Testing for market timing ability
Data up to Jan 2025
Total Citations Per Year
Abstract
References (23)
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
1980 • 25,774 citations
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
1970 • 15,798 citations
Large Sample Properties of Generalized Method of Moments Estimators
1982 • 13,306 citations
Efficient Capital Markets: A Review of Theory and Empirical Work
1970 • 10,493 citations
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
1977 • 3,099 citations
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
2015 • 1,341 citations
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
1981 • 1,280 citations
The Logic of Inductive Inference
1935 • 1,138 citations
The Logic of Inductive Inference
1935 • 912 citations
Theoretical Statistics
1975 • 723 citations
Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons
1987 • 612 citations
On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
2011 • 555 citations
Exchange Rate Theory and Practice
1984 • 506 citations
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts
1981 • 495 citations
Differential Information and Performance Measurement Using a Security Market Line
1985 • 365 citations
Measuring Investment Performance in a Rational Expectations Equilibrium Model
1985 • 244 citations
EXTENSION OF THE NEYMAN-PEARSON THEORY OF TESTS TO DISCONTINUOUS VARIATES
1950 • 188 citations
Forward and Futures Prices: Evidence from the Foreign Exchange Markets
1981 • 176 citations
Differential Information and Performance Measurement Using a Security Market Line
1985 • 64 citations
A heteroscedasticity-consistent covariance matrix estimator for time series regressions
1983 • 54 citations
Forward and Futures Prices: Evidence from the Foreign Exchange Markets
1981 • 38 citations
On the pricing of stock index futures
1984 • 26 citations
The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability
1982 • 7 citations