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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.issn1607-0704
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.
dc.description.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherCollege of Business, Feng Chia University
dc.publisher.urihttp://www.ijbe.org/
dc.relation.ispartofpagefrom1
dc.relation.ispartofpageto19
dc.relation.ispartofissue1
dc.relation.ispartofjournalInternational Journal of Business and Economics
dc.relation.ispartofvolume16
dc.subject.fieldofresearchInvestment and Risk Management
dc.subject.fieldofresearchApplied Economics
dc.subject.fieldofresearchEconometrics
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchcode150205
dc.subject.fieldofresearchcode1402
dc.subject.fieldofresearchcode1403
dc.subject.fieldofresearchcode1502
dc.titleReturn Predictability in Australian Managed Funds
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.hasfulltextNo Full Text
gro.griffith.authorWang, Luo
gro.griffith.authorLiu, Benjamin
gro.griffith.authorSu, Jen-Je
gro.griffith.authorLi, Bin
gro.griffith.authorGupta, Rakesh


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