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The Determinants of the Convexity in the Flow-Performance Relationship
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The Determinants of the Convexity in the Flow-Performance Relationship (2012)The Determinants of the Convexity in the …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Participation Costs and the Sensitivity of Fund Flows to Past Performance (2007)Participation Costs and the S…Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows* (2005)Out of Sight, Out of Mind: Th…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Conditioning Variables and the Cross Section of Stock Returns (1999)Conditioning Variables and th…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Career Concerns of Mutual Fund Managers (1998)Career Concerns of Mutual Fun…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives in Elimination Tournaments (1985)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Multifactor Explanations of Asset Pricing Anomalies (1996)Has Financial Development Made the World Riskier? (2005)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Just How Much Do Individual Investors Lose by Trading? (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1999Conditioning Variables and the Cross Section of Stock Returns839 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 2005Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows*800 cited
  • 1998Career Concerns of Mutual Fund Managers640 cited

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  • 2007Participation Costs and the Sensitivity of Fund Flows to Past Performance559 cited
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