Bibliographies thématiques / Mutual funds. Extrapolation. Market-timing

Littérature scientifique sur le sujet « Mutual funds. Extrapolation. Market-timing »

Auteur : Grafiati
Publié le 11 mars 2023

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Articles de revues sur le sujet "Mutual funds. Extrapolation. Market-timing"

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Gupta-Mukherjee, Swasti. « Investing in the “New Economy” : Mutual Fund Performance and the Nature of the Firm ». Journal of Financial and Quantitative Analysis 49, no 1 (février 2014) : 165–91. http://dx.doi.org/10.1017/s0022109014000179.

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AbstractAlthough stock returns of intangibles-intensive firms tend to exceed physical assets-intensive firms, risk-adjusted returns of actively managed mutual funds significantly decrease (increase) with their portfolios’ exposure to intangibles-intensive (physical assets-intensive) firms. Fund managers tend to exhibit skill when they focus on difficult-to-value (e.g., small) firms, except when the firms are intangibles-intensive. In sum, the worst-performing funds are in areas of the market that seem to offer ample opportunities for professional investors due to exacerbated mispricing. The negative impact of investments in intangibles-intensive firms on fund performance appears to be driven by extrapolation bias and decreases with learning from experience.
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Sanaullah, Sanaullah, Amna Noor, Salleh Khan et Muhammad Shahbaz Khan. « An Empirical Investigation of the Performance of Fund Managers in Pakistan ». iRASD Journal of Management 3, no 1 (30 juin 2021) : 56–68. http://dx.doi.org/10.52131/jom.2021.0301.0026.

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This study aims to determine the stock selection ability and market timing ability of mutual fund managers, focusing on conventional funds and Islamic funds in Pakistan. Although there has been significant growth in the number and assets of mutual funds in recent years, few studies measure the performance of mutual funds managers. The scarcity of existing literature motivates this study. In this study, two models are used to measure the stock selection and market timing on a sample of conventional mutual funds and Islamic mutual funds over 2010 and 2019 using annual returns. Overall, the results indicate that the performance study of conventional mutual funds and Islamic mutual funds indicates that manager performance is not superior in all three portfolios, i.e., conventional funds, Islamic funds, and overall funds in over sample period. This also indicates that both Conventional and Islamic fund managers do not outperform the market (KSE 100 index). Thus, there is a lack of market timing ability. Using Tranoy and mazuy and Jansen models found a lack of stock selection and market timing ability of mutual fund managers in Pakistani mutual funds. In this study, I have applied only two models to examine both the timing and selection ability of conventional and Islamic Pakistani equity funds. For future possibilities, the study suggests adopting several methods and approaches like the TMFF3 model and HM-FF3 model, making the study more comprehensive and accurate than this research.
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Adelia, Meidiana Rizki, et Muhammad Nafik Hadi Ryandono. « DETERMINAN KINERJA REKSADANA SAHAM SYARIAH ». Jurnal Ekonomi Syariah Teori dan Terapan 7, no 5 (3 juillet 2020) : 940. http://dx.doi.org/10.20473/vol7iss20205pp940-954.

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There are a lot of factors that determine the sharia equity mutual funds performance, included stock selection skill, market timing ability, and fund age. This study aims to understand the effect of stock selection skill, market timing ability, and fund age on the sharia equity mutual funds performance in Indonesia from 2012 to 2018. This research uses a quantitative approach using an explanatory research type. The sampling technique in this study was purposive sampling and 6 sharia equity mutual funds were selected as samples. This study uses multiple linear regression analysis. The result of the study displayed that stock selection skill and market timing ability have a significant effect on the performance of sharia equity mutual funds in Indonesia from 2012 to 2018. On the contrary, fund age have no effect on the performance of sharia equity mutual funds in Indonesia from 2012 to 2018. Keywords: stock selection skill, market timing ability, fund age, sharia equity mutual funds perfomance
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Matallin-S, Juan C. « Non-Simultaneous Market Timing in Mutual Funds ». Journal of Applied Sciences 9, no 9 (15 avril 2009) : 1776–80. http://dx.doi.org/10.3923/jas.2009.1776.1780.

