SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fund Flow Volatility and Performance
16 references·16 citing·27 second hopsampled
Fund Flow Volatility and Performance (2009)Fund Flow Volatility and PerformanceUnobserved Actions of Mutual Funds (2006)Unobserved Actions of Mutual …Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Career Concerns of Mutual Fund Managers (1999)Career Concerns of Mutual Fun…Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Are Some Mutual Fund Managers…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…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…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Cost of Transacting (1968)The Cost of TransactingMutual Fund Performance (1966)Mutual Fund PerformanceMachine learning and fund characteristics help to select mutual funds with positive alpha (2023)Machine learning and fund cha…Fund ESG performance and downside risk: Evidence from China (2023)Fund ESG performance and down…Private Company Valuations by Mutual Funds (2022)Private Company Valuations by…The Value of ETF Liquidity (2020)The Value of ETF LiquidityChallenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …Equity fund flows, market returns, and market risk: evidence from China (2018)Equity fund flows, market ret…Trading efficiency of fund families: Impact on fund performance and investment behavior (2017)Trading efficiency of fund fa…Fund Flows, Manager Changes, and Performance Persistence (2017)Fund Flows, Manager Changes, …Management of flow risk in mutual funds (2015)Management of flow risk in mu…The dynamics of market volatility, market return, and equity fund flow: International evidence (2014)The dynamics of market volati…The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions (2013)The wisdom of crowds: Mutual …Predicting Tunisian mutual fund performance using dynamic panel data model (2011)Predicting Tunisian mutual fu…The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation (2009)The dynamics of short-term mu…Mutual fund portfolio trading and investor flow (2009)Mutual fund portfolio trading…Unobserved Actions of Mutual Funds (2005)Unobserved Actions of Mutual …Conditional Performance Evaluation, Revisited (2004)Conditional Performance Evalu…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)Common risk factors in the returns on stocks and bonds (1993)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)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)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Information Effects on the Bid-Ask Spread (1983)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)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)Herding and Feedback Trading by Institutional and Individual Investors (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 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
  • 1968The Cost of Transacting1,909 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 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
  • 1999Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance1,002 cited
  • 1999Career Concerns of Mutual Fund Managers859 cited
  • 2006

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Unobserved Actions of Mutual Funds
830 cited

Cited by

  • 2023Machine learning and fund characteristics help to select mutual funds with positive alpha115 cited
  • 2005Unobserved Actions of Mutual Funds108 cited
  • 2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation97 cited
  • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
  • 2013The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions81 cited
  • 2004Conditional Performance Evaluation, Revisited70 cited
  • 2023Fund ESG performance and downside risk: Evidence from China56 cited
  • 2017Trading efficiency of fund families: Impact on fund performance and investment behavior45 cited
  • 2022Private Company Valuations by Mutual Funds32 cited
  • 2014The dynamics of market volatility, market return, and equity fund flow: International evidence31 cited
  • 2020The Value of ETF Liquidity29 cited
  • 2015Management of flow risk in mutual funds26 cited
  • 2018Equity fund flows, market returns, and market risk: evidence from China23 cited
  • 2017Fund Flows, Manager Changes, and Performance Persistence23 cited
  • 2009Mutual fund portfolio trading and investor flow23 cited
  • 2011Predicting Tunisian mutual fund performance using dynamic panel data model22 cited