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The Market Timing Ability of UK Equity Mutual Funds

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Academic year: 2019

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Figure

Table 1 presents results for the unconditional market timing tests. Row 1 reports the nonparametric test statistic,
Figure 1 displays a histogram of the cross-section of unconditional market timing test statistics, z
Table 2 presents results for the unconditional market timing tests by investment style
Table 3 presents results for the unconditional market timing tests by fund location. Row 1 reports the nonparametric test statistic,
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