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A Test of the Persistence in the Performance of UK Managed Funds
16 references·9 citing·41 second hop
A Test of the Persistence in the Performance of UK Managed Funds (1999)A Test of the Persistence in the Performa…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…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…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation (1990)Market Timing, Selectivity, a…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984 (1989)Efficiency With Costly Inform…On Timing and Selectivity (1986)On Timing and SelectivityDifferential Information and Performance Measurement Using a Security Market Line (1985)Differential Information and …Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…Market Timing and Mutual Fund Investment Performance (1984)Market Timing and Mutual Fund…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE (1978)AMBIGUITY WHEN PERFORMANCE IS…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Emerging market mutual fund performance: evidence for China (2017)Emerging market mutual fund p…On the robustness of persistence in mutual fund performance (2016)On the robustness of persiste…Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds (2007)Risk-adjusted performance, se…New Zealand mutual funds: measuring performance and persistence in performance (2006)New Zealand mutual funds: mea…Mutual Fund Performance (2006)Mutual Fund PerformanceMUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS (2006)MUTUAL FUND PERFORMANCE PERSI…Mutual Fund Performance: Skill or Luck? (2005)Mutual Fund Performance: Skil…Australian Retail Superannuation Fund Performance Persistence (2005)Australian Retail Superannuat…HOT HANDS AND SUPERANNUATION FUND PERFORMANCE: A SECOND NOTE FOR TRUSTEES (2001)HOT HANDS AND SUPERANNUATION …Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)The capital asset pricing model: Some empirical tests (1972)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Survivor Bias and Mutual Fund Performance (1996)On the Timing Ability of Mutual Fund Managers (2001)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Efficient Capital Markets: II (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Unobserved Actions of Mutual Funds (2006)The Structure and Performance of the Money Management Industry (1992)Global Capital and National Governments (2001)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)
this work references cited by second hop

References

  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE439 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1990Evaluating the Performance of International Mutual Funds399 cited
  • 1985Differential Information and Performance Measurement Using a Security Market Line352 cited
  • 1986On Timing and Selectivity

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273 cited
  • 1990Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation263 cited
  • Cited by

    • 2006New Zealand mutual funds: measuring performance and persistence in performance61 cited
    • 2006MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS48 cited
    • 2005Mutual Fund Performance: Skill or Luck?42 cited
    • 2016On the robustness of persistence in mutual fund performance41 cited
    • 2007Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds41 cited
    • 2006Mutual Fund Performance39 cited
    • 2017Emerging market mutual fund performance: evidence for China32 cited
    • 2005Australian Retail Superannuation Fund Performance Persistence29 cited
    • 2001HOT HANDS AND SUPERANNUATION FUND PERFORMANCE: A SECOND NOTE FOR TRUSTEES15 cited