Selectivity and timing: evidence from the performance of Malaysian unit trusts

• Main Authors: Md Nassir, Annuar, Ramadilli Mohd, Shamsher Mohamad, Ngu, Mee Hua
• Format: Article
• Language: English
• Published: Universiti Putra Malaysia Press 1997
• Online Access: http://psasir.upm.edu.my/id/eprint/3172/1/Selectivity_and_Timing_Evidence_from_the_Perfonnance.pdf; http://psasir.upm.edu.my/id/eprint/3172/; http://www.pertanika.upm.edu.my/view_archives.php?journal=JSSH-5-1-3
• Institution: Universiti Putra Malaysia

This paper presents an empirical examination of the selectivity and timing performance of 31 unit trusts in Malaysia. The empirical results indicate that during the] 990-1 995 period, Malaysian unit trusts appear to possess no market timing ability, except for the Kuala Lumpur Growth Fund. However,...