Do Market Timing Hedge Funds Time the Market

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How researchers see this paper

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How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings (2009, unknown): “2 Evidence for this assertion is recently provided by Chen and Liang (2007).”
Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings (2017, methodology): “Chen (2007) and Chen and Liang (2007) study the market timing and volatility timing ability of hedge funds.”
Can Hedge Funds Time Market Liquidity (2012, unknown): “, Henriksson and Merton (1981), Jagannathan and Korajczyk (1986), Grinblatt and Titman (1989), Ferson and Schadt (1996), Busse (1999), Jiang, Yao, and Yu (2007), and Chen, Ferson, and Peters (2010).”
On the High Frequency Dynamics of Hedge Fund Risk Exposures (2013, methodology): “One approach that is often employed (for example, by Treynor and Mazuy (1966), Lehmann and Modest (1987) for mutual funds, and Chen and Liang (2007) for hedge funds) is to extend the standard single factor market model by including quadratic terms, or, as in Henriksson and Merton 5Chen and Knez…”
Macroeconomic Risk and Hedge Fund Returns (2014, unknown): “ 10 Similar methodology is also used in a different context by Jagannathan and Korajczyk (1986), Chen and Liang (2007), Cao, Chen, Liang, and Lo (2012), and Caglayan and Ulutas (2013).”
The Geography of Hedge Funds (2009, background): “In fact, we observe a concave relationship between spread returns and excess returns on the MSCI Asia ex Japan index, unlike that observed by Chen and Liang (2007) for”