Market Timing
, M.O.'.N.E.I.L.L., et al. , 2001. Developing a Market Timing System using Grammatical Evolution . Proceedings of the Genetic and Evolutionary Computation …. [Cited by 4 ] (0.81/year)
ADMATI, A.R., et al. , 1986. On Timing and Selectivity . The Journal of Finance. [Cited by 51 ] (2.56/year)
ALEXANDER, G.J., R.D. STOVER and D.B. KUHNAU, 1979. Market Timing Strategies in Convertible Debt Financing . The Journal of Finance. [Cited by 4 ] (0.15/year)
ALTI, A., 2003. IPO market timing. [Cited by 7 ] (2.39/year)
ALTI, A., 2004. How persistent is the impact of market timing on capital structure . Unpublished working paper, University of Texas at Austin. [Cited by 11 ] (5.70/year)
BAKER, M. and J. WURGLER, 2002. Market Timing and Capital Structure . The Journal of Finance. [Cited by 227 ] (57.79/year)
BAKER, M., R. TALIAFERRO and J. WURGLER, 2004. Pseudo Market Timing and Predictive Regressions . [Cited by 5 ] (2.59/year)
BAUER, J.R.J. and G.E. LIEPINS, 1991. Genetic algorithms and stock market timing trading rules. Proceedings of the 11th International Symposium on …. [Cited by 4 ] (0.27/year)
BAUER, R. and J. DAHLQUIST, 2001. Market Timing and Roulette Wheels. Financial Analysts Journal. [Cited by 3 ] (0.61/year)
BECKER, C., et al. , 1999. Conditional market timing with benchmark investors . Journal of Financial Economics. [Cited by 52 ] (7.51/year)
BEEBOWER, G.L. and A.P. VARIKOOTY, 1991. Measuring Market Timing Strategies. Financial Analysts Journal. [Cited by 7 ] (0.47/year)
BELLO, Z.Y. and V. JANJIGIAN, 1997. A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds. Financial Analysts Journal. [Cited by 14 ] (1.57/year)
BLACK, F., 1972. Capital Market Equilibrium with Restricted Borrowing . Journal of Business. [Cited by 392 ] (11.55/year)
BOLLEN, N.P.B. and J.A. BUSSE, 2001. On the Timing Ability of Mutual Fund Managers . The Journal of Finance. [Cited by 58 ] (11.77/year)
BOLLEN, N.P.B. and J.A. BUSSE, 2005. Short-Term Persistence in Mutual Fund Performance . Review of Financial Studies. [Cited by 27 ] (29.09/year)
BREEN, W., L.R. GLOSTEN and R. JAGANNATHAN, 1989. Economic Significance of Predictable Variations in Stock Index Returns . The Journal of Finance. [Cited by 138 ] (8.15/year)
BREEN, W., R. JAGANNATHAN and A.R. OFER, 1986. Correcting for Heteroscedasticity in Tests for Market Timing Ability . The Journal of Business. [Cited by 12 ] (0.60/year)
BROCATO, J. and P.R. CHANDY, 1994. Does Market Timing Really Work in the Real World?. Journal of Portfolio Management. [Cited by 8 ] (0.67/year)
CESARI, R. and F. PANETTA, 1998. Style, Fees and Performance of Italian Equity Funds . ideas.repec.org. [Cited by 32 ] (4.04/year)
CHANG, E.C. and W.G. LEWELLEN, 1984. Market Timing and Mutual Fund Investment Performance . The Journal of Business. [Cited by 76 ] (3.47/year)
CHANG, E.C. and W.G. LEWELLEN, 1984. Market Timing and Mutual Fund Performance. Journal of Business. [Cited by 7 ] (0.32/year)
CHEN, C.R., 1990. A Cross-sectional Analysis of Mutual Funds' Market Timing and Security Selection Skill . ideas.repec.org. [Cited by 11 ] (0.69/year)
CHEN, S.R. and S. STOCKUM, 1986. Selectivity, market timing and random behaviour of mutual funds: a generalised model. Journal of Financial Research. [Cited by 11 ] (0.55/year)
