This study complements the scarce literature on conditional market timing in the mutual fund
industry by assessing determinants of market timing throughout the distribution of market …

We explore a new dimension of fund managers' timing ability by examining whether they
can time market liquidity through adjusting their portfolios' market exposure as aggregate …

It has been extensively demonstrated that ESG investment has an impact on funds, but
whether and how ESG investment affects fund vulnerability is still an important topic to be …

Purpose The purpose of this paper is to investigate the effects of information asymmetry
(between the realized return and the expected return) on market timing in the mutual fund …

This article presents a unique test of the effectiveness of technical analysis in different
sentiment environments by focusing on its usage by perhaps the most sophisticated and …

We investigate a new facet of hedging ability among hedge fund managers. Using a
sentiment exposure model, we find evidence that fund managers adjust the market exposure …

We examine stock selectivity and timing abilities in the market-wide return, volatility and
liquidity of SRI fund managers. We find that multi-dimensional fund manager skills are time …

This paper examines Chinese mutual fund managers' abilities to time market, market
volatility, and market-wide liquidity. Using a sample of Chinese mutual funds, we employ …

This paper analyzes the impact of more frequent portfolio disclosures on performance of
mutual funds. Since 2004, SEC requires all US mutual funds to disclose their portfolio …

This paper examines net-of-fees private debt fund performance, performance persistence
across funds managed by the same general partner and a general partner's ability to time …