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2. Market and Style Timing: German Equity and Bond Funds. (2016). Hayley, Simon ; Cuthbertson, Keith ; Nitzsche, Dirk.
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3. Style factor timing: An application to the portfolio holdings of US fund managers. (2015). Gallagher, David.
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4. Performance of European socially responsible funds during market crises: Evidence from France. (2015). Leite, Paulo ; Cortez, Maria Ceu.
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5. Environmental Mutual Funds: Financial Performance and Managerial Abilities. (2014). VARGAS, MARIA ; Marco, Isabel ; Muoz, Fernando.
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   RePEc:kap:jbuset:v:124:y:2014:i:4:p:551-569.

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6. The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach. (2014). Hammami, Yacine ; Jilani, Faouzi ; Oueslati, Abdelmonem .
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7. Performance Evaluation of Balanced Pension Plans. (2009). Swinkels, Laurens ; Swinkels, L. A. P., ; Andreu, L..
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8. Timing the investment grade securities market: Evidence from high quality bond funds. (2009). Boney, Vaneesha ; Kelly, Lynne ; Comer, George.
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9. Market timing: A global endeavor. (2008). Rodriguez, Javier.
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10. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
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11. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
    In: The Institute for International Integration Studies Discussion Paper Series.
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1. Mutual fund managers timing abilities. (2017). Zhang, Yeqing ; Liao, LI.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:44:y:2017:i:c:p:80-96.

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2. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Tee, Kai-Hong ; Luo, JI ; Li, Baibing.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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3. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

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4. The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

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5. The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Stefanova, Denitsa ; Siegmann, Arjen.
   In: LSF Research Working Paper Series.
   RePEc:crf:wpaper:14-12.

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6. Allocation of decision rights and the investment strategy of mutual funds. (2013). nanda, vikram ; Wang, Qinghai ; Dass, Nishant.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:110:y:2013:i:1:p:254-277.

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7. Can hedge funds time market liquidity?. (2013). Lo, Andrew ; liang, bing ; Cao, Charles ; Chen, Yong.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:109:y:2013:i:2:p:493-516.

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8. Investment Performance: A Review and Synthesis. (2013). Ferson, Wayne E.
   In: Handbook of the Economics of Finance.
   RePEc:eee:finchp:2-b-969-1010.

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9. Mutual Funds. (2013). Gruber, Martin J ; Elton, Edwin J.
   In: Handbook of the Economics of Finance.
   RePEc:eee:finchp:2-b-1011-1061.

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10. Performance, stock selection and market timing of the German equity mutual fund industry. (2013). Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:86-101.

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11. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1116r.

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12. Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175.

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13. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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14. Management compensation and market timing under portfolio constraints. (2011). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1116.

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15. Risk and return characteristics of Islamic equity funds. (2011). Kräussl, Roman ; Hayat, Raphie.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:2:p:189-203.

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16. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

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17. Optimal active portolio management and relative performance drivers: theory and evidence. (2011). Violi, Roberto.
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18. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:19:y:2010:i:2:p:95-187.

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19. Measuring the timing ability and performance of bond mutual funds. (2010). Chen, Yong ; Ferson, Wayne ; Peters, Helen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:1:p:72-89.

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20. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:1:p:1-33.

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21. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
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22. Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Chen, Yong ; Peters, Helen.
    In: NBER Working Papers.
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23. 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.

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24. UK mutual fund performance: Skill or luck?. (2008). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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    RePEc:eee:empfin:v:15:y:2008:i:4:p:613-634.

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25. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.. (2008). Savona, Roberto ; amisano, gianni.
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26. Performance measurement and evaluation. (2007). Lehmann, Bruce ; Timmermann, Allan.
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27. Portfolio Performance Manipulation and Manipulation-Proof Performance Measures. (2006). Goetzmann, William ; Spiegel, Matthew ; Ingersoll, Jonathan ; Welch, Ivo.
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28. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
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29. Market timing by global fund managers. (2006). Riddick, Leigh A. ; Glassman, Debra A..
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30. Investing in mutual funds when returns are predictable. (2006). wermers, russell ; Avramov, Doron.
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31. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
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32. Investing in mutual funds when returns are predictable. (2005). wermers, russell ; Avramov, Doron.
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33. A nonparametric test of market timing. (2003). Jiang, Wei.
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34. La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires. (2003). Herve, Fabrice.
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35. A Loss Aversion Performance Measure. (2003). Satchell, Stephen E. ; Farah, Nathalie.
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36. La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires.. (2002). Herve, Fabrice.
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37. Optimal market timing strategies under transaction costs. (2002). Li, Wei ; Lam, Kin.
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38. The performance of Italian equity funds. (2002). cesari, riccardo ; Panetta, Fabio.
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39. The performance of professional market timers: daily evidence from executed strategies. (2001). Hemler Michael L., ; Chance Don M., .
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40. Measuring performance of international closed-end funds. (2001). Patro, Dilip Kumar .
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41. Monthly Measurement of Daily Timers. (2000). Goetzmann, William ; Ivkovich, Zoran ; Ingersoll, Jonathan E..
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42. MESURES DE PERFORMANCES AJUSTÉES POUR LE RISQUE (MPAR) ET ALLOCATION DES CAPITAUX PROPRES. (2000). VIVIANI, Jean-Laurent.
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43. The ordered mean difference as a portfolio performance measure. (2000). Bowden, Roger J..
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44. An examination of Australian equity trusts for selectivity and market timing performance. (1999). faff, robert ; Hallahan, Terrence A..
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45. Conditional market timing with benchmark investors. (1999). Schill Michael J., ; Myers David H., ; Wayne, Ferson ; Connie, Becker.
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46. Conditional Market Timing with Benchmark Investors. (1998). Ferson, Wayne ; Schill, Michael ; Myers, David ; Becker, Connie.
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47. Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions. (1997). Chung, Richard ; Kryzanowski, Lawrence.
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48. Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. (1996). Ferson, Wayne ; Christopherson, Jon A. ; Glassman, Debra A..
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49. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh .
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50. A contingent claim approach to performance evaluation. (1993). Jagannathan, Ravi ; Glosten, Lawrence R..
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