Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122441734> ?p ?o ?g. }
- W3122441734 endingPage "2109" @default.
- W3122441734 startingPage "2091" @default.
- W3122441734 abstract "This study examines the ability of government bond fund managers to time the bond market, based on their monthly or quarterly holdings of Treasury securities during the 1997–2006 period. We find that, on average, government bond funds exhibit significantly positive timing ability at the one-month horizon under an unconditional holdings-based timing measure. However, our results indicate that managers' actions based on public information can explain the documented positive timing ability—namely, the average government bond fund has neutral or even slightly negative conditional market timing ability once public information is controlled for. Nonetheless, we find evidence that fund managers specializing in Treasury securities can better interpret public information than general government bond fund managers do. This paper was accepted by Wei Xiong, finance." @default.
- W3122441734 created "2021-02-01" @default.
- W3122441734 creator A5011649842 @default.
- W3122441734 creator A5086865661 @default.
- W3122441734 date "2014-08-01" @default.
- W3122441734 modified "2023-10-17" @default.
- W3122441734 title "Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings" @default.
- W3122441734 cites W1590805375 @default.
- W3122441734 cites W1967598663 @default.
- W3122441734 cites W1975161917 @default.
- W3122441734 cites W1981264385 @default.
- W3122441734 cites W1983426532 @default.
- W3122441734 cites W1985358018 @default.
- W3122441734 cites W1995834279 @default.
- W3122441734 cites W2000875906 @default.
- W3122441734 cites W2010714258 @default.
- W3122441734 cites W2027752836 @default.
- W3122441734 cites W2033772453 @default.
- W3122441734 cites W2054349855 @default.
- W3122441734 cites W2056241938 @default.
- W3122441734 cites W2068046750 @default.
- W3122441734 cites W2074801224 @default.
- W3122441734 cites W2096669492 @default.
- W3122441734 cites W2099348500 @default.
- W3122441734 cites W2105332353 @default.
- W3122441734 cites W2117178635 @default.
- W3122441734 cites W2118773244 @default.
- W3122441734 cites W2120885389 @default.
- W3122441734 cites W2123971950 @default.
- W3122441734 cites W2130684388 @default.
- W3122441734 cites W2138839789 @default.
- W3122441734 cites W2142722829 @default.
- W3122441734 cites W2148940287 @default.
- W3122441734 cites W2157631477 @default.
- W3122441734 cites W2162022588 @default.
- W3122441734 cites W2169645335 @default.
- W3122441734 cites W2891758535 @default.
- W3122441734 cites W3023877248 @default.
- W3122441734 cites W3094392984 @default.
- W3122441734 cites W3121211807 @default.
- W3122441734 cites W3121515992 @default.
- W3122441734 cites W3121853929 @default.
- W3122441734 cites W3122458216 @default.
- W3122441734 cites W3122574050 @default.
- W3122441734 cites W3123216131 @default.
- W3122441734 cites W3123441366 @default.
- W3122441734 cites W3123504808 @default.
- W3122441734 cites W3123623002 @default.
- W3122441734 cites W3123808401 @default.
- W3122441734 cites W3124431622 @default.
- W3122441734 cites W3124438330 @default.
- W3122441734 cites W3124734403 @default.
- W3122441734 cites W3124888329 @default.
- W3122441734 cites W3125014741 @default.
- W3122441734 cites W3125229400 @default.
- W3122441734 cites W3125252060 @default.
- W3122441734 cites W3126017755 @default.
- W3122441734 cites W4205357410 @default.
- W3122441734 cites W4243840727 @default.
- W3122441734 cites W4246478771 @default.
- W3122441734 cites W4251110295 @default.
- W3122441734 cites W4256425349 @default.
- W3122441734 cites W4300496761 @default.
- W3122441734 cites W4361745283 @default.
- W3122441734 doi "https://doi.org/10.1287/mnsc.2013.1843" @default.
- W3122441734 hasPublicationYear "2014" @default.
- W3122441734 type Work @default.
- W3122441734 sameAs 3122441734 @default.
- W3122441734 citedByCount "19" @default.
- W3122441734 countsByYear W31224417342012 @default.
- W3122441734 countsByYear W31224417342015 @default.
- W3122441734 countsByYear W31224417342016 @default.
- W3122441734 countsByYear W31224417342017 @default.
- W3122441734 countsByYear W31224417342018 @default.
- W3122441734 countsByYear W31224417342019 @default.
- W3122441734 countsByYear W31224417342021 @default.
- W3122441734 countsByYear W31224417342022 @default.
- W3122441734 countsByYear W31224417342023 @default.
- W3122441734 crossrefType "journal-article" @default.
- W3122441734 hasAuthorship W3122441734A5011649842 @default.
- W3122441734 hasAuthorship W3122441734A5086865661 @default.
- W3122441734 hasConcept C10138342 @default.
- W3122441734 hasConcept C138885662 @default.
- W3122441734 hasConcept C144133560 @default.
- W3122441734 hasConcept C162324750 @default.
- W3122441734 hasConcept C166957645 @default.
- W3122441734 hasConcept C194115793 @default.
- W3122441734 hasConcept C197142791 @default.
- W3122441734 hasConcept C2778137410 @default.
- W3122441734 hasConcept C2780389337 @default.
- W3122441734 hasConcept C2780821815 @default.
- W3122441734 hasConcept C2780889827 @default.
- W3122441734 hasConcept C41895202 @default.
- W3122441734 hasConcept C556758197 @default.
- W3122441734 hasConcept C69738904 @default.
- W3122441734 hasConcept C73283319 @default.
- W3122441734 hasConcept C95457728 @default.
- W3122441734 hasConceptScore W3122441734C10138342 @default.