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Hot Hands in Mutual Funds: The Persistence of Performance, 1974-87
9 references·2 citing·37 second hop
Hot Hands in Mutual Funds: The Persistence of Performance, 1974-87 (1990)Hot Hands in Mutual Funds: The Persistenc…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…The Performance of Mutual Funds in the Period 1945-1964 (2002)The Performance of Mutual Fun…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…The empirical foundations of the arbitrage pricing theory (1988)The empirical foundations of …Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceAmerican equity mutual funds in European markets: Hot hands phenomenon and style analysis (2004)American equity mutual funds …Performance Persistence in the Alternative Investment Industry (1998)Performance Persistence in th…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Investor Diversification and International Equity Markets (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Sources of risk and expected returns in global equity markets (1994)Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? (1995)Large Dimensional Factor Analysis (2008)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)All experience is not created equal: learning, adapting, and focusing in product portfolio management (2011)Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011)Financial Advice and Individual Investor Portfolio Performance (2012)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)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)The Structure and Performance of the Money Management Industry (1992)Global Capital and National Governments (2001)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
this work references cited by second hop

References

  • 1966Mutual Fund Performance3,932 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1988The empirical foundations of the arbitrage pricing theory366 cited
  • 2002The Performance of Mutual Funds in the Period 1945-1964270 cited

Cited by

  • 2004American equity mutual funds in European markets: Hot hands phenomenon and style analysis27 cited
  • 1998Performance Persistence in the Alternative Investment Industry25 cited

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