this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1986Economic Forces and the Stock Market5,258 cited
- n.d.A model of investor sentiment /4,073 cited
- 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
- 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
- 1986Noise1,783 cited
- 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
- 1986Do Demand Curves for Stocks Slope Down?1,524 cited
- 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
- 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
- 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
- 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work