A nonparametric test of market timing

Journal of Empirical Finance

Volumn 10, Issue 4, 2003, Pages 399-425

  Jiang, Wei ^a  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

Author keywords

Market timing; Mutual funds; Nonparametric test; U statistics

Indexed keywords

EID: 0038182643     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00065-8     Document Type: Article

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