Export Publication

The publication can be exported in the following formats: APA (American Psychological Association) reference format, IEEE (Institute of Electrical and Electronics Engineers) reference format, BibTeX and RIS.

Export Reference (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)
Export Reference (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
Export BibTeX 
@article{oliveira2019_1765575986712,
	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"
}
Export 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  -