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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Oliveira, L., Salen, T., Curto, J. D. & Ferreira, N. (2019). Market timing and selectivity: an empirical investigation of European mutual fund performance. International Journal of Economics and Finance. 11 (2)
Exportar Referência (IEEE)
L. A. Oliveira et al.,  "Market timing and selectivity: an empirical investigation of European mutual fund performance", in Int. Journal of Economics and Finance, vol. 11, no. 2, 2019
Exportar BibTeX
@article{oliveira2019_1732201063064,
	author = "Oliveira, L. and Salen, T. and Curto, J. D. and Ferreira, N.",
	title = "Market timing and selectivity: an empirical investigation of European mutual fund performance",
	journal = "International Journal of Economics and Finance",
	year = "2019",
	volume = "11",
	number = "2",
	doi = "10.5539/ijef.v11n2p1",
	url = "http://www.ccsenet.org/journal/index.php/ijef/article/view/0/38049"
}
Exportar RIS
TY  - JOUR
TI  - Market timing and selectivity: an empirical investigation of European mutual fund performance
T2  - International Journal of Economics and Finance
VL  - 11
IS  - 2
AU  - Oliveira, L.
AU  - Salen, T.
AU  - Curto, J. D.
AU  - Ferreira, N.
PY  - 2019
SN  - 1916-971X
DO  - 10.5539/ijef.v11n2p1
UR  - http://www.ccsenet.org/journal/index.php/ijef/article/view/0/38049
AB  - Using the models proposed by (Treynor & Mazuy, 1966; Henriksson & Merton, 1981), the present study examines the selection and timing abilities of mutual fund managers to denote the practice of these strategies as a means to achieve superior performance. For the 163 European equity mutual funds that followed active management strategies between January 2000 and December 2016, there was no evidence that fund managers used market timing abilities to anticipate the market movements. However, the selectivity component of returns presents slightly positive results, despite the poor overall performance.
ER  -