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Can mutual funds time investor sentiment? |
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| Authors: | Zheng Yao Osmer Eric Zheng Liancun |
| Institution: | 1.Department of Finance, College of Business, Northern Illinois University, 740 Garden Road, De Kalb, IL, USA ;2.University of Science and Technology Beijing, Beijing, China ; |
| Abstract: | Review of Quantitative Finance and Accounting - This paper examines the ability of mutual fund managers to time aggregate investor sentiment. Our results indicate that mutual fund managers alter... |
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