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Measuring Hedge Fund Timing Ability Across Factors

https://doi.org/10.2139/ssrn.1544452
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The 36 checked references that resolve
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Offshore Hedge Funds: Survival and Performance 1989-1995
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Market Timing and Mutual Fund Investment Performance
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Do Market Timing Hedge Funds Time the Market?
resolves10.2139/ssrn.687230
Timing Ability in the Focus Market of Hedge Funds
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Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
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Does the choice of performance measure influence the evaluation of hedge funds?
resolves10.1086/209685
The Persistence of Risk-Adjusted Mutual Fund Performance
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.1016/0304-405x(93)90023-5
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Global Hedge Funds: Risk, Return, and Market Timing
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The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
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Hedge Fund Benchmarks: A Risk-Based Approach
resolves10.2307/1913829
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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Monthly Measurement of Daily Timers
resolves10.1086/296468
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
resolves10.1111/j.1540-6261.1992.tb04692.x
The Persistence of Mutual Fund Performance
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resolves10.1086/296144
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
resolves10.1086/296326
Assessing the Market Training Performance of Managed Portfolios
resolves10.2469/faj.v55.n4.2287
On the Performance of Hedge Funds
resolves10.2307/2676206
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resolves10.1086/296137
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/0022-1082.00263
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
The 1 reference without a DOI — listed, not checked
no DOI — not checkedCan Mutual Funds Outguess the Market?
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