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Performance and characteristics of mutual fund starts
16 references·5 citing·25 second hop
Performance and characteristics of mutual fund starts (2009)Performance and characteristics of mutual…Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)Trading Costs and Returns for…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…International evidence on ethical mutual fund performance and investment style (2004)International evidence on eth…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…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Returns 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…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…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…Fund Flows, Manager Changes, and Performance Persistence (2017)Fund Flows, Manager Changes, …What daily data can tell us about mutual funds: Evidence from Norway (2015)What daily data can tell us a…Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics (2014)Capacity effects and winner f…The Economics of Mutual Funds (2011)The Economics of Mutual FundsWhy Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes (2010)Why Does Mutual Fund Performa…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)A five-factor asset pricing model (2014)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)The Nature of the Firm (1937)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)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)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)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
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data

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1,098 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,090 cited
  • Cited by

    • 2014Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics27 cited
    • 2011The Economics of Mutual Funds23 cited
    • 2015What daily data can tell us about mutual funds: Evidence from Norway23 cited
    • 2017Fund Flows, Manager Changes, and Performance Persistence23 cited
    • 2010Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes19 cited