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dc.contributor.authorWang, Luo
dc.contributor.authorLi, Bin
dc.contributor.authorGupta, Rakesh
dc.contributor.authorSu, Jen-Je
dc.contributor.authorLiu, Benjamin
dc.date.accessioned2018-12-05T04:33:12Z
dc.date.available2018-12-05T04:33:12Z
dc.date.issued2017
dc.identifier.issn1607-0704en_US
dc.identifier.urihttp://hdl.handle.net/10072/381477
dc.description.abstractWe examine return predictability of Australian managed funds in twenty-four categories by using twenty-nine macroeconomic indicators. The time-series regression results suggest that coal price, GDP, and Treasury bill rate have predictive power over fund returns.en_US
dc.description.peerreviewedYesen_US
dc.languageEnglishen_US
dc.publisherCollege of Business, Feng Chia Universityen_US
dc.publisher.urihttp://www.ijbe.org/en_US
dc.relation.ispartofpagefrom1en_US
dc.relation.ispartofpageto19en_US
dc.relation.ispartofissue1en_US
dc.relation.ispartofjournalInternational Journal of Business and Economicsen_US
dc.relation.ispartofvolume16en_US
dc.subject.fieldofresearchInvestment and Risk Managementen_US
dc.subject.fieldofresearchcode150205en_US
dc.titleReturn Predictability in Australian Managed Fundsen_US
dc.typeJournal articleen_US
dc.type.descriptionC1 - Peer Reviewed (HERDC)en_US
dc.type.codeC - Journal Articlesen_US
gro.facultyGriffith Business School, Department of Accounting, Finance and Economicsen_US
gro.hasfulltextNo Full Text
gro.griffith.authorWang, Luo
gro.griffith.authorLi, Bin
gro.griffith.authorGupta, Rakesh
gro.griffith.authorSu, Jen-Je
gro.griffith.authorLiu, Benjamin


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