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Henry LH Wong

Cbus Super Fund

Level 28

2 Lonsdale Street

Melbourne, Victoria 3000

Australia

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Scholarly Papers (1)

1.

How Much Information Is Required to Time the Market?

Number of pages: 24 Posted: 14 Aug 2018 Last Revised: 30 Nov 2020
Rongju Zhang and Henry LH Wong
Commonwealth Scientific and Industrial Research Organization (CSIRO) and Cbus Super Fund
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Citation 1

Abstract:

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market timing, information coefficient, market exposure, alpha, Sharpe ratio