Identifying Overvalued and Undervalued Stock Market and Market Timing in Retirement Funds
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wang, Weishen | ko |
| dc.contributor.author | Han, Seung Hun | ko |
| dc.date.accessioned | 2018-12-20T08:02:38Z | - |
| dc.date.available | 2018-12-20T08:02:38Z | - |
| dc.date.created | 2018-11-22 | - |
| dc.date.created | 2018-11-22 | - |
| dc.date.issued | 2018-12 | - |
| dc.identifier.citation | JOURNAL OF PERSONAL FINANCE, v.17, no.2, pp.37 - 42 | - |
| dc.identifier.issn | 1540-6717 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/248702 | - |
| dc.description.abstract | 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. | - |
| dc.language | English | - |
| dc.publisher | ProQuest LLC | - |
| dc.title | Identifying Overvalued and Undervalued Stock Market and Market Timing in Retirement Funds | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 17 | - |
| dc.citation.issue | 2 | - |
| dc.citation.beginningpage | 37 | - |
| dc.citation.endingpage | 42 | - |
| dc.citation.publicationname | JOURNAL OF PERSONAL FINANCE | - |
| dc.contributor.localauthor | Han, Seung Hun | - |
| dc.contributor.nonIdAuthor | Wang, Weishen | - |
| dc.description.isOpenAccess | N | - |
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