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There are 6303 results for: content related to: Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs

  1. An Overview of Managed Futures' Performance: 1983 to Post-2008 Credit Crisis

    Alternative Investments: Instruments, Performance, Benchmarks, and Strategies

    H. Kent Baker, Greg Filbeck, Pages: 437–452, 2013

    Published Online : 2 APR 2013, DOI: 10.1002/9781118656501.ch22

  2. Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

    Journal of Futures Markets

    Volume 26, Issue 11, November 2006, Pages: 1089–1130, Joel Rentzler, Kishore Tandon and Susana Yu

    Article first published online : 22 SEP 2006, DOI: 10.1002/fut.20226

  3. Is volatility risk priced in the KOSPI 200 index options market?

    Journal of Futures Markets

    Volume 29, Issue 9, September 2009, Pages: 797–825, Sun-Joong Yoon and Suk Joon Byun

    Article first published online : 14 JUL 2009, DOI: 10.1002/fut.20386

  4. Risk–return relationships in foreign-currency futures following macroeconomic announcements

    Journal of Futures Markets

    Volume 22, Issue 8, August 2002, Pages: 729–764, Li-Ming Han and Onem Ozocak

    Article first published online : 3 JUN 2002, DOI: 10.1002/fut.10030

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    An examination of momentum strategies in commodity futures markets

    Journal of Futures Markets

    Volume 27, Issue 3, March 2007, Pages: 227–256, Qian Shen, Andrew C. Szakmary and Subhash C. Sharma

    Article first published online : 17 JAN 2007, DOI: 10.1002/fut.20252

  6. The Impact of the Short-Short Rule Repeal on the Timing Ability of Mutual Funds

    Journal of Business Finance & Accounting

    Volume 35, Issue 7-8, September/October 2008, Pages: 969–997, Kee-Hong Bae and Junesuh Yi

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1468-5957.2008.02097.x

  7. On the High-Frequency Dynamics of Hedge Fund Risk Exposures

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 597–635, ANDREW J. PATTON and TARUN RAMADORAI

    Article first published online : 7 MAR 2013, DOI: 10.1111/jofi.12008

  8. Determinants of compensation: A study of pay, performance, and gender differences for fundraising professionals

    Nonprofit Management and Leadership

    Volume 18, Issue 4, Summer 2008, Pages: 435–463, Debra J. Mesch and Patrick M. Rooney

    Article first published online : 2 JUN 2008, DOI: 10.1002/nml.197

  9. Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-sector Managed Funds

    Journal of Business Finance & Accounting

    Volume 31, Issue 3-4, April 2004, Pages: 539–578, Kathryn A. Holmes and Robert W. Faff

    Article first published online : 28 MAY 2004, DOI: 10.1111/j.0306-686X.2004.00549.x

  10. Mutual Fund Performance: Measurement and Evidence

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 2, May 2010, Pages: 95–187, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  11. Elderly immigrants' labor supply response to supplemental security income

    Journal of Policy Analysis and Management

    Volume 29, Issue 1, Winter 2010, Pages: 137–162, Neeraj Kaushal

    Article first published online : 30 NOV 2009, DOI: 10.1002/pam.20482

  12. Survival of commodity trading advisors: 1990–2003

    Journal of Futures Markets

    Volume 25, Issue 8, August 2005, Pages: 795–816, Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou and Fabrice Rouah

    Article first published online : 8 JUN 2005, DOI: 10.1002/fut.20167

  13. Price discovery in the treasury futures market

    Journal of Futures Markets

    Volume 27, Issue 11, November 2007, Pages: 1021–1051, Michael W. Brandt, Kenneth A. Kavajecz and Shane E. Underwood

    Article first published online : 12 SEP 2007, DOI: 10.1002/fut.20275

  14. Gender identity, ethnicity, acculturation, and drug use: Exploring differences among adolescents in the Southwest

    Journal of Community Psychology

    Volume 31, Issue 2, March 2003, Pages: 167–188, Stephen Kulis, Flavio Francisco Marsiglia and Donna Hurdle

    Article first published online : 4 FEB 2003, DOI: 10.1002/jcop.10041

  15. Managed commodity funds

    Journal of Futures Markets

    Volume 19, Issue 4, June 1999, Pages: 377–411, Franklin R. Edwards and Jimmy Liew

    Article first published online : 19 MAY 1999, DOI: 10.1002/(SICI)1096-9934(199906)19:4<377::AID-FUT1>3.0.CO;2-3

  16. Managed Futures for Long-Term Investors: A DEA Ranking Analysis

    Australian Economic Review

    Volume 45, Issue 4, December 2012, Pages: 422–440, Damir Tokic

    Article first published online : 23 NOV 2012, DOI: 10.1111/j.1467-8462.2012.00699.x

  17. The effect of net positions by type of trader on volatility in foreign currency futures markets

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 427–450, Changyun Wang

    Article first published online : 7 MAR 2002, DOI: 10.1002/fut.10021

  18. Fish and meat demand in Canada: Regional differences and weak separability

    Agribusiness

    Volume 22, Issue 2, Spring 2006, Pages: 175–199, Rémy Lambert, Bruno Larue, Clément Yélou and George Criner

    Article first published online : 5 APR 2006, DOI: 10.1002/agr.20079

  19. Investor Sentiment and Return Predictability in Agricultural Futures Markets

    Journal of Futures Markets

    Volume 21, Issue 10, October 2001, Pages: 929–952, Changyun Wang

    Article first published online : 3 AUG 2001, DOI: 10.1002/fut.2003

  20. Household vegetable demand in the Philippines: Is there an urban-rural divide?

    Agribusiness

    Volume 23, Issue 4, Autumn (Fall) 2007, Pages: 511–527, Maria Erlinda M. Mutuc, Suwen Pan and Roderick M. Rejesus

    Article first published online : 3 OCT 2007, DOI: 10.1002/agr.20137