A CROSS‐SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL

Abstract

Journal of Business Finance & AccountingVolume 19, Issue 5 p. 659-675 A CROSS-SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL Carl R. Chen, Carl R. Chen The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorCheng F. Lee, Cheng F. Lee The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorShafiqur Rahman, Shafiqur Rahman The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorAnthony Chan, Anthony Chan The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this author Carl R. Chen, Carl R. Chen The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorCheng F. Lee, Cheng F. Lee The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorShafiqur Rahman, Shafiqur Rahman The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this authorAnthony Chan, Anthony Chan The authors are respectively, Professor of Finance at the University of Dayton; Professor of Finance, Rutgers University at New Brunswick; Assistant Professor of Finance at Portland State University; and Senior Economist at the Barclays de Zoete Wedd Securities. They are indebted to the anonymous referee for valuable comments.Search for more papers by this author First published: September 1992 https://doi.org/10.1111/j.1468-5957.1992.tb00650.xCitations: 45AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume19, Issue5September 1992Pages 659-675 RelatedInformation