New test statistics for market timing with applications to emerging markets hedge funds. / Sancetta, Alessio; Satchell, Steve.

In: European Journal of Finance, Vol. 11, No. 5, 10.2005, p. 419-443.

Research output: Contribution to journalArticlepeer-review

Published
Original languageEnglish
Pages (from-to)419-443
Number of pages25
JournalEuropean Journal of Finance
Volume11
Issue number5
DOIs
Publication statusPublished - Oct 2005
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 27712799