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The Determinants of Mutual Fund Performance: A Cross-Country Study
16 references·16 citing·37 second hopsampled
The Determinants of Mutual Fund Performance: A Cross-Country Study (2011)The Determinants of Mutual Fund Performan…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…What Works in Securities Laws? (2006)What Works in Securities Laws?Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)Information Production and Ca…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…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Formal and Real Authority in Organizations (1997)Formal and Real Authority in …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Estimating the components of the bid/ask spread (1988)Estimating the components of …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…On the short-term persistence of mutual fund performance in Europe (2023)On the short-term persistence…Machine learning and fund characteristics help to select mutual funds with positive alpha (2023)Machine learning and fund cha…Private Debt Fund Returns, Persistence, and Market Conditions (2022)Private Debt Fund Returns, Pe…UK investment trust portfolio strategies before the First World War† (2020)UK investment trust portfolio…Crowding: Evidence from Fund Managerial Structure (2020)Crowding: Evidence from Fund …Trading efficiency of fund families: Impact on fund performance and investment behavior (2017)Trading efficiency of fund fa…Is the Active Fund Management Industry Concentrated Enough? 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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Formal and Real Authority in Organizations3,119 cited
  • 2006What Works in Securities Laws?2,787 cited
  • 2002Information Production and Capital Allocation: Decentralized versus Hierarchical Firms2,426 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 1988

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Estimating the components of the bid/ask spread
1,612 cited

Cited by

  • 2023Machine learning and fund characteristics help to select mutual funds with positive alpha115 cited
  • 2010Emerging Market Mutual Fund Performance: Evidence for Poland97 cited
  • 2015The short-term persistence of international mutual fund performance93 cited
  • 2023On the short-term persistence of mutual fund performance in Europe60 cited
  • 2009Performance evaluation of Polish mutual fund managers60 cited
  • 2011The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance47 cited
  • 2017Trading efficiency of fund families: Impact on fund performance and investment behavior45 cited
  • 2020UK investment trust portfolio strategies before the First World War†34 cited
  • 2016Is the Active Fund Management Industry Concentrated Enough?34 cited
  • 2011A New Family of Equity Style Indices and Mutual Fund Performance: Do Liquidity and Idiosyncratic Risk Matter?30 cited
  • 2009Performance and characteristics of mutual fund starts27 cited
  • 2015Dissecting Short-Sale Performance: Evidence from Large Position Disclosures26 cited
  • 2015Efficiently Inefficient Markets for Assets and Asset Management25 cited
  • 2022Private Debt Fund Returns, Persistence, and Market Conditions24 cited
  • 2020Crowding: Evidence from Fund Managerial Structure22 cited
  • 2016Crowdfunding: The collaborative economy for channelling institutional and household savings21 cited