Market timing skill of foreign portfolio investors in India
This study examines the market timing skill of foreign portfolio investors (foreign institutional investors or FIIs) in India as a group. A simulated portfolio is constructed that invests in the market index replicating the patterns of aggregate net FII flow. Similar portfolios are constructed repli...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-03-01
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| Series: | IIMB Management Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389617300678 |