Madeline, Madeline and Rizkianto, Eko (2015) Analysis of Market Timing and Stock Selection Ability on Indonesian Equity Mutual Funds Before and The Ongoing COVID-19 Over the Period of 2015-2021. In: Proceedings of the 4th International Conference on Economics, Business and Economic Education Science, ICE-BEES 2021, 27-28 July 2021, Semarang, Indonesia.
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Abstract
This research analyzes the market timing and stock selection ability of 25 top gainers and 25 top losers of equity mutual funds in Indonesia before covid-19 and during the pandemic using time series analysis. Using Treynor-Mazuy and Henriksson-Mertons’ theory, results show before covid-19, there are
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 15:12 |
| Last Modified: | 17 Apr 2026 06:34 |
| URI: | http://eprints.eai.eu/id/eprint/38269 |
