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Fund selectivity and market timing are two fundamental fund manager’s abilities that determine fund performance. These issues are re-visited to investigate selectivity and market timing aspects of Thai equity funds from 1992 to 2004. Because this time period contains a business cycle, the findings could empirically evidence varying fund manager behaviors under expansion and contraction phases of an economy. Jensen Alpha is employed to examine the selectivity performance.
Nội dung trích xuất từ tài liệu:
Selectivity and market timing performance in a developing country’s fund industry: Thai equity funds case
