A study on stock-selection and market-timing performance: Evidence from Hong Kong mandatory provident funds (MPF)

Review of Pacific Basin Financial Markets and Policies

Volumn 11, Issue 4, 2008, Pages 617-649

  Chu, Patrick Kuok Kun ^a   McKenzie, Michael ^b  

^a UNIVERSITY OF MACAU   (Macao)

^b UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Conditional models; Market timing ability; Pension funds; Stock selection performance evaluation

Indexed keywords

EQUITY; MODELING; PENSION SYSTEM; STOCK MARKET;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG;

EID: 59249102622     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091508001507     Document Type: Article

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