Browsing Journal of Sustainable Economics and Management Studies by Subject "Amihud Ratio"
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Liquidity Timing Ability of Fund Managers under Changing Market Dynamics
(İstanbul Gelişim Üniversitesi Yayınları / Istanbul Gelisim University Press, 2020)We examine the liquidity timing ability of Turkish variable fund managers during 2011-2018, and how this ability is affected by the environmental factors such as the technological advancement level, the presence of derivatives ...