dc.contributor.author | Wang, Luo | |
dc.contributor.author | Li, Bin | |
dc.contributor.author | Gupta, Rakesh | |
dc.contributor.author | Su, Jen-Je | |
dc.contributor.author | Liu, Benjamin | |
dc.date.accessioned | 2018-12-05T04:33:12Z | |
dc.date.available | 2018-12-05T04:33:12Z | |
dc.date.issued | 2017 | |
dc.identifier.issn | 1607-0704 | |
dc.identifier.uri | http://hdl.handle.net/10072/381477 | |
dc.description.abstract | We 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.peerreviewed | Yes | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | College of Business, Feng Chia University | |
dc.publisher.uri | http://www.ijbe.org/ | |
dc.relation.ispartofpagefrom | 1 | |
dc.relation.ispartofpageto | 19 | |
dc.relation.ispartofissue | 1 | |
dc.relation.ispartofjournal | International Journal of Business and Economics | |
dc.relation.ispartofvolume | 16 | |
dc.subject.fieldofresearch | Investment and Risk Management | |
dc.subject.fieldofresearch | Applied Economics | |
dc.subject.fieldofresearch | Econometrics | |
dc.subject.fieldofresearch | Banking, Finance and Investment | |
dc.subject.fieldofresearchcode | 150205 | |
dc.subject.fieldofresearchcode | 1402 | |
dc.subject.fieldofresearchcode | 1403 | |
dc.subject.fieldofresearchcode | 1502 | |
dc.title | Return Predictability in Australian Managed Funds | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dc.type.code | C - Journal Articles | |
gro.faculty | Griffith Business School, Department of Accounting, Finance and Economics | |
gro.hasfulltext | No Full Text | |
gro.griffith.author | Wang, Luo | |
gro.griffith.author | Liu, Benjamin | |
gro.griffith.author | Su, Jen-Je | |
gro.griffith.author | Li, Bin | |
gro.griffith.author | Gupta, Rakesh | |