Market Timing Abilities of Selected Indian Mutual Fund Managers

被引：0

作者：

Akhtar, Samreen ^{[1
]}

Ansari, Valeed Ahmad ^{[1
]}

机构：

[1] Aligarh Muslim Univ, Dept Business Adm, Fac Management Studies & Res, Aligarh, Uttar Pradesh, India

来源：

PACIFIC BUSINESS REVIEW INTERNATIONAL | 2016年 / 9卷 / 04期

关键词：

Market timing; mutual funds; Treynor and Mazuy model;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper, we examine the ability of Indian mutual fund managers to time the market using Treynor and Mazuy model. A successful timing is an endorsement of macro forecasting abilities of investment managers and it also challenges the efficient market hypothesis. The results point out the negative incidence of market timing performance which indicates the unsuccessful market timing abilities of the investment managers in India.

引用

页码：94 / 102

页数：9

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