Correcting for Heteroscedasticity in Tests for Market Timing Ability

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

2015 • 1,341 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 citations

Market Timing and Mutual Fund Investment Performance

1984 • 458 citations

Assessing the Market Training Performance of Managed Portfolios

1986 • 384 citations