Market Timing Ability of Selected Mutual Funds in India : A Comparative Study (Record no. 30232)
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000 -LEADER | |
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fixed length control field | 01528pab a2200205 454500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140923b0 xxu||||| |||| 00| 0 eng d |
040 ## - CATALOGING SOURCE | |
Transcribing agency | Welingkar Institute of Management Development & Research, Mumbai |
Original cataloging agency | Welingkar Institute of Management Development & Research, Mumbai |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | ENG |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | |
Item number | Raj |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Raju Phaniswara B |
245 ## - TITLE STATEMENT | |
Title | Market Timing Ability of Selected Mutual Funds in India : A Comparative Study |
250 ## - EDITION STATEMENT | |
Edition statement | 3 |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | |
Name of publisher, distributor, etc. | Mar 2009 |
Date of publication, distribution, etc. | 0 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 34-48 Pp. |
490 ## - SERIES STATEMENT | |
Volume/sequential designation | 15 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | The objective of this paper is to explore the market timing ability of selected Indian mutual fund managers, which is a vital aspect in the success of a mutual fund. In order to measure the market timing ability of the fund managers, two important models, namely Treynor and Mazuy and Henriksson and Merton, have been used with the BSE Sensex and NSE Nifty as market proxies. The results indicate that a majority of the selected mutual fund scheme managers are not seriously engaged in any market timing activities and are relying mainly on stock selection skills. Further, fund managers of private sector exhibited better market timing as per Henriksson and Merton model. These results are similar to those reported by other researchers utilizing data from Indian mutual funds. The results reported here are also in line with those for the developed capital markets. <br/><br/> |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mutual Funds |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR10390.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR10390.pdf</a> |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
a | 30054 |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
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Main Library | Main Library | 09/03/2009 | 0.00 | Raj | AR10390 | 23/09/2014 | 0.00 | 23/09/2014 | Articles |