value Orientation and Differences Between the Mutual Fund Investment Flow and Indian Stock Market Returns – A Theoretical Assimilation". International Journal of Research Publication and Reviews 03, n.º 12 (2022): 2352–56. http://dx.doi.org/10.55248/gengpi.2022.31274.
Texto completoZouaoui. "Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds". International Journal of Financial Studies 7, n.º 3 (3 de septiembre de 2019): 48. http://dx.doi.org/10.3390/ijfs7030048.
Texto completoDjaddang, Syahril y Susilawati Susilawati. "KINERJA REKSA DANA SYARIAH DAN KONVENSIONAL: APLIKASI MODEL JENSEN". Jurnal Organisasi dan Manajemen 12, n.º 2 (27 de septiembre de 2016): 149–68. http://dx.doi.org/10.33830/jom.v12i2.59.2016.
Texto completoSabila, Fadiyah Hani. "Stock Selection dan Market Timing Ability Reksa Dana Syariah Saham di Indonesia". Journal of Economic, Public, and Accounting (JEPA) 1, n.º 2 (26 de abril de 2019): 68–81. http://dx.doi.org/10.31605/jepa.v1i2.275.
Texto completoŻebrowska-Suchodolska, Dorota y Andrzej Karpio. "Study of the Skills of Balanced Fund Managers in Poland". Contemporary Economics 16, n.º 2 (junio de 2022): 151–67. http://dx.doi.org/10.5709/ce.1897-9254.474.
Texto completoAbdul-Rahim, Ruzita, Aisyah Abdul-Rahman y Pick-Soon Ling. "PERFORMANCE OF SHARIAH VERSUS CONVENTIONAL FUNDS: LESSONS FROM EMERGING MARKETS". Journal of Nusantara Studies (JONUS) 4, n.º 2 (18 de diciembre de 2019): 193–218. http://dx.doi.org/10.24200/jonus.vol4iss2pp193-218.
Texto completoKaushik, Abhay y Anita Pennathur. "On the Timing of Real Estate Mutual Funds across Market Cycles". Journal of Real Estate Practice and Education 16, n.º 2 (1 de enero de 2013): 93–106. http://dx.doi.org/10.1080/10835547.2013.12091723.
Texto completoMatallin-Saez, J. C. "Asymmetric relation in omitted benchmarks and market timing in mutual funds". Applied Economics Letters 10, n.º 12 (octubre de 2003): 775–78. http://dx.doi.org/10.1080/1350485032000126695.
Texto completo