TESTING FOR MARKET TIMING ABILITY - A FRAMEWORK FOR FORECAST EVALUATION

[1] MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL [J]. JOURNAL OF BUSINESS, 1985, 58 (01) : 1 - 26

[2] BILIK E, 1983, CSFM54 COL U CTR STU

[3] BILIK E, 1982, CSFM37 COL U CTR STU

[4] FORWARD AND FUTURES PRICES - EVIDENCE FROM THE FOREIGN-EXCHANGE MARKETS [J]. JOURNAL OF FINANCE, 1981, 36 (05) : 1035 - 1045

[5] Cox D.R., 1974, THEORETICAL STAT

[6] CUMBY RE, 1984, EXCHANGE RATE THEORY, P121

[7] DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE [J]. JOURNAL OF FINANCE, 1985, 40 (02) : 383 - 399

[8] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[9] The logic of inductive inference [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY, 1935, 98 : 39 - 82

[10] GOODMAN S, 1982, EUROMONEY AUG, P85

[1] MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL [J]. JOURNAL OF BUSINESS, 1985, 58 (01) : 1 - 26

[2] BILIK E, 1983, CSFM54 COL U CTR STU

[3] BILIK E, 1982, CSFM37 COL U CTR STU

[4] FORWARD AND FUTURES PRICES - EVIDENCE FROM THE FOREIGN-EXCHANGE MARKETS [J]. JOURNAL OF FINANCE, 1981, 36 (05) : 1035 - 1045

[5] Cox D.R., 1974, THEORETICAL STAT

[6] CUMBY RE, 1984, EXCHANGE RATE THEORY, P121

[7] DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE [J]. JOURNAL OF FINANCE, 1985, 40 (02) : 383 - 399

[8] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[9] The logic of inductive inference [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY, 1935, 98 : 39 - 82

[10] GOODMAN S, 1982, EUROMONEY AUG, P85