CHOI, J.P. and M. THUM, 1996. Market Structure and the Timing of Technology Adoption with Network Externalities . cesifo.de. [Cited by 34 ] (3.42/year)
CHRISTAKIS, N.A. and T.J. IWASHYNA, 2000. Impact of individual and market factors on the timing of initiation of hospice terminal care . Med Care. [Cited by 32 ] (5.40/year)
CHRISTOFFERSEN, P. and F.X. DIEBOLD, 2002. Financial Asset Returns, Market Timing, and Volatility Dynamics . intranet.management.mcgill.ca. [Cited by 10 ] (2.55/year)
CHUA, J.H., R.S. WOODWARD and E.C. TO, 1987. Potential Gains from Stock Market Timing in Canada. Financial Analysts Journal. [Cited by 4 ] (0.21/year)
CLARKE, R.G., et al. , 1989. Market timing with imperfect information. Financial Analysts Journal. [Cited by 7 ] (0.41/year)
COGGIN, T.D., F.J. FABOZZI and S. RAHMAN, 1993. The Investment Performance of US Equity Pension Fund Managers: An Empirical Investigation . The Journal of Finance. [Cited by 53 ] (4.10/year)
COMER, G., 2001. The Performance of Market Timing Mutual Funds. UMI Microform. [Cited by 3 ] (0.61/year)
COPELAND, M.M. and T.E. COPELAND, 1999. Market Timing: Style and Size Rotation using VIX. Financial Analysts Journal. [Cited by 10 ] (1.44/year)
CUMBY, R.E. and D.M. MODEST, 1987. Testing for market timing ability: A framework for forecast evaluation. Journal of Financial Economics. [Cited by 57 ] (3.01/year)
CUMBY, R.E. and J.D. GLEN, 1990. Evaluating the Performance of International Mutual Funds . The Journal of Finance. [Cited by 97 ] (6.09/year)
DAHLQUIST, M. and F. DE, 2004. Pseudo Market Timing: Fact Or Fiction? . fee.uva.nl. [Cited by 7 ] (3.63/year)
DELLVA, W.L., A.L. DEMASKEY and C.A. SMITH, 2001. Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds . The Financial Review. [Cited by 7 ] (1.42/year)
DROMS, W.G., 1989. Market Timing as an Investment Policy. Financial Analysts Journal. [Cited by 7 ] (0.41/year)
DYBVIG, P.H. and S.A. ROSS, 1985. Differential Information and Performance Measurement Using a Security Market Line . The Journal of Finance. [Cited by 90 ] (4.30/year)
EDELEN, R.M., 1999. Investor flows and the assessed performance of open-end mutual funds-a comparison of benchmarks and … . Journal of Financial Economics. [Cited by 137 ] (19.77/year)
FAULKENDER, M., 2005. Hedging or Market Timing? Selecting the Interest Rate Exposure of Corporate Debt . The Journal of Finance. [Cited by 18 ] (19.39/year)
FERSON, W. and V.A. WARTHER, 1996. Evaluating fund performance in a dynamic market . Financial Analysts Journal. [Cited by 66 ] (6.65/year)
FLETCHER, J., 1995. An Examination of the Selectivity and Market Timing Performance of UK Unit Trusts. Journal of Business Finance and Accounting. [Cited by 14 ] (1.28/year)
FUNG, H.G., X.E. XU and J. YAU, 2002. Global hedge funds: risk, return, and market timing . Financial Analysts Journal. [Cited by 5 ] (1.27/year)
GOLDMAN, M.B., H.B. SOSIN and L.A. SHEPP, 1979. On Contingent Claims that Insure Ex-Post Optimal Stock Market Timing . The Journal of Finance. [Cited by 12 ] (0.45/year)
GRAHAM, J. and C. HARVEY, 1997. Grading the Performance of Market-Timing Newsletters. Financial Analysts Journal. [Cited by 17 ] (1.90/year)
GRAHAM, J.R. and C.R. HARVEY, 1994. Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation … . NBER Working Paper. [Cited by 54 ] (4.53/year)
