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Performance persistence of international mutual funds
10 references·3 citing·38 second hop
Performance persistence of international mutual funds (2001)Performance persistence of international …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceINVESTMENT PERFORMANCE OF INTERNATIONAL MUTUAL FUNDS (1994)INVESTMENT PERFORMANCE OF INT…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…U.S.–based international mutual funds (1991)U.S.–based international mutu…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…International evidence on Islamic equity fund characteristics and performance persistence (2016)International evidence on Isl…Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? (2014)Performance of international …Integration of Genetic Algorithm and Particle Swarm Optimization for Investment Portfolio Optimization (2013)Integration of Genetic Algori…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Career Concerns of Mutual Fund Managers (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (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)Mutual Fund Performance (1966)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Mutual fund investment performance (1996)International mutual fund selectivity and market timing during up and down market conditions (1998)Mutual Fund Performance: Measurement and Evidence1 (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The relationship between return and market value of common stocks (1981)Sources of risk and expected returns in global equity markets (1994)Diversification, Integration and Emerging Market Closed‐End Funds (1996)Do mutual funds time the market? Evidence from portfolio holdings (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Survivorship Bias in Performance Studies (1992)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Unobserved Actions of Mutual Funds (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)International Diversification of Investment Portfolios: U.S. and Japanese Perspectives (1994)A Test of the Persistence in the Performance of UK Managed Funds (1999)Evaluating managed fund performance using conditional measures: Australian evidence (2000)Return-based style analysis with time-varying exposures (2006)Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach (2010)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 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
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 1990Evaluating the Performance of International Mutual Funds399 cited
  • 1990Evaluating the Performance of International Mutual Funds124 cited
  • 1994INVESTMENT PERFORMANCE OF INTERNATIONAL MUTUAL FUNDS113 cited
  • 1991U.S.–based international mutual funds101 cited

Cited by

  • 2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?36 cited
  • 2013Integration of Genetic Algorithm and Particle Swarm Optimization for Investment Portfolio Optimization28 cited
  • 2016International evidence on Islamic equity fund characteristics and performance persistence17 cited

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