Market timing ability and volatility implied in investment newsletters' asset allocation recommendations

John R. Graham and Campbell Harvey ()

Journal of Financial Economics, 1996, vol. 42, issue 3, 397-421

Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (77)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-405X(96)00878-1
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:42:y:1996:i:3:p:397-421

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().