DocumentCode
3156156
Title
The empirical research of stock selection and market timing of open-end securities investment funds in China under bull market
Author
Li, Xianli ; Xu, Limei
Author_Institution
Sch. of Bus. Adm., Shanghai Lixin Univ. of Commerce, Shanghai, China
fYear
2011
fDate
8-10 Aug. 2011
Firstpage
6440
Lastpage
6443
Abstract
Based on T-M model and H-M model, the author analyzes empirically stock selection and market timing of 100 open-end securities investment funds in China under bull market. The research result shows that the most of open-end securities investment funds have some stock selection ability, but it isn´t notable in statistics; the most of open -end securities investment funds have some market timing ability; but it isn´t notable in statistics.
Keywords
investment; marketing; statistics; China; H-M model; T-M model; bull market; market timing ability; open-end securities investment funds; stock selection ability; Economics; Finance; Investments; Mutual funds; Security; Timing; China; bull market; market timing; open-end securities investment fund; stock selection;
fLanguage
English
Publisher
ieee
Conference_Titel
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location
Deng Leng
Print_ISBN
978-1-4577-0535-9
Type
conf
DOI
10.1109/AIMSEC.2011.6009657
Filename
6009657
Link To Document