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Active Management in Mostly Efficient Markets
16 references·6 citing·26 second hop
Active Management in Mostly Efficient Markets (2011)Active Management in Mostly Efficient Mar…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…The Small World of Investing: Board Connections and Mutual Fund Returns (2008)The Small World of Investing:…Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Short-term reversals, returns to liquidity provision and the costs of immediacy* (2022)Short-term reversals, returns…The Efficient Market Hypothesis, the Financial Analysts Journal , and the Professional Status of Investment Management (2020)The Efficient Market Hypothes…Behavioral Finance: History and Foundations (2017)Behavioral Finance: History a…Interviews with Institutional Investors: The How and Why of Active Investing (2016)Interviews with Institutional…Heroes and victims: fund manager sensemaking, self-legitimation and storytelling (2015)Heroes and victims: fund mana…The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913 (2013)The first global emerging mar…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)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)The Financing of R&D and Innovation (2010)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)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)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring skill in the mutual fund industry (2015)A Rational Theory of Mutual Funds' Attention Allocation (2016)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 2008The Small World of Investing: Board Connections and Mutual Fund Returns1,297 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,090 cited
  • 2006

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Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
1,058 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • Cited by

    • 2015Heroes and victims: fund manager sensemaking, self-legitimation and storytelling44 cited
    • 2020The Efficient Market Hypothesis, the Financial Analysts Journal , and the Professional Status of Investment Management43 cited
    • 2016Interviews with Institutional Investors: The How and Why of Active Investing42 cited
    • 2022Short-term reversals, returns to liquidity provision and the costs of immediacy*37 cited
    • 2013The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–191331 cited
    • 2017Behavioral Finance: History and Foundations30 cited