Browsing Graduate School of Business by Subject "stock selection"

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Short term persistence in mutual fund market timing and stock selection abilities

Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-05-01)

Using daily return data from 448 actively managed mutual funds over a recent 9- year period, we look for persistence, over two consecutive quarters, in the ability of funds to select individual stocks and time the market. ...