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The Persistence of Risk-Adjusted Mutual Fund Performance
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  • 2006Unobserved Actions of Mutual Funds830 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
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  • 2009Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective598 cited
  • 1999On the Performance of Hedge Funds547 cited
  • 2000Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows540 cited
  • 2011The Interim Trading Skills of Institutional Investors446 cited
  • 2002Mutual fund performance and seemingly unrelated assets436 cited
  • 1998Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance430 cited
  • 2001Hedge Fund Performance and Manager Skill400 cited
  • 2002On Mutual Fund Investment Styles397 cited
  • 2001A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases

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390 cited
  • 1999Volatility Timing in Mutual Funds: Evidence from Daily Returns389 cited