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A performance analysis of Australian international equity trusts. (2003). faff, robert ; Benson, Karen L..
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:13:y:2003:i:1:p:69-84.

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Citations received by this document

  1. An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach. (2008). Roca, Eduardo ; Wong, Victor.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:7:p:583-597.

    Full description at Econpapers || Download paper

  2. The Relevance of Family Characteristics to Individual Fund Flows. (2008). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:32:y:2008:i:3:p:419-443.

    Full description at Econpapers || Download paper

  3. Conditional performance evaluation and the relevance of money flows for Australian international equity funds. (2006). faff, robert ; Benson, Karen L..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:14:y:2006:i:3:p:231-249.

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References

References cited by this document

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  2. Bird, R ; Chin, H ; McCrae, M The performance of Australian superannuation funds. 1983 Australian Journal of Management. 8 49-69

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  4. Brown, S.J ; Goetzman, W.N Performance persistence. 1995 Journal of Finance. 50 679-698

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  10. Eun, C.S ; Kolodny, R ; Resnick, B.G US based international mutual funds: performance evaluation. 1991 Journal of Portfolio Management. 17 88-94
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  11. Fung, W ; Hsieh, D.A Survivorship bias and investment style in the returns of CTAs. 1997 Journal of Performance Management. 23 30-41
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  12. Hallahan, T The information content of portfolio performance history and persistence in fund performance: an examination of rollover funds. 1999 Accounting and Finance. 39 255-274
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  13. Hallahan, T.A ; Faff, R.W An examination of Australian equity trusts for selectivity and market timing performance. 1999 Journal of Multinational Financial Management. 9 387-402

  14. Henriksson, R.D ; Merton, R.C On market timing and investment performance. II Statistical procedures for evaluating forecasting skills. 1981 Journal of Business. 54 513-533

  15. Holmes, K ; Faff, R.W Cross-sectional determinants of managed fund risk and performance: evidence for Australian equity trusts. 2000 Accounting, Accountability and Performance. 6 55-75
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  16. Jagannathan, R ; Korajczyk, R.A Assessing the market timing performance of managed portfolios. 1986 Journal of Business. 59 217-235

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  24. Okunev, J An alternative measure of mutual fund performance. 1990 Journal of Business Finance and Accounting. 17 247-264
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  25. Robson, G.N The investment performance of unit trusts and mutual funds in Australia for the period 1969–1978. 1986 Accounting and Finance. 26 55-79
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  26. Shukla, R ; Trzcinka, C Persistent performance in the mutual fund market: tests with funds and investment advisers. 1994 Review of Quantitative Finance and Accounting. 4 115-135
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  27. Sinclair, N.A Market timing ability of pooled superannuation funds January 1981–December 1987. 1990 Accounting and Finance. 30 51-65
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  28. Treynor, J.L ; Mazuy, K.K Can mutual funds outguess the market?. 1966 Harvard Business Review. July–August 131-136
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  29. White, H A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. 1980 Econometrica. 48 817-838

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  43. An examination of Australian equity trusts for selectivity and market timing performance. (1999). faff, robert ; Hallahan, Terrence A..
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