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Comer, George. « Hybrid Mutual Funds and Market Timing Performance* ». Journal of Business 79, no 2 (mars 2006) : 771–97. http://dx.doi.org/10.1086/499137.

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Li, Jun-Hao, et Chun-Fan You. « An Analysis of Mutual Fund Managers’ Timing Abilities - Evidence From Chinese Equity Funds ». International Journal of Financial Research 11, no 4 (7 juillet 2020) : 214. http://dx.doi.org/10.5430/ijfr.v11n4p214.

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This paper examines Chinese mutual fund managers’ market, volatility, and liquidity abilities. Using a daily frequency sample of Chinese open-end equity funds from 2015 to 2019, we find evidence that mutual fund managers can time the market. Among the funds with different investment styles, the active funds have better market and liquidity timing ability, whereas the steady funds have better volatility timing ability. In different investment periods, there are more funds with timing ability in the fall period than in the rise period. We find the same results in the market (T-M), volatility, and liquidity timing models. It is especially for the active funds, nearly half of which have liquidity timing ability in the fall period. Among the funds with stock selection ability, the funds with market timing ability can outperform than the funds with other timing ability.
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Bu, Qiang. « Mutual fund alpha and daily market-timing ability ». Studies in Economics and Finance 36, no 4 (7 octobre 2019) : 662–81. http://dx.doi.org/10.1108/sef-09-2018-0277.

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Purpose This study aims to examine whether mutual funds can earn daily alpha and time daily market return. Design/methodology/approach Based on the Treynor and Mazuy (1966) model and the Henriksson and Merton (1981) model, the author tests the daily market-timing ability of actual mutual funds and bootstrapped mutual funds. Findings The author finds that daily alpha and daily market-timing ability can come from pure luck. In addition, the relation between fund alpha and market-timing ability is at best minimal. Originality/value Using bootstrapped funds as the benchmark, this study shows that daily fund market is overall efficient.
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Rafika, Siti Zulva, et Nisful Laila. « Pengaruh Kinerja Manajer Investasi Terhadap Return Reksadana Saham Syariah di Indonesia (Periode 2011-2015) ». Jurnal Ekonomi Syariah Teori dan Terapan 4, no 3 (14 décembre 2017) : 219. http://dx.doi.org/10.20473/vol4iss20173pp219-234.

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This research aims to find out the influence of stock selection and market timing toward the return of Islamic mutual funds of stock in Indonesia. This study used seven samples of Islamic mutual funds of stock in Indonesia were obtained using purposive sampling. The stock selection and market timing were counted using Treynor Mazuy Model. The approach used in this study is quantitative approach using double regressions. In analyzing the data, the technique used is panel data regression analysis by using Eviews 8 software. The result of this study shows that in the partially test, the stock selection is proven to have significant influence toward the return of Islamic Mutual Funds of Stock in Indonesia, and the market timing also has significant influence toward the return of Islamic Mutual Funds of Stock. The simultaneously test shows that stock selection and market timing significantly influence the return of Islamic Mutual Funds of Stock.
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Kusumastiti, Febrita, et 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, no 12 (21 janvier 2020) : 2409. http://dx.doi.org/10.20473/vol6iss201912pp2409-2421.

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The purpose of this study is to determine the effect of the systematic of risk, market timing, and fund size toward sharia fixed income mutual funds in Indonesia period 2014-2018 partially and simultaneously. This research uses a quantitative approach and uses multiple linear regression tests to determine the relationship between exogenous variables and endogenous variable. The result of this research shows that systematic risk and fund size are partially have significant influence to the sharia fixed income mutual funds performance. Meanwhile, market timing is partially have insignificant influence to the sharia fixed income mutual funds performance. While simultaneously, systematic risk, market timing and fund size have significant influence to the sharia fixed income mutual funds performance with the coefficient of determination is 31,9% while the remaining 68,1% is influenced by other variables not included in this research.Keywords: Sharia Mutual Fund Performance, Systematic Risk, Market Timing, Fund Size
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ANITA, ANITA. « KINERJA MANAJER INVESTASI REKSADANA SAHAM SYARIAH DI INDONESIA ». Al-Masraf : Jurnal Lembaga Keuangan dan Perbankan 4, no 1 (30 juin 2019) : 1. http://dx.doi.org/10.15548/al-masraf.v4i1.224.

