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Market Timing of CTAs: An Examination of Systematic CTAs vs. Discretionary CTAs

https://doi.org/10.2139/ssrn.1008553
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8/8 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 8 checked references that resolve
resolves10.2307/2978261
Components of Investment Performance
resolves10.2139/ssrn.649401
Do Mutual Funds Time the Market? Evidence from Portfolio Holdings
resolves10.1016/s0927-5398(02)00065-8
A nonparametric test of market timing
resolves10.1086/296204
The Market-Timing Performance of Mutual Fund Managers
resolves10.3386/w1721
Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons
resolves10.2469/faj.v55.n4.2287
On the Performance of Hedge Funds
resolves10.1142/9789812569448_0005
ALTERNATIVE INVESTMENTS: CTAs, HEDGE FUNDS, AND FUNDS-OF-FUNDS
resolves10.1086/296137
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts
The 3 references without a DOI — listed, not checked
no DOI — not checkedManaged futures and hedge funds: a match made in heaven
no DOI — not checkedref10
no DOI — not checkedCan mutual funds outguess the market?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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