Pregled bibliografske jedinice broj: 632607
Market timing ability of mutual funds with tests applied on several Croatian funds
Market timing ability of mutual funds with tests applied on several Croatian funds // Croatian operational research review, 4 (2013), 1; 176-186 (međunarodna recenzija, članak, znanstveni)
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Naslov
Market timing ability of mutual funds with tests applied on several Croatian funds
Autori
Škrinjarić, Tihana
Izvornik
Croatian operational research review (1848-0225) 4
(2013), 1;
176-186
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Fund performance; Croatian funds; Market timing; Stock market
Sažetak
Performance of mutual funds industry has been in spotlight ever since it started to develop in previous century all over the world. Different measures have been designed in order to evaluate those performances. Market timing ability is one of them. This paper attempts to find evidence of market timing ability of Croatian funds, estimating Treynor-Mazuy and Henriksson-Merton model over the sample of ten mutual funds. The results, expectedly, have indicated a lack of market timing abilities of selected funds.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Emerging Sources Citation Index (ESCI)
- EconLit