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The purpose of this study is to test the ability of investment managers in Islamic mutual funds in their ability to conduct stock selection and market timing. The model developed in this study uses the Henriksson-Merton model. With purposive sampling technique obtained a sample of 31 mutual funds. After testing the results obtained, the performance of Islamic stock mutual funds in Indonesia underperformed compared to the ISSI market performance. The stock selection results contribute negatively to α = 5%, while the ability of market timing has a significant positive effect on mutual fund returns.
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Thèses sur le sujet "Mutual funds. Extrapolation. Market-timing"

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Laplante, Mark John. « Conditional market timing with heteroskedasticity / ». Thesis, Connect to this title online ; UW restricted, 2003. http://hdl.handle.net/1773/8730.

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Alkassim, Faisal A. « Mutual fund performance : evidence of stock selection and market timing ability from Islamic mutual funds ». Thesis, Bangor University, 2009. https://research.bangor.ac.uk/portal/en/theses/mutual-fund-performance--evidence-of-stock-selection-and-market-timing-ability-from-islamic-mutual-funds(ba6af4b3-4564-4fb3-897e-1868118f8ef6).html.

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The main objective of this thesis is to provide a detailed analysis of the performance of mutual funds with particular focus on Islamic funds. Studies that review the performance of Islamic funds are rare although there has been a significant growth in the number and assets in recent years. The average annual growth in the number of Islamic funds amounted to 18% and the average annual growth in total assets of such funds came to 42% between the year 2005 and 2006 according to Failaka International. In this thesis we use four stock selection models and three market timing models to evaluate the performance on a sample of Islamic mutual funds over the period 2000 and 2006 using weekly returns. Overall, the results from the performance study of Islamic mutual funds indicate that there is underperformance in terms of stock selection ability. Thus, there is a lack of market timing ability. In consequence, we test for robustness in market timing results by adopting a conditional market timing model similar to Prather and Middleton (2006) and Cuthbertson, Nitzsche, and O'Sullivan (2006). However, we arrive at negative conditional market timing results. Moreover, we test for evidence of performance persistence for Islamic mutual funds and the results suggest that there is evidence of negative performance persistence.
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Mazumder, Mohammed Imtiaz Ahmed. « The Predictability of International Mutual Funds ». ScholarWorks@UNO, 2004. http://scholarworks.uno.edu/td/175.

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The predictability of the US-based international mutual fund returns has received renewed consideration in recent academic studies. This dissertation extends recent research by exploring the 2,479 daily return observations covering the period from January 4, 1993 to October 31, 2002 for all categories of international mutual funds. This exploration splits the sample, uses the initial sub-sample to investigate return patterns of international mutual funds and develops trading rules based on the predictable return patterns, and tests those rules on the holdout sample. The empirical findings suggest that smart investors may earn higher riskadjusted returns by following daily dynamic trading strategies. The excess returns earned by investors are statistically and economically significant, irrespective of load or no-load mutual funds and even in the presence of various exchange restrictions and regulations.
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FATHY, ELMESSEARY MOHAMED. « Islamic vs. conventional funds : a comparative analysis over the financial crisis - evidence from the middle east ». Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2014. http://hdl.handle.net/2108/208137.

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The findings of over-or-under performance of fund managers across the crisis periods are mixed. By analyzing the monthly data for 90 mutual funds chosen from ‘Kuwait, the United Arab Emirates, the Kingdom of Bahrain, Qatar, and Sultanate of Oman’ as a-five-Gulf countries, this paper employs Jensen’s alpha and Treynor & Mazuy models for the period of 2007-2012 to offer a comprehensive investigation for the fund managers’ capabilities of market timing and selectivity. It explores these two skills during and after the Financial Crisis (FC) period of 2007-2008, in addition to inspecting the relative differences in performance between equity conventional mutual funds (CMFS) and Islamic ones. The results show no evidence of over-or-under performance even for the overall period of 2007-2012 or for the down-market period of 2007-2008, where there are no structural changes for the regression line across the two sub-periods. But, it reveals the superiority of equity CMFS performance in Kuwait alone, where, the results of the cross-section analysis for the differences in means and standard deviations of Alpha and Beta coefficients are statistically significant for the overall period. Thus, it seems that if the investors cannot gain superior returns by investing in the Gulf mutual funds in general, they may attain a comparative advantage by investing in the conventional funds against the Islamic ones especially in Kuwait. It also implies that the ethical screening, which is adopted by the Islamic funds of Kuwait, already limits their diversification opportunities and then adversely affects their performance.
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Youssef, Nancy. « The effect of board structure on mutual funds' performance and fee structure in the Egyptian stock market and the effect of board structure on stock picking and market timing abilities of the Egyptian mutual fund managers : evidence from financial crisis ». Thesis, Cardiff Metropolitan University, 2016. http://hdl.handle.net/10369/8197.

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The purpose of this thesis is to investigate whether mutual fund governance has an effect on fund performance, fee structure, and stock selection and market timing of the Egyptian fund managers' pre-and-post 2007-2008 financial crises. The thesis includes three separate but inter-connected studies on the effect of the board structure and ownership in the mutual fund industry. The first two studies investigate the impact of board structure on mutual funds' performance and mutual fund fee structure in the Egyptian Stock Market, whereas the third one investigates the impact of board composition on the two skills of stock picking and market timing of the Egyptian fund managers' pre-and-post 2007-2008 financial crisis. Using a final sample of 82 mutual funds between 2004 and 2013, this thesis first determines the fund performance and fund fees, and tests whether corporate governance characteristics such as board composition and ownership affect the fund performance and fund fees. The thesis further investigates the effect of mutual fund board composition and ownership on stock picking and market timing abilities of the Egyptian mutual fund managers‟ pre and post financial crisis. This research applies a Structural Equation Modelling technique to solve the potential endogeneity problem between internal governance measures, fund performance, fee structure, and stock selection and market timing of the Egyptian fund managers. The results find no evidence on a significant relation neither between the corporate governance index of the Management Company and performance, nor between the governance index of the Management Company and fees. The thesis further finds no evidence on a significant relation neither between the corporate governance index of iv the fund Management Company and stock selection, nor between the corporate governance index of the fund management company and market timing of the Egyptian fund managers‟ pre and post the crisis. The results are relevant to the misconduct of corporate governance rules in Egypt, especially the weaknesses in board composition in mutual fund industry. Overall, the financial crisis demonstrates a need for enforcing the application of the regulations of the Egypt Code of Corporate Governance to increases the firm value.
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Su, Heng-Kung, et 蘇恆功. « On the Market Timing Ability : Evidence from China’s Mutual Funds ». Thesis, 2011. http://ndltd.ncl.edu.tw/handle/98246926593221954667.

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碩士
國立暨南國際大學
國際企業學系
99
In the study, we try to test whether China’s mutual fund mangers have significant market timing ability and stock selectivity. China, as a major emerging market, established the mutual fund market lately in 1998 year. Recently, after financial tsunami, plenty of mutual funds boom the market. Vast investment opportunities attract us to examine whether the China’s mutual fund managers have the significant market timing ability and stock selectivity or not. Our study, as the existing literatures shows from the U.S., Taiwan, and Australia stock markets, indicates that there is no significant evidence of the market timing ability of China’s mutual fund managers.
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Van, Vin-Jen, et 范文政. « Do Managers of Mutual Funds in Taiwan Have Market Timing Ability ? » Thesis, 2006. http://ndltd.ncl.edu.tw/handle/63992470433193858280.

