The performance of professional market timers: daily evidence from executed strategies

By Don M. Chance, M. Hemler. 2001

123 citations recorded by the source corpus.

Subfields: Accounting, Finance, Safety Research

View Paper: https://www.semanticscholar.org/paper/cb0b319f15d31a2fe3fb5a3297a0181c15cae528

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Nicolas P. B. Bollen
2. Jeffrey A. Busse
3. Yong Chen
4. Jeroen Derwall
5. Pablo Ruiz-Verdú
6. Javier Gil-Bazo
7. Marno Verbeek
8. J. Huij

In Finance

1. Nicolas P. B. Bollen
2. Jeffrey A. Busse
3. Martin Eling
4. Yong Chen
5. Matthew I. Spiegel
6. H. Zhang
7. Jeroen Derwall
8. Bing Han

In Safety Research

1. Jeffrey A. Busse
2. Nicolas P. B. Bollen

Citations in the corpus

• Can Hedge Funds Time Market Liquidity (2012, unknown): “Chance and Hemler (2001) evaluate the timing ability of 30 professional timers from 1986–1994.”
• An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data (2012, unknown): “…a bond index), both with unconditional and conditional betas, and a model that examines the impact of changing allocation across industries.4 As we show, the use 3 See, for example, Bollen and Busse (2001), Chance and Hemler (2001), Comer (2006), Ferson and Schadt (1996), and Daniel et al. (1997).”
• Do Market Timing Hedge Funds Time the Market (2007, unknown): “Chance and Hemler (2001) evaluate the timing ability of 30 professional timers from 1986–1994.”
• Short-Term Persistence in Mutual Fund Performance (2005, background): “ Chance and Hemler (2001) estimate the timing ability of professional market timers on two subsets of their data.”