| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963437 | Journal of International Financial Markets, Institutions and Money | 2012 | 27 Pages |
Abstract
⺠We examine selectivity and timing ability of UK investment trusts from 1981 to 2009. ⺠GJR-GARCH-M estimation is more appropriate when high frequency data are used. ⺠International funds show some favourable selectivity ability. ⺠Domestic funds show some favourable timing ability. ⺠Our results are robust to various in-sample and out-of-sample tests.
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Kenbata Bangassa, Chen Su, Nathan L. Joseph,