HALLAHAN, T.A. and R.W. FAFF, 1999. An examination of Australian equity trusts for selectivity and market timing performance . Journal of Multinational Financial Management. [Cited by 20 ] (2.89/year)
HAMILTON, S.F. and T.L. KASTENS, 2000. Does Market Timing Contribute TO THE Cattle Cycle? . Amer. J. Agr. Econ. [Cited by 3 ] (0.51/year)
HAND, J. and T. SKANTZ, 1998. Market timing through equity carve-outs. [Cited by 3 ] (0.38/year)
HAND, J.R.M. and T.R. SKANTZ, 1999. The Market-Timing Characteristics of Equity Carve-Outs . Unpublished manuscript.(1999b):“Tax planning in initial …. [Cited by 6 ] (0.87/year)
HARDY, D.C., 1990. Market timing and international diversification. Journal of Portfolio Management. [Cited by 6 ] (0.38/year)
HENRIKSSON, R., 1984. Market timing and investment performance: An empirical investigation. Journal of Business. [Cited by 9 ] (0.41/year)
HENRIKSSON, R.D. and R.C. MERTON, 1981. On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting … . The Journal of Business. [Cited by 293 ] (11.75/year)
HENRIKSSON, R.D. and R.C. MERTON, 1981. On market timing and investment performance. II. Statistical procedures for evaluating forecasting skills.- …. [Cited by 4 ] (0.16/year)
HENRIKSSON, R.D., 1984. Market Timing and Mutual Fund Performance: An Empirical Investigation . The Journal of Business. [Cited by 101 ] (4.61/year)
HENRIKSSON, R.D., 1984. Market timing and mutual fund performance: An empirical analysis. Journal of Business. [Cited by 12 ] (0.55/year)
HOVAKIMIAN, A., 2005. Are observed capital structures determined by equity market timing . Journal of Financial and Quantitative Analysis. [Cited by 10 ] (10.77/year)
HUANG, R. and J.R. RITTER, 2004. Testing the Market Timing Theory of Capital Structure . [Cited by 4 ] (2.07/year)
ISOBE, T., S. MAKINO and D.B. MONTGOMERY, 2000. Resource commitment, entry timing, and market performance of foreign direct investments in emerging …. Academy of Management Journal. [Cited by 47 ] (7.93/year)
JAGANNATHAN, R. and R. KORAJCZYK, 1986. Assessing the market timing performance of managed portfolios . Journal of Business. [Cited by 63 ] (3.16/year)
JEFFREY, R.H., 1984. The Folly of Stock Market Timing. Harvard Business Review. [Cited by 4 ] (0.18/year)
JENTER, D., 2001. Managerial portfolio decisions and market timing. Harvard University. [Cited by 3 ] (0.61/year)
JENTER, D., 2004. Market Timing and Managerial Portfolio Decisions . Journal of Finance. [Cited by 24 ] (12.45/year)
JIANG, W., 2003. A nonparametric test of market timing . Journal of Empirical Finance. [Cited by 12 ] (4.10/year)
JOHANNES, M., N. POLSON and J. STROUD, 2002. Sequential Optimal Portfolio Performance: Market and Volatility Timing . Manuscript, Graduate School of Business, Columbia University. [Cited by 28 ] (7.13/year)
KALISH, S. and G.L. LILIEN, 1986. A Market Entry Timing Model for New Technologies . Management Science. [Cited by 24 ] (1.20/year)
KAMECKE, J.K., et al. , 1994. Jumping the Gun: Imperfections and Institutions Related to the Timing of Market Transactions . The American Economic Review. [Cited by 77 ] (6.46/year)
KAO, G.W., L.T.W. CHENG and K.C. CHAN, 1998. International mutual fund selectivity and market timing during up and down market conditions . The Financial Review. [Cited by 16 ] (2.02/year)
KESTER, G.W., 1990. Market Timing with Small versus Large-Firm Stocks: Potential Gains and Required Predictive Ability. Financial Analysts Journal. [Cited by 7 ] (0.44/year)
