This study explores market timing and stock selection by investment managers during the
Covid-19 in Indonesia. By applying several sample criteria to the population of mutual funds …

This article presents the first study on the magnitude of tracking error and the determinants of
tracking errors using the daily figures of the Exchange Traded Funds (ETFs) traded in Hong …

The use of commodities to hedge inflation risk and diversify portfolios is generally thought to
be an important consideration for portfolio management. Direct investment in commodities or …

This study introduces a monthly news-based economic policy uncertainty index for New
Zealand (NZ EPU) and examines the pricing implications of NZ EPU on a large sample of …

The goal of this study was to analyze the influence of corporate social responsibility on
dividend pay-out while considering the role of corporate governance quality on mutual funds …

In this study, we examine the role of fund characteristics in determining mutual fund
performance in India. The data comprises of 237 open-ended Indian equity (growth) …

Using mutual fund data in Thailand, this study shows that fund managers can time the
market-wide liquidity in the higher moment framework. High-performing fund managers …

In this paper, we examine the persistence of large-cap equity mutual funds performance,
market timing skills, and selectivity of fund managers in India. The study uses monthly data …

The rate of growth of investment in mutual funds has increased dramatically over the past
decade. Many studies have developed models for performance evaluation and have …

The present study investigates the performance of mutual fund schemes, selectivity and
market timing skill of fund managers by using Sharpe model, Treynor's model, Jensen alpha …