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Prior Performance and Closed-End Fund Discounts
16 references·3 citing·38 second hopsampled
Prior Performance and Closed-End Fund Discounts (2003)Prior Performance and Closed-End Fund Dis…Mutual Fund Flows and Performance in Rational Markets (2003)Mutual Fund Flows and Perform…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation (2001)Should Investors Avoid All Ac…Mutual 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…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…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…Automatic Lag Selection in Covariance Matrix Estimation (1995)Automatic Lag Selection in Co…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…The information content of discounts and premiums on closed-end fund shares (1978)The information content of di…THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…Foreign aid inflows and the real exchange rate in the CFA Franc zone (2009)Foreign aid inflows and the r…Modelling the long run determinants of private investment in Senegal (2004)Modelling the long run determ…The implications of trade policy and 'natural' barriers induced protection for aggregate demand for imports: Evidence for Malawi (2003)The implications of trade pol…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Limits of Arbitrage (1995)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Household Finance (2006)Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Testing for Error Correction in Panel Data* (2007)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Asset Fire Sales (and Purchases) in Equity Markets (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
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References

  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,143 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,614 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,159 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 1995Automatic Lag Selection in Covariance Matrix Estimation560 cited
  • 2003Mutual Fund Flows and Performance in Rational Markets376 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited
  • 2001Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

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313 cited
  • 1978The information content of discounts and premiums on closed-end fund shares207 cited
  • Cited by

    • 2004Modelling the long run determinants of private investment in Senegal160 cited
    • 2009Foreign aid inflows and the real exchange rate in the CFA Franc zone30 cited
    • 2003The implications of trade policy and 'natural' barriers induced protection for aggregate demand for imports: Evidence for Malawi10 cited