Identifying Overvalued and Undervalued Stock Market and Market Timing in Retirement Funds

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This study predicts overvalued or undervalued market ex ante. Based on the arguments of price reversion and momentum in the stock market, the study forms and tests a market timing strategy in managing retirement funds. It provides a simple algorithm for automated trade, which is able to provide performance consistently surpassing the overall stock market in the long run.
Publisher
ProQuest LLC
Issue Date
2018-12
Language
English
Citation

JOURNAL OF PERSONAL FINANCE, v.17, no.2, pp.37 - 42

ISSN
1540-6717
URI
http://hdl.handle.net/10203/248702
Appears in Collection
RIMS Journal Papers
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