Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds

Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds

This paper empirically compares the market timing, the stock selection and the performance persistence of Islamic and conventional HSBC Saudi mutual funds by using monthly returns from April 2011 to December 2018. The data was grouped into five portfolios based on geographical investment basis (loca...

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Bibliographic Details
Main Author: Marwa Zouaoui
Format: Article
Language:English
Published: MDPI AG 2019-09-01
Series:International Journal of Financial Studies
Subjects:
Islamic mutual funds
performance analysis
performance persistence
market timing
selectivity skills
GARCH modeling
Online Access:https://www.mdpi.com/2227-7072/7/3/48

Internet

https://www.mdpi.com/2227-7072/7/3/48

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