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Double or Nothing: Patterns of Equity Fund Holdings and Transactions
16 references·2 citing·38 second hop
Double or Nothing: Patterns of Equity Fund Holdings and Transactions (2005)Double or Nothing: Patterns of Equity Fun…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Value at Risk (2001)Value at RiskMutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Framing of Decisions and the Psychology of Choice (1981)The Framing of Decisions and …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …A Treatise on Probability (1973)A Treatise on ProbabilityTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceThe Relation of the Disposition Effect to Mutual Fund Trades and Performance (2005)The Relation of the Dispositi…Mimicking Portfolios with Conditioning Information (2004)Mimicking Portfolios with Con…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)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)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Perception of Risk (1987)Toward a Theory of Situation Awareness in Dynamic Systems (1995)Framing Processes and Social Movements: An Overview and Assessment (2000)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)On Persistence in Mutual Fund Performance (1997)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Investor Psychology and Asset Pricing (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1981The Framing of Decisions and the Psychology of Choice17,834 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1973A Treatise on Probability2,575 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited

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  • 2001Value at Risk846 cited
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    • 2005The Relation of the Disposition Effect to Mutual Fund Trades and Performance31 cited
    • 2004Mimicking Portfolios with Conditioning Information31 cited