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Measuring the True Cost of Active Management by Mutual Funds
8 references·0 citing·33 second hop
Measuring the True Cost of Active Management by Mutual Funds (2005)Measuring the True Cost of Active Managem…An Alternative Future (2004)An Alternative FutureAn Alternative Future (2004)An Alternative FutureMutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Common Sense on Mutual Funds (1999)Common Sense on Mutual FundsOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Differential Information and Performance Measurement Using a Security Market Line (1985)Differential Information and …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (1969)The arbitrage theory of capital asset pricing (1976)Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Evaluating Mutual Fund Performance (2001)The Conditional CAPM Does Not Explain Asset-Pricing Anomalies (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Survivorship Bias in Performance Studies (1992)Is Your Alpha Big Enough To Cover Its Taxes? (1993)Do Hedge Funds Hedge? (2001)Factor Modelling and Benchmarking of Hedge Funds: Can Passive Investments in Hedge Fund Strategies Deliver? (2005)The Right Place for Alternative Betas in Hedge Fund Performance (2006)Foreign Institutional Investors, Shareholding Change, and Corporate Governance (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The financial analysts journal (1960)The journal of financial economics (1993)Characteristics of Risk and Return in Risk Arbitrage (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Equity Index Funds Have Lost Their Way (2002)The Information Content of Mutual Fund Print Advertising (2003)‘J’-shaped returns to timing advantage in access to information – Experimental evidence and a tentative explanation (2006)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1985Differential Information and Performance Measurement Using a Security Market Line352 cited
  • 1999Common Sense on Mutual Funds68 cited
  • 2004An Alternative Future30 cited
  • 2004An Alternative Future27 cited

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