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Eliminating look-ahead bias in evaluating persistence in mutual fund performance
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Eliminating look-ahead bias in evaluating persistence in mutual fund performance (2001)Eliminating look-ahead bias in evaluating…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A Guide to Modern Econometrics (2000)A Guide to Modern EconometricsIs Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Is Money Smart? A Study of Mu…International Momentum Strategies (1998)International Momentum Strate…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Momentum Strategies (1996)Momentum StrategiesMeasuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceThe Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios (2011)Illiquidity Premia in Asset R…Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences (2010)Survivorship Bias and Mutual …Performance Persistence in Private Equity Funds (2010)Performance Persistence in Pr…Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios (2009)Illiquidity Premia in Asset R…New Insights Into Mutual Funds: Performance and Family Strategies (2007)New Insights Into Mutual Fund…MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS (2006)MUTUAL FUND PERFORMANCE PERSI…Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance (2004)Cross-Sectional Learning and …An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)An Econometric Model of Seria…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)The Effects of Public R&D Subsidies on Firms' Innovation Activities (2003)Panel Models in Sociological Research: Theory into Practice (2004)The dynamics of health in the British Household Panel Survey (2004)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Mutual Fund Flows and Performance in Rational Markets (2002)Has Financial Development Made the World Riskier? (2005)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1998International Momentum Strategies1,813 cited
  • 2000A Guide to Modern Econometrics1,762 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1996Momentum Strategies1,275 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited
  • 1999Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability816 cited

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Cited by

  • 2010Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences65 cited
  • 2003An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns57 cited
  • 2006MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS48 cited
  • 2009Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios46 cited
  • 2011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios44 cited
  • 2007New Insights Into Mutual Funds: Performance and Family Strategies41 cited
  • 2010Performance Persistence in Private Equity Funds26 cited
  • 2004Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance26 cited