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.

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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

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Sancetta, Alessio ; Satchell, Steve. / New test statistics for market timing with applications to emerging markets hedge funds. In: European Journal of Finance. 2005 ; Vol. 11, No. 5. pp. 419-443.

BibTeX

@article{ecab784db2d84d6496b0079110b80067,
title = "New test statistics for market timing with applications to emerging markets hedge funds",
author = "Alessio Sancetta and Steve Satchell",
year = "2005",
month = oct,
doi = "10.1080/1351847042000286694",
language = "English",
volume = "11",
pages = "419--443",
journal = "European Journal of Finance",
number = "5",

}

RIS

TY - JOUR

T1 - New test statistics for market timing with applications to emerging markets hedge funds

AU - Sancetta, Alessio

AU - Satchell, Steve

PY - 2005/10

Y1 - 2005/10

U2 - 10.1080/1351847042000286694

DO - 10.1080/1351847042000286694

M3 - Article

VL - 11

SP - 419

EP - 443

JO - European Journal of Finance

JF - European Journal of Finance

IS - 5

ER -