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Real Estate Mutual Funds: Performance and Persistence
13 references·9 citing·39 second hopsampled
Real Estate Mutual Funds: Performance and Persistence (2004)Real Estate Mutual Funds: Performance and…The Performance of Mutual Funds in the Period 1945-1964 (2002)The Performance of Mutual Fun…The Value Added from Investment Managers: An Examination of Funds of REITs (2000)The Value Added from Investme…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Performance Persistence (1995)Performance PersistenceReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Insider Trading as a Signal of Private Information (1993)Insider Trading as a Signal o…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS (1990)THE PERFORMANCE OF REAL ESTAT…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Risk and the Performance of R…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds (2013)Performance Chasing, Fund Flo…Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades (2011)Can Fund Managers Select Outp…Alpha and Persistence in Real Estate Fund Performance (2010)Alpha and Persistence in Real…REIT Momentum and the Performance of Real Estate Mutual Funds (2009)REIT Momentum and the Perform…Alternative Benchmarks for Evaluating Mutual Fund Performance (2009)Alternative Benchmarks for Ev…Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds (2008)Further Evidence on the Perfo…What Drives Private Equity Returns? - Fund Inflows, Skilled Gps, And/Or Risk? (2007)What Drives Private Equity Re…Manager characteristics and real estate mutual fund returns, risk and fees (2006)Manager characteristics and r…What drives cash flow based European private equity returns? Fund inflows, skilled GPs and/or risk? (2004)What drives cash flow based E…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)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Career Concerns of Mutual Fund Managers (1999)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)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)All experience is not created equal: learning, adapting, and focusing in product portfolio management (2011)Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011)Financial Advice and Individual Investor Portfolio Performance (2012)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Special Information and Insider Trading (1974)INSIDERS AND MARKET EFFICIENCY (1976)Merger Announcements and Insider Trading Activity: An Empirical Investigation (1981)The information content of funds from operations (FFO) for real estate investment trusts (REITs) (1999)Do Short Sellers Front-Run Insider Sales? (2011)Competition of the informed: Does the presence of short sellers affect insider selling? (2015)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Performance measurement with the arbitrage pricing theory (1986)The predictability of returns on equity REITs and their co-movement with other assets (1992)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Survivorship Bias in Performance Studies (1992)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Unobserved Actions of Mutual Funds (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 2002The Performance of Mutual Funds in the Period 1945-1964270 cited
  • 1993Insider Trading as a Signal of Private Information198 cited
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS135 cited
  • 2000The Value Added from Investment Managers: An Examination of Funds of REITs114 cited

Cited by

  • 2009Alternative Benchmarks for Evaluating Mutual Fund Performance62 cited
  • 2009REIT Momentum and the Performance of Real Estate Mutual Funds

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59 cited
  • 2010Alpha and Persistence in Real Estate Fund Performance54 cited
  • 2011Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades41 cited
  • 2008Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds39 cited
  • 2007What Drives Private Equity Returns? - Fund Inflows, Skilled Gps, And/Or Risk?29 cited
  • 2006Manager characteristics and real estate mutual fund returns, risk and fees28 cited
  • 2013Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds26 cited
  • 2004What drives cash flow based European private equity returns? Fund inflows, skilled GPs and/or risk?19 cited