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A Survival Analysis of Australian Equity Mutual Funds
8 references·16 citing·43 second hopsampled
A Survival Analysis of Australian Equity Mutual Funds (2003)A Survival Analysis of Australian Equity …Investing in equity mutual funds (2002)Investing in equity mutual fu…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceThe Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…Determinants of Portuguese firms’ financial performance: panel data evidence (2019)Determinants of Portuguese fi…A review paper on behavioral finance: study of emerging trends (2019)A review paper on behavioral …Anomalies in Chinese A-Shares (2017)Anomalies in Chinese A-SharesValue, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market (2015)Value, Size, Momentum, Divide…Speculative Trading and Stock Returns (2015)Speculative Trading and Stock…Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing? (2015)Size, Value, and Momentum in …Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature (2015)Neoclassical finance, behavio…The Smallest Firm Effect: An International Study (2011)The Smallest Firm Effect: An …Post-earnings announcement abnormal return in the Chinese equity market (2011)Post-earnings announcement ab…Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets (2010)Idiosyncratic volatility and …Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals (2010)Booms and Busts in China’s St…The three-factor model and artificial neural networks: predicting stock price movement in China (2009)The three-factor model and ar…Going Negative: What to Do with Negative Book Equity Stocks (2008)Going Negative: What to Do wi…Momentum strategies and stock returns: Chinese evidence (2007)Momentum strategies and stock…The cross section of expected stock returns in the Chinese A-share market (2006)The cross section of expected…Are the China-related stock markets segmented with both world and regional stock markets? (2006)Are the China-related stock m…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor response to public news, sentiment and institutional trading in emerging markets: A review (2015)The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece (2021)Responsible and human centric AI-based insurance advisors (2023)An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Career Concerns of Mutual Fund Managers (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Evaluating Mutual Fund Performance (2001)Mutual Fund Flows and Performance in Rational Markets (2003)Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)The influence of corporate governance on corporate sustainability: new evidence using panel data in the Iberian macroeconomic environment (2020)Investor sentiment, corporate social responsibility, and financial performance: Evidence from Japanese companies (2022)Environmental governance as a driver of green innovation capacity and firm value creation (2023)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Portfolio Performance Evaluation: Old Issues and New Insights (1989)Mutual fund styles (1997)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Unobserved Actions of Mutual Funds (2006)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (2000)Incentive Fees and Mutual Funds (2003)Mutual Fund's R 2 as Predictor of Performance (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
  • 2002Investing in equity mutual funds423 cited

Cited by

  • 2015Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature117 cited
  • 2019Determinants of Portuguese firms’ financial performance: panel data evidence101 cited
  • 2007Momentum strategies and stock returns: Chinese evidence100 cited
  • 2015Speculative Trading and Stock Returns88 cited
  • 2011The Smallest Firm Effect: An International Study79 cited
  • 2015Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing?74 cited
  • 2006The cross section of expected stock returns in the Chinese A-share market73 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2019A review paper on behavioral finance: study of emerging trends71 cited
  • 2011Post-earnings announcement abnormal return in the Chinese equity market62 cited
  • 2010Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets60 cited
  • 2017Anomalies in Chinese A-Shares53 cited
  • 2006Are the China-related stock markets segmented with both world and regional stock markets?53 cited
  • 2009The three-factor model and artificial neural networks: predicting stock price movement in China52 cited
  • 2010Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals50 cited
  • 2008Going Negative: What to Do with Negative Book Equity Stocks48 cited
  • 2015Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market44 cited