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碩士
國立高雄應用科技大學
金融資訊研究所
94
ABSTRACT The purpose of this paper is to examine if the managers of open-end equity funds have market timing ability in Taiwan, and examine whether the managers can positively adjust the components of possessed portfolio to decrease the risk to increase rewards with the shifts of Taiwan Stock Weighted Index. The models of market timing ability such as Treynor & Mazuy (1966), Henriksson & Merton (1981), Chang & Lewellen (1984), and Huang (2000) are extended in this paper to take regimes switching into consideration. The market timing ability is examined by the threshold effect, and with the acquired result to analyze if the operation strategies of managers fit in with the aggressive growth funds, growth funds, and growth and income funds. In comparison with past literature, the threshold regression model is used to estimate threshold value, which is different from the studies using zero to judge up and down. Researcher proceeds with the practical analysis of open-end equity funds. The result shows that there are 57.32 percent of managers having market timing ability in the model 1 of CAPM threshold model. The results of whether the managers with market timing ability are rejected in all the models of Treynor & Mazuy, Henriksson & Merton, and the model 2 and 3 of CAPM threshold model. With the use of Hansen (2000) inverse of likelihood ratio statistics to estimate the confidence interval of threshold value, researcher found that the null hypothesis is rejected by 51.11 percent, which is different from the studies using zero to judge up and down. In this paper, the result of estimation of the CAPM threshold model shows that the market timing ability of the managers with which comes from the shifts of abnormal return and only few managers take the high risk, high return attitude.
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Ho, Hsing, et 何幸. « The study of Domestic Mutual Funds Performance and market timing ability ». Thesis, 1997. http://ndltd.ncl.edu.tw/handle/34005415418608867496.

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碩士
國立成功大學
會計學系
85
The subjects of this study consist of the evaluation of mutual fundsperformance and persistence fund performance and market timing ability of each fund manager. The samples focus on the monthly data of mutual funds for the period of August 1993 to July 1996 in Taiwan. This researchevaluates the quartly and yearly performance of funds by several differnetperformance indices, it also tests the persistence fund performance and market timing ability of funds. The conclusions of this research are as follows:1.Whichever performance index was used to measure the funds, the results are no difference.2.The average performance of open-ended and close-ended funds have no difference with the market portfolio.3.The yearly performance of close-ended funds significantly outperforms open-ended funds.4.There is no evidence supports existing persistence fund performance in this study, and the hot hand strategy is not better than the market portfolio by Sharpe index.
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Kuei-Hung, Kao, et 高魁鴻. « Stock Selection and Market Timing Abilities for Mutual Funds in Taiwan ». Thesis, 2015. http://ndltd.ncl.edu.tw/handle/95668702559381027254.

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碩士
東吳大學
國際經營與貿易學系
103
This thesis discusses the stock selection and market timing abilities for the mutual funds in Taiwan, sorts and analyses their performances by four indexes. The research period is from 2010 to 2014, and we get the study results as follows. First, the returns of the mutual funds which issued by domestic bank and investment trust companies are far below than the benchmark, i.e. MSCI global index performances. Up to 76.74%, the returns of the mutual funds which are lower than those of the risk-free assets, and 44.19% of the mutual funds offer the negative daily returns. Apparently, the returns of the mutual funds would not satisfy the investors invested in the mutual fund issued domestically during this period. Second, we employ four indexes to evaluate the performances of the mutual funds, and find the fund of the funds (FOF) gets better performances in all kinds of funds generally; the possible reasons are due to the investment subjects of the FOF’s include stock funds and bund funds, and their investment are as across a range of domestic and overseas markets, these could reduce the risks of the funds by its global distribution and investment strategies, and makes better performance for the investors. Third, in terms of stock selection and market timing abilities, we employ either the Treynor & Mazuy (1966) or Henriksson & Merton models (1981), and find most of the fund managers don’t have better selection abilities or market timing abilities, these results present that fund managers cannot forecast the market movement to obtain excess returns.
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Salen, Tomás Coutinho Grosso de Oliveira. « Market timing and selectivity : an empirical investigation of european mutual fund performance ». Master's thesis, 2016. http://hdl.handle.net/10071/13814.

