Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty
In this study, we investigate the predictive power of economic policy uncertainty (EPU) on
factor returns in the Chinese market. We find that EPU can significantly but negatively predict …
factor returns in the Chinese market. We find that EPU can significantly but negatively predict …
Mutual Fund Skill In Timing Market, Volatility, Liquidity and Sentiment: Evidence From China
Z Dang - 2022 - researchspace.auckland.ac.nz
In this article, I examine market, volatility, liquidity, and sentiment timing ability. Using the
sample of stock mutual funds from January 2005 to December 2020, I examine the existence …
sample of stock mutual funds from January 2005 to December 2020, I examine the existence …