MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010)
Performance evaluation of equity fund managers is important since investors have an expectation that fund managers will be able to manage their funds by reducing the risk and earn return higher than these on the random selection of market securities. Therefore, this research aimed to investigate the...
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Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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author | , Jessica Nina Pratiwi , Prof. Dr. Abdul Halim, M.B.A., Akt. |
author_facet | , Jessica Nina Pratiwi , Prof. Dr. Abdul Halim, M.B.A., Akt. |
author_sort | , Jessica Nina Pratiwi |
collection | UGM |
description | Performance evaluation of equity fund managers is important since
investors have an expectation that fund managers will be able to manage their
funds by reducing the risk and earn return higher than these on the random
selection of market securities. Therefore, this research aimed to investigate the
performance of equity fund managers due to their market timing abilities and
stock selection skills during 2008-2010. This research also aimed to investigate
the consistency of superior market timing abilities and/or superior stock selection
skills from year to year during 2008-2010.
To measure market timing abilities and stock slection skills of equity fund
managers, this research use three model of measurement |
first_indexed | 2024-03-13T22:35:27Z |
format | Thesis |
id | oai:generic.eprints.org:98246 |
institution | Universiti Gadjah Mada |
last_indexed | 2024-03-13T22:35:27Z |
publishDate | 2012 |
publisher | [Yogyakarta] : Universitas Gadjah Mada |
record_format | dspace |
spelling | oai:generic.eprints.org:982462016-03-04T08:47:16Z https://repository.ugm.ac.id/98246/ MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) , Jessica Nina Pratiwi , Prof. Dr. Abdul Halim, M.B.A., Akt. ETD Performance evaluation of equity fund managers is important since investors have an expectation that fund managers will be able to manage their funds by reducing the risk and earn return higher than these on the random selection of market securities. Therefore, this research aimed to investigate the performance of equity fund managers due to their market timing abilities and stock selection skills during 2008-2010. This research also aimed to investigate the consistency of superior market timing abilities and/or superior stock selection skills from year to year during 2008-2010. To measure market timing abilities and stock slection skills of equity fund managers, this research use three model of measurement [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Jessica Nina Pratiwi and , Prof. Dr. Abdul Halim, M.B.A., Akt. (2012) MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010). UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53456 |
spellingShingle | ETD , Jessica Nina Pratiwi , Prof. Dr. Abdul Halim, M.B.A., Akt. MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title | MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title_full | MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title_fullStr | MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title_full_unstemmed | MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title_short | MARKET TIMING ABILITY AND STOCK SELECTION SKILLS OF EQUITY FUND MANAGERS IN INDONESIA (2008-2010) |
title_sort | market timing ability and stock selection skills of equity fund managers in indonesia 2008 2010 |
topic | ETD |
work_keys_str_mv | AT jessicaninapratiwi markettimingabilityandstockselectionskillsofequityfundmanagersinindonesia20082010 AT profdrabdulhalimmbaakt markettimingabilityandstockselectionskillsofequityfundmanagersinindonesia20082010 |