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The Journal of Alternative Investments

The Journal of Alternative Investments

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Market Timing Around the World

Marta Vidal, Javier Vidal-García and Sabri Boubaker
The Journal of Alternative Investments Fall 2015, 18 (2) 61-89; DOI: https://doi.org/10.3905/jai.2015.18.2.061
Marta Vidal
is an assistant professor of management at the European University of Madrid in Madrid, Spain.
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  • For correspondence: martaesmeralda.vidal@gmail.com
Javier Vidal-García
is an assistant professor of finance at the University of Valladolid in Valladolid, Spain.
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  • For correspondence: javiervidal7@hotmail.com
Sabri Boubaker
is a professor of finance at the Champagne School of Management in Troyes, France and a research fellow of IRG, Université Paris Est in Créteil, France.
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  • For correspondence: sabri.boubaker@get-mail.fr
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The Journal of Alternative Investments: 18 (2)
The Journal of Alternative Investments
Vol. 18, Issue 2
Fall 2015
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Market Timing Around the World
Marta Vidal, Javier Vidal-García, Sabri Boubaker
The Journal of Alternative Investments Sep 2015, 18 (2) 61-89; DOI: 10.3905/jai.2015.18.2.061

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Market Timing Around the World
Marta Vidal, Javier Vidal-García, Sabri Boubaker
The Journal of Alternative Investments Sep 2015, 18 (2) 61-89; DOI: 10.3905/jai.2015.18.2.061
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  • Article
    • Abstract
    • DATA AND SUMMARY STATISTICS
    • METHODOLOGY
    • RESULTS
    • MARKET TIMING TESTS USING ALTERNATIVE FUND BETA ESTIMATES
    • DO ALL MANAGERS HAVE TIME-VARYING SKILLS?
    • FURTHER ANALYSIS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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