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Serial Persistence in Equity REIT Returns
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Serial Persistence in Equity REIT Returns (1997)Serial Persistence in Equity REIT ReturnsHow to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Real estate is not normal: A fresh look at real estate return distributions (1995)Real estate is not normal: A …Performance Persistence (1995)Performance PersistenceReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984 (1989)Efficiency With Costly Inform…Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…Foundations of Finance. (1977)Foundations of Finance.Information and Competitive Price Systems (1976)Information and Competitive P…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices (2011)Predictability and Persistenc…Testing the Predictability and Efficiency of Securitized Real Estate Markets (2010)Testing the Predictability an…Long‐run price behaviour of equity REITs: become more like common stocks after the early 1990s? (2010)Long‐run price behaviour of e…The Environment and Performance of Real Estate Investment Trusts (2003)The Environment and Performan…Persistence of UK real estate returns: A Markov chain analysis (2001)Persistence of UK real estate…Economic Analysis Suggests that REIT Investment Characteristics are Not as Advertised (2001)Economic Analysis Suggests th…REIT Property-Type Sector Integration (2000)REIT Property-Type Sector Int…Appraisal Smoothing: The Other Side of the Story (1998)Appraisal Smoothing: The Othe…Mutual Fund Performance (1966)On the Impossibility of Informationally Efficient Markets (1980)Investor flows and the assessed performance of open-end mutual funds (1999)Short-Term Persistence in Mutual Fund Performance (2004)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)An Empirical Evaluation of Accounting Income Numbers (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)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 General Theory of Employment, Interest and Money. (1936)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)On the Possibility of Speculation under Rational Expectations (1982)The Consequences of the Dependence of Quality on Price (1987)The Use of Knowledge in Society (1996)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)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)An Engine, Not a Camera (2006)
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References

  • 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
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1977Foundations of Finance.1,128 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
  • 1995Real estate is not normal: A fresh look at real estate return distributions171 cited

Cited by

  • 1998Appraisal Smoothing: The Other Side of the Story115 cited
  • 2003The Environment and Performance of Real Estate Investment Trusts

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51 cited
  • 2011Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices36 cited
  • 2000REIT Property-Type Sector Integration31 cited
  • 2001Economic Analysis Suggests that REIT Investment Characteristics are Not as Advertised29 cited
  • 2010Testing the Predictability and Efficiency of Securitized Real Estate Markets25 cited
  • 2010Long‐run price behaviour of equity REITs: become more like common stocks after the early 1990s?24 cited
  • 2001Persistence of UK real estate returns: A Markov chain analysis24 cited