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Wine Funds: An Alternative Turning Sour?
16 references·7 citing·35 second hop
Wine Funds: An Alternative Turning Sour? (2015)Wine Funds: An Alternative Turning Sour?On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data (2011)An Examination of Mutual Fund…Wine as an Alternative Asset Class (2010)Wine as an Alternative Asset …Measuring the timing ability and performance of bond mutual funds☆ (2010)Measuring the timing ability …Do mutual funds time the market? Evidence from portfolio holdings (2007)Do mutual funds time the mark…The Rate of Return on Investment in Wine (2001)The Rate of Return on Investm…On the Timing Ability of Mutual Fund Managers (2001)On the Timing Ability of Mutu…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…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Market Timing and Mutual Fund Investment Performance (1984)Market Timing and Mutual Fund…To Save or Savor: The Rate of Return to Storing Wine (1981)To Save or Savor: The Rate of…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…The Rate of Return to Storing Wines (1979)The Rate of Return to Storing…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…Market segments and pricing of fine wines over their lifecycle (2024)Market segments and pricing o…Rare whiskies' market: new Eldorado for investors and collectors? (2023)Rare whiskies' market: new El…Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors (2022)Volatility spillovers between…Diversification Benefit of Actual Investing in Fine Wine (2020)Diversification Benefit of Ac…Volatility transmission to the fine wine market (2019)Volatility transmission to th…Déterminants macroéconomiques du prix du vin (2018)Déterminants macroéconomiques…Crowdfunding in the Wine Industry (2018)Crowdfunding in the Wine Indu…The capital asset pricing model: Some empirical tests (1972)Efficient Capital Markets: II (1991)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The arbitrage theory of capital asset pricing (1976)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Costly Search and Mutual Fund Flows (1998)Mutual Fund Flows and Performance in Rational Markets (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)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 Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Expected stock returns and volatility (1987)Business conditions and expected returns on stocks and bonds (1989)Modeling and Forecasting Realized Volatility (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Risk Shifting and Mutual Fund Performance (2011)Time‐Varying Fund Manager Skill (2013)Short-Term Persistence in Mutual Fund Performance (2004)Measuring skill in the mutual fund industry (2015)Inefficient Markets (2000)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)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)On Mutual Fund Investment Styles (2002)Family Values and the Star Phenomenon: Strategies of Mutual Fund Families (2003)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,143 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2001On the Timing Ability of Mutual Fund Managers590 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds414 cited
  • 2007Do mutual funds time the market? Evidence from portfolio holdings372 cited
  • 2010Measuring the timing ability and performance of bond mutual funds☆202 cited
  • 2011An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data118 cited
  • 2001The Rate of Return on Investment in Wine113 cited
  • 1979The Rate of Return to Storing Wines101 cited
  • 1981To Save or Savor: The Rate of Return to Storing Wine95 cited

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  • 2010Wine as an Alternative Asset Class86 cited
  • Cited by

    • 2022Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors64 cited
    • 2019Volatility transmission to the fine wine market16 cited
    • 2020Diversification Benefit of Actual Investing in Fine Wine8 cited
    • 2018Crowdfunding in the Wine Industry8 cited
    • 2023Rare whiskies' market: new Eldorado for investors and collectors?5 cited
    • 2024Market segments and pricing of fine wines over their lifecycle4 cited
    • 2018Déterminants macroéconomiques du prix du vin0 cited