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Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
0 references·16 citing·43 second hopsampled
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategies, Portfolio…A Flow-Based Explanation for Return Predictability (2012)A Flow-Based Explanation for …An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed? (2007)Institutional Investors and E…Unobserved Actions of Mutual Funds (2006)Unobserved Actions of Mutual …Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Institutional Herding (2003)Institutional HerdingHerd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behaviour and Cascading …Investor psychology in capital markets: evidence and policy implications (2002)Investor psychology in capita…What Makes Investors Trade? (2001)What Makes Investors Trade?Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Understanding the Nature of t…Herding among security analysts (2000)Herding among security analys…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Is Money Smart? A Study of Mu…Herding among Investment Newsletters: Theory and Evidence (1999)Herding among Investment News…Rational herding in financial economics (1996)Rational herding in financial…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Bank Runs, Deposit Insurance, and Liquidity (1983)An examination of herd behavior in equity markets: An international perspective (2000)Herd Behavior in Financial Markets (2000)The impact of institutional trading on stock prices (1992)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Herding on fundamental information: A comparative study (2014)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)A Simple Model of Herd Behavior (1992)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Corporate social performance, analyst stock recommendations, and firm future returns (2013)Stock price synchronicity, crash risk, and institutional investors (2013)Corporate social responsibility, firm value, and influential institutional ownership (2018)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Common risk factors in the returns on stocks and bonds (1993)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Information Immobility and the Home Bias Puzzle (2009)Prospect Theory: An Analysis of Decision under Risk (1979)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Prospect theory, mental accounting, and momentum (2005)Do Retail Trades Move Markets? (2008)Individual Investor Trading and Stock Returns (2008)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Strength of Weak Ties (1973)Market stress and herding (2004)Information Uncertainty and Expected Returns (2005)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Does the Stock Market Overreact? (1985)Style investing (2003)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Continuous Auctions and Insider Trading (1985)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)
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  • 2001What Makes Investors Trade?1,296 cited
  • 1996Rational herding in financial economics1,272 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,090 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 2001Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing1,003 cited
  • 2007Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?920 cited
  • 2003Institutional Herding898 cited
  • 2003Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis888 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2000Herding among security analysts832 cited
  • 2006Unobserved Actions of Mutual Funds830 cited
  • 1999Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability816 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2012A Flow-Based Explanation for Return Predictability769 cited
  • 2002Investor psychology in capital markets: evidence and policy implications

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760 cited
  • 1999Herding among Investment Newsletters: Theory and Evidence759 cited