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There are 16572 results for: content related to: Predicting Returns with Managerial Decision Variables: Is There a Small-Sample Bias?

  1. Can Managers Forecast Aggregate Market Returns?

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 963–986, ALEXANDER W. BUTLER, GUSTAVO GRULLON and JAMES P. WESTON

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00752.x

  2. Pseudo Market Timing and the Long-Run Underperformance of IPOs

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 483–517, Paul Schultz

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00535

  3. ‘Hot’ Debt Markets and Capital Structure

    European Financial Management

    Volume 17, Issue 1, January 2011, Pages: 46–99, John A. Doukas, Jie (Michael) Guo and Bilei Zhou

    Version of Record online : 27 JUN 2010, DOI: 10.1111/j.1468-036X.2010.00549.x

  4. Evaluating the Performance of International Mutual Funds

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 497–521, ROBERT E. CUMBY and JACK D. GLEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03700.x

  5. 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

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  6. The Equity Share in New Issues and Aggregate Stock Returns

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2219–2257, Malcolm Baker and Jeffrey Wurgler

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00285

  7. How Persistent Is the Impact of Market Timing on Capital Structure?

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1681–1710, AYDOĞAN ALTI

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00886.x

  8. Measuring Fund Strategy and Performance in Changing Economic Conditions

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 425–461, WAYNE E. FERSON and RUDI W. SCHADT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02690.x

  9. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  10. Do Stock Mergers Create Value for Acquirers?

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1061–1097, PAVEL G. SAVOR and QI LU

    Version of Record online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01459.x

  11. Market Timing and Internationalization Decisions: A Contingency Perspective

    Journal of Management Studies

    Volume 53, Issue 4, June 2016, Pages: 497–519, Lin Yuan, Xiaolin Qian and Nitin Pangarkar

    Version of Record online : 5 FEB 2016, DOI: 10.1111/joms.12181

  12. Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition

    Financial Review

    Volume 49, Issue 1, February 2014, Pages: 89–116, Mohammed Alzahrani and Ramesh P. Rao

    Version of Record online : 17 JAN 2014, DOI: 10.1111/fire.12027

  13. What Drives ETF Flows?

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 619–642, Christopher P. Clifford, Jon A. Fulkerson and Bradford D. Jordan

    Version of Record online : 16 JUL 2014, DOI: 10.1111/fire.12049

  14. 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

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1468-5957.2008.02097.x

  15. What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 637–663, Ming Dong, Igor Loncarski, Jenke ter Horst and Chris Veld

    Version of Record online : 30 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01213.x

  16. Stock picking, market timing and style differences between socially responsible and conventional pension funds: evidence from the United Kingdom

    Business Ethics: A European Review

    Volume 19, Issue 4, October 2010, Pages: 408–422, Luis Ferruz, Fernando Muñoz and Maria Vargas

    Version of Record online : 26 SEP 2010, DOI: 10.1111/j.1467-8608.2010.01601.x

  17. A Catering Theory of Dividends

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1125–1165, Malcolm Baker and Jeffrey Wurgler

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00658.x

  18. The Market Timing Ability of UK Mutual Funds

    Journal of Business Finance & Accounting

    Volume 37, Issue 1-2, January/March 2010, Pages: 270–289, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Version of Record online : 10 SEP 2009, DOI: 10.1111/j.1468-5957.2009.02157.x

  19. The Canadian Hedge Fund Industry: Performance and Market Timing

    International Review of Finance

    Volume 15, Issue 3, September 2015, Pages: 283–320, Peter Klein, Daryl Purdy, Isaac Schweigert and Alexander Vedrashko

    Version of Record online : 4 AUG 2015, DOI: 10.1111/irfi.12055

  20. Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs

    Journal of Futures Markets

    Volume 29, Issue 11, November 2009, Pages: 1067–1099, Hossein Kazemi and Ying Li

    Version of Record online : 21 JUL 2009, DOI: 10.1002/fut.20392