The effects of bull and bear periods on market timing strategies
This study evaluates the performance of traditional timing, bull timing (holding the risk-free asset and buying call options to take advantage of expected market rises) and bear timing (holding the market index and buying put options ahead of expected market falls) strategies on the Johannesburg Sto...
| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
AOSIS
2001-09-01
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| Colecção: | South African Journal of Business Management |
| Acesso em linha: | https://sajbm.org/index.php/sajbm/article/view/720 |