KOH, F., K. PHOON and C. TAN, 1993. Market timing abilities of fund managers: Parametric and non-parametric tests. Journal of Business Finance & Accounting. [Cited by 4 ] (0.31/year)
KON, S.J. and F.C. JEN, 1979. … Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market … . The Journal of Business. [Cited by 21 ] (0.78/year)
KON, S.J., 1983. The Market-Timing Performance of Mutual Fund Managers . The Journal of Business. [Cited by 44 ] (1.92/year)
KOONTZ, S.R., et al. , lip;. Returns to Market Timing and Sorting of Fed Cattle. … on Applied Price Analysis, Forecasting, and Market Risk &h. [Cited by 7 ] (?/year)
KUAN, C.M. and T. LIU, 1995. Forecasting exchange rates using feedforward and recurrent neural networks . Journal of Applied Econometrics. [Cited by 87 ] (7.96/year)
LAMONT, O., 2002. Evaluating Value Weighting: Corporate Events and Market Timing . [Cited by 11 ] (2.80/year)
LAPLANTE, M., 2003. Conditional market timing with heteroskedasticity. Unpublished Ph. D. dissertation, University of Washington. [Cited by 3 ] (1.02/year)
LARSEN, G.A. and G.D. WOZNIAK, 1995. Market timing can work in the real world. Journal of Portfolio Management. [Cited by 12 ] (1.10/year)
LEE, C.F. and S. RAHMAN, 1990. Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation . The Journal of Business. [Cited by 41 ] (2.57/year)
LEE, K.C. and W.C. KIM, 1995. … and machine knowledge by using fuzzy post adjustment: its performance in stock market timing … . Expert Systems. [Cited by 8 ] (0.73/year)
LEE, K.H. and G.S. JO, 1999. Expert system for predicting stock market timing using a candlestick chart . Expert Systems with Applications. [Cited by 9 ] (1.30/year)
LEE, W., 1997. Market timing and short-term interest rates. The Journal of Portfolio Management. [Cited by 8 ] (0.90/year)
LEE, W.Y. and M.E. SOLT, 1986. Insider Trading: A Poor Guide to Market Timing. Journal of Portfolio Management. [Cited by 3 ] (0.15/year)
LI, W. and K. LAM, 2002. Optimal market timing strategies under transaction costs . Omega. [Cited by 4 ] (1.02/year)
LILIEN, G.L. and E. YOON, 1990. The Timing of Competitive Market Entry: An Exploratory Study of New Industrial Products . Management Science. [Cited by 85 ] (5.34/year)
LJUNGQVIST, A.P., 1996. Can Firms Outwit the Market? Timing Ability and the Long-Run Performance of IPOs. M. Levis (eds). Empirical Issues in Raising Equity Capital. …. [Cited by 8 ] (0.81/year)
LONGSTAFF, F.A., 1995. How Much Can Marketability Affect Security Values? . The Journal of Finance. [Cited by 65 ] (5.95/year)
MALCOLM, B. and J. WURGLER, 2002. Market Timing and Capital Structure. Journal of Finance. [Cited by 3 ] (0.76/year)
MCCONAUGHY, D.L., M.S. DHATT and Y.H. KIM, 1995. Agency Costs, Market Discipline and Market Timing: Evidence from Post-IPO Operating Performance. . Entrepreneurship: Theory and Practice. [Cited by 4 ] (0.37/year)
MEI, J.P. and C.H.P. LIU, 1994. The predictability of real estate returns and market timing . The Journal of Real Estate Finance and Economics. [Cited by 22 ] (1.84/year)
MERTON, R.C., 1981. On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts . The Journal of Business. [Cited by 148 ] (5.94/year)
MERTON, R.C., 1981. On Market Timing and Investment Performance I. I: An. [Cited by 5 ] (0.20/year)
