Nonparametric tests for market timing ability using daily mutual fund returns

DOI10.1016/j.jedc.2023.104635zbMath1518.91256MaRDI QIDQ6109940

Liang Peng, Jing Ding, Xiao Hui Liu, Lei Jiang

Publication date: 4 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

market timingmutual fundweighted nonparametric measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Financial markets (91G15)

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