Market timing and selectivity performance of a-type mutual funds in Turkey

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buir.advisorÖzlale, Ümit
dc.contributor.authorİmişiker, Serkan
dc.date.accessioned2016-07-01T11:00:46Z
dc.date.available2016-07-01T11:00:46Z
dc.date.issued2004
dc.departmentDepartment of Economicsen_US
dc.descriptionCataloged from PDF version of article.en_US
dc.description.abstractSelectivity and market timing abilities have been investigated as major determinants of the performance measures for mutual fund managers for years. Almost all of these works are done by using the data from developed countries with monthly or yearly frequency. In this study, A-Type mutual fund managers’ abilities are obtained for Turkey, which is an emerging market, encountered with severe economic crises in the last decade. Also, weekly data have been employed to have a clearer picture. Minor evidence about significant selection ability and some evidence about superior market timing quality are found. Also, cross sectional determinants of these abilities are investigated such as management fee ratio, experience and size. Regression results suggest an interesting effect of management fees on these abilities beside expected outcomes of other factors.en_US
dc.description.degreeM.A.en_US
dc.description.statementofresponsibilityİmişiker, Serkanen_US
dc.format.extentvii, 48 leavesen_US
dc.identifier.itemidBILKUTUPB083902
dc.identifier.urihttp://hdl.handle.net/11693/29518
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSelectivityen_US
dc.subjectDeveloping countryen_US
dc.subjectMutual Fundsen_US
dc.subjectMarket timingen_US
dc.subject.lccHG5706.5.A35 I45 2004en_US
dc.subject.lcshMutual funds Turkey.en_US
dc.titleMarket timing and selectivity performance of a-type mutual funds in Turkeyen_US
dc.typeThesisen_US

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