MOORTHY, K.S. and I.P.L. PNG, 1992. Market Segmentation, Cannibalization, and the Timing of Product Introductions . Management Science. [Cited by 75 ] (5.38/year)
OCKENFELS, A. and A.E. ROTH, 2002. The Timing of Bids in Internet Auctions: Market Design, Bidder Behavior, and Artificial Agents . AI Magazine. [Cited by 30 ] (7.64/year)
PESARAN, M.H. and A. TIMMERMANN, 2002. Market timing and return prediction under model instability . econ.ucsd.edu. [Cited by 26 ] (6.62/year)
PESARAN, M.H. and A.G. TIMMERMANN, 1992. A Generalisation of the Non-parametric Henriksson-Merton Test of Market Timing. . ideas.repec.org. [Cited by 32 ] (2.30/year)
PHILLIPS, D. and J. LEE, 1989. Differentiating Tactical Asset Allocation from Market Timing. Financial Analysts Journal. [Cited by 6 ] (0.35/year)
PRATHER, L. and W.J. BERTIN, 1998. The Implication of Discount Rate Changes for Market Timing . Review of Financial Economics. [Cited by 3 ] (0.38/year)
RICH, S.P. and W. REICHENSTEIN, 1993. Market timing for the individual investor: Using the predictability of long-horizon stock returns to … . Financial Services Review. [Cited by 5 ] (0.39/year)
RITTER, J.R., 1984. The" Hot Issue" Market of 1980 . The Journal of Business. [Cited by 308 ] (14.05/year)
SCHULTZ, P., 2003. Pseudo Market Timing and the Long-Run Underperformance of IPOs . The Journal of Finance. [Cited by 71 ] (24.25/year)
SCHULTZ, P., 2004. Pseudo market timing and the stationarity of the event-generating process . University of Notre Dame working paper. [Cited by 5 ] (2.59/year)
SHARPE, W.F., 1975. Likely Gains from Market Timing. Financial Analysts Journal. [Cited by 20 ] (0.65/year)
SHEN, L. and H.T. LOH, 2004. Applying rough sets to market timing decisions . Decision Support Systems. [Cited by 6 ] (3.11/year)
SHEN, P., 2002. Market-timing Strategies that Worked . kansascityfed.org. [Cited by 5 ] (1.27/year)
SHILLING, A.G., 1992. Market timing: Better than a buy-and-hold strategy. Financial Analysts Journal. [Cited by 9 ] (0.65/year)
SINCLAIR, N., 1990. Market Timing Ability of Pooled Superannuation Funds January 1981 to December 1987. Accounting and Finance. [Cited by 18 ] (1.13/year)
STRATMANN, T., 1998. The Market for Congressional Votes: Is Timing of Contributions Everything? . Journal of Law and Economics. [Cited by 41 ] (5.17/year)
SY, W., 1990. Market timing: is it a folly. Journal of Portfolio Management. [Cited by 8 ] (0.50/year)
VAGA, T., 1994. Profiting from Chaos: Using Chaos Theory for Market Timing, Stock Selection, and Option Valuation . books.google.com. [Cited by 12 ] (1.01/year)
WAGNER, J., S. SHELLANS and R. PAUL, 1992. Market timing works where it matters most: in the real world. Journal of Portfolio Management. [Cited by 12 ] (0.86/year)
WAGNER, J.C., 1997. Why market timing works. Journal of Investing. [Cited by 4 ] (0.45/year)
WENCHI-KAO, G., L. CHENG and K. CHAN, 1998. International mutual fund selectivity and market timing during up and down market conditions. Financial Review. [Cited by 3 ] (0.38/year)
WHITELAW, R.F., 1997. Time-varying Sharpe Ratios and Market Timing . pages.stern.nyu.edu. [Cited by 20 ] (2.24/year)
WOMACK, K.L., 1996. Do Brokerage Analysts' Recommendations Have Investment Value? . The Journal of Finance. [Cited by 270 ] (27.19/year)
WYCKOFF, P., 1963. The Psychology of Stock Market Timing. Englewood Cliffs, NJ, Prentice-Hall. [Cited by 4 ] (0.09/year)