Article ID Journal Published Year Pages File Type
961049 Journal of Financial Markets 2013 29 Pages PDF
Abstract
► We examine mutual fund managers' ability to time market-wide liquidity. ► We find strong evidence that mutual fund managers have the ability to time market liquidity. ► Funds exhibiting liquidity-timing ability have longer histories, higher expense ratios, and higher turnover rates
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Do mutual fund managers time market liquidity?
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