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Henriksson, Roy D., (1984)
“Market Timing and
Mutual Fund Performance: An Empirical
Investigation,” Journal of Business.
Henriksson, Roy D., and Merton, Robert C.,(1981)
“On Market Timing and Investment
performance II: Statistical procedures for
Evaluating Forecasting Skills,” Journal of
Business.
•CHANG, E.C. and W.G. LEWELLEN, 1984.
Market Timing and Mutual Fund Performance. Journal of Business.