caa a22 4500 469053836 CHVBK 20180323132837.0 cr unu---uuuuu 170328e19920401xx s 000 0 eng 10.1007/BF01732038 doi (NATIONALLICENCE)springer-10.1007/BF01732038 Kester George Bucknell University, United States of America aut Likely gains from market timing in Japan [Elektronische Daten] [George Kester] This paper explores the potential gains and required predictive ability of market timing in Japan and then compares the results to previously reported findings from another developed financial market — the United States — and a developing Asia Pacific financial market — Singapore. Shifts between cash equivalents and common stocks are evaluated. The results demonstrate that the potential gains from market timing in Japan are quite attractive and that the minimum predictive accuracy required for successful market timing may be attainable by some portfolio managers. However, for the period examined, the results also indicate that larger incremental gains result from market timing Singapore stocks and cash equivalents. Faculty of Business Administration National University of Singapore, 1992 Asia Pacific Journal of Management Kluwer Academic Publishers 9/1(1992-04-01), 71-85 0217-4561 9:1<71 1992 9 10490 https://doi.org/10.1007/BF01732038 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF01732038 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Kester George Bucknell University, United States of America aut NATIONALLICENCE 773 0- Asia Pacific Journal of Management Kluwer Academic Publishers 9/1(1992-04-01), 71-85 0217-4561 9:1<71 1992 9 10490 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer