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Bunnenberg, Sebastian [Author] ; Rohleder, Martin [Other]; Scholz, Hendrik [Other]; Wilkens, Marco [Other]

Internet Appendix of the Paper 'Jensen's Alpha and the Market Timing Puzzle'

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  • Media type: E-Book
  • Title: Internet Appendix of the Paper 'Jensen's Alpha and the Market Timing Puzzle'
  • Contributor: Bunnenberg, Sebastian [Author]; Rohleder, Martin [Other]; Scholz, Hendrik [Other]; Wilkens, Marco [Other]
  • Published: [S.l.]: SSRN, [2018]
  • Extent: 1 Online-Ressource (10 p)
  • Language: English
  • DOI: 10.2139/ssrn.2877173
  • Identifier:
  • Origination:
  • Footnote: In: Review of Financial Economics, Forthcoming
    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 09, 2018 erstellt
  • Description: This Internet Appendix contains mathematical and empirical results on the market timing induced bias in Jensen's alpha using conditional models with time-varying skill in the spirit of Kacperczyk et al. (2014).Full paper available at "https://ssrn.com/abstract=1253923" https://ssrn.com/abstract=1253923
  • Access State: Open Access