90 Stamford Road
Singapore Management University - School of Economics
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Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management
Conditional skewness, Runs test, ARCD model, Hansen t, heteroskewness, heterokurtosis, third moments, time-varying higher moments
Mutual funds, Incentives, Flow-Performance Relationship, Convexity, Business Cycles
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File name: DP6893.
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Business Cycle, Convexity, Flow-performance Relationship, Incentives, Mutual Funds
Asymmetries, Skewness, Volatility, Spillover, Stock returns
C410, G120, autoregressive conditional duration, market microstructure, probability of informed trading, transaction data, Weibull distribution
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