<P>1、题目：Using Threshold Cointegration to Estimate Asymmetric Price Transmission in the Swiss Pork Market<BR> 作者：<STRONG>Abdulai, Awudu</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/taf/applec.html">Applied Economics</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 34 (2002) <B>Issue (Month):</B> 6 (April) <B>Pages:</B> 679-87</P>
<P> 链接：<A href="http://ideas.repec.org/a/taf/applec/v34y2002i6p679-87.html">http://ideas.repec.org/a/taf/applec/v34y2002i6p679-87.html</A></P>
<P>2、题目：On the Timing Ability of Mutual Fund <BR> 作者：<STRONG>Nicolas P. B. Bollen</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/bla/jfinan.html">The Journal of Finance</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 56 (2001) <B>Issue (Month):</B> 3 (06) <B>Pages:</B> 1075-1094</P>
<P> 链接：<A href="http://ideas.repec.org/a/bla/jfinan/v56y2001i3p1075-1094.html">http://ideas.repec.org/a/bla/jfinan/v56y2001i3p1075-1094.html</A></P>
<P>3、题目：The performance of professional market timers: daily evidence from executed strategies<BR> 作者：<STRONG>Chance, Don M. Hemler, Michael L.</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/eee/jfinec.html">Journal of Financial Economics</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 62 (2001) <B>Issue (Month):</B> 2 (November) <B>Pages:</B> 377-411</P>
<P> 链接：<A href="http://ideas.repec.org/a/eee/jfinec/v62y2001i2p377-411.html">http://ideas.repec.org/a/eee/jfinec/v62y2001i2p377-411.html</A></P>
<P>4、题目：Market Timing and Mutual Fund Investment Performance<BR> 作者：<STRONG>Chang, Eric C Lewellen, Wilbur G</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/ucp/jnlbus.html">Journal of Business</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 57 (1984) <B>Issue (Month):</B> 1 (January) <B>Pages:</B> 57-72</P>
<P> 链接：<A href="http://ideas.repec.org/a/ucp/jnlbus/v57y1984i1p57-72.html">http://ideas.repec.org/a/ucp/jnlbus/v57y1984i1p57-72.html</A></P>
<P>5、题目：Mutual fund systemic risk for bull and bear markets：An Empirical Examination<BR> 作者：<STRONG>Fabozzi, Frank J Francis, Jack C</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/bla/jfinan.html">Journal of Finance</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 34 (1979) <B>Issue (Month):</B> 5 (December) <B>Pages:</B> 1243-50</P>
<P> 链接：<A href="http://ideas.repec.org/a/bla/jfinan/v34y1979i5p1243-50.html">http://ideas.repec.org/a/bla/jfinan/v34y1979i5p1243-50.html</A><BR><BR><BR><BR><BR></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-7-14 20:28:10编辑过]</FONT></P>
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