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Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory
16 references·0 citing·33 second hop
Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory (2006)Timing and selectivity of mutual fund man…Choices, Values, and Frames (2013)Choices, Values, and FramesMutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Volume, Volatility, Price, an…Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades (1998)Learning from the Behavior of…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The emerging conceptualization of groups as information processors. (1997)The emerging conceptualizatio…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)Upper Echelons: The Organizat…Choices, values, and frames. (1984)Choices, values, and frames.Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …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…Mutual Fund Performance (1966)Mutual Fund PerformanceCAPITAL 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)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Framing: Toward Clarification of a Fractured Paradigm (1993)Subjective well-being: Three decades of progress. (1999)Theory of games and economic behavior (2019)The social psychology of organizing (1969)The Social Psychology of Organizations. (1979)Market Orientation: The Construct, Research Propositions, and Managerial Implications (1990)Market Orientation: Antecedents and Consequences (1993)Toward a Theory of Stakeholder Identification and Salience: Defining the Principle of who and What Really Counts (1997)American Economic Review (2019)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)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)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)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)Multifactor Explanations of Asset Pricing Anomalies (1996)The weirdest people in the world? (2010)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1984Upper Echelons: The Organization as a Reflection of Its Top Managers10,217 cited
  • 1984Choices, values, and frames.6,505 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2013Choices, Values, and Frames5,320 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
  • 1998Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades1,916 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1997

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The emerging conceptualization of groups as information processors.
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