Return Predictability in Australian Managed Funds

Luo Wang, Bin Li, Rakesh Gupta, Jen-Je Su and Benjamin Liu
Additional contact information
Luo Wang: Griffith Business School, Griffith University, Australia
Bin Li: Griffith Business School, Griffith University, Australia
Jen-Je Su: Griffith Business School, Griffith University, Australia
Benjamin Liu: Griffith Business School, Griffith University, Australia

International Journal of Business and Economics, 2017, vol. 16, issue 1, 1-19

Abstract: We examine return predictability of Australian managed funds in twenty-four categories by using twenty-nine macroeconomic indicators. The time-series regression results suggest that coal price, GDP, and Treasury bill rate have predictive power over fund returns.

Keywords: managed fund; return predictability; Australian market (search for similar items in EconPapers)
JEL-codes: G12 G14 G17 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://ijbe.fcu.edu.tw/assets/ijbe/past_issue/No.16-1/pdf/vol_16-1-1.pdf (application/pdf)
https://ijbe.fcu.edu.tw/assets/ijbe/past_issue/No.16-1/abstract/01.html (text/html)

Related works:
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:ijb:journl:v:16:y:2017:i:1:p:1-19

Access Statistics for this article

International Journal of Business and Economics is currently edited by Hsiang-Tsai Chiang (Editor-in-Chief), Chiung-Ju Huang (Editor-in-Chief), Feng-Jyh Lin (Associate Editor), Tzu-Ching Weng (Associate Editor), Hsin-Yi Huang (Managing Editor) and Szu-Hsien Ho (Managing Editor)

More articles in International Journal of Business and Economics from School of Management Development, Feng Chia University, Taichung, Taiwan Contact information at EDIRC.
Bibliographic data for series maintained by Szu-Hsien Ho ().