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JEL classification: G11, G14
Mutual fund managers can enhance their returns by selecting assets with superior returns or by advantageously timing their portfolio allocation strategy to the stock market, or both. In the present study we examine the timing ability of mutual fund managers to denote the practice of these strategies as a way to achieve superior performance. Of the 193 European equity funds that followed active management strategies between January 2000 and December 2012, the results do not evidence that fund managers have denoted abilities to positively anticipate market movements (market timing). Nevertheless, the selectivity component of returns presents slightly positive results, despite the generally poor overall performance
Os gestores de fundos de investimento podem aumentar as suas rendibilidades através da seleção dos melhores ativos ou da antecipação vantajosa do momento em que canalizam os fluxos de investimento para o mercado com risco, ou ambos. No presente estudo investigamos a capacidade que os gestores denotaram na utilização destas estratégias como forma de obterem uma performance superior. Dos 193 fundos europeus de ações que seguiram estratégias de gestão ativa entre Janeiro de 2000 e Dezembro de 2012, não obtivemos evidência de que os gestores destes fundos denotassem positivas capacidades de antecipação dos movimentos do mercado (market timing). Já na componente seletividade, os resultados são ligeiramente mais favoráveis, não obstante a performance total evidenciada ser globalmente reduzida.
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Livres sur le sujet "Mutual funds. Extrapolation. Market-timing"

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Merriman, Paul A. Market timing with no-load mutual funds : Low-risk, high-return investing with no commissions. New York : H. Holt, 1987.

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Merriman, Paul A. Market timing with no-load mutual funds : Low-risk high return investing with no commissions. Mercer Island, Wash : Backwater books, 1985.

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O'Dowd, Gillian. The investment performance of unit funds : An investigation of market timing and selectivity. Dublin : University College Dublin, 1996.

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1951-, Baumgardner John E., et Practising Law Institute, dir. Mutual funds, in crisis ? : Responses to late trading, market timing, and employee trading. New York : Practising Law Institute, 2004.

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Lloyd, Humphrey E. D. The RSL market timing system : How to pinpoint market turns-- in mutual funds, futures, and options. Brightwaters, N.Y : Windsor Books, 1991.

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Seiver, Daniel Alan. Outsmarting Wall Street : A profit-proven system for picking stocks, mutual funds & timing the market. 3e éd. Chicago, Illinois : Probus Publishing, 1994.

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Institute, Practising Law. Mutual Funds, in Crisis ? : Responses to Late Trading, Market Timing, and Employee Trading. Practising Law Institute, 2004.

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Train, John. The Craft of Investing : Growth and Value Stocks, Emerging Markets, Market Timing, Mutual Funds, Alternat. Collins, 1995.

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Seiver, Daniel Alan. Outsmarting Wall Street : A Profit-Proven System for Picking Stocks, Mutual Funds & Timing the Market. 3e éd. Probus Professional Pub, 1994.

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Azimi-Zonooz, Aydeen. A power comparison of mutual fund timing and selectivity models under varying portfolio and market conditions. 1992.

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Chapitres de livres sur le sujet "Mutual funds. Extrapolation. Market-timing"

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« Mutual Funds ». Dans Timing the Market, 246–57. Hoboken, NJ, USA : John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201298.ch22.

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Actes de conférences sur le sujet "Mutual funds. Extrapolation. Market-timing"

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Cherkassky, Vladimir, et Sauptik Dhar. « Market timing of international mutual funds : a decade after the scandal ». Dans 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6914703.

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Madeline, Madeline, et Eko Rizkianto. « Analysis of Market Timing and Stock Selection Ability on Indonesian Equity Mutual Funds Before and The Ongoing COVID-19 Over the Period of 2015-2021 ». Dans Proceedings of the 4th International Conference on Economics, Business and Economic Education Science, ICE-BEES 2021, 27-28 July 2021, Semarang, Indonesia. EAI, 2022. http://dx.doi.org/10.4108/eai.27-7-2021.2316892.

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