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Persistence of UK real estate returns: A Markov chain analysis
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Persistence of UK real estate returns: A Markov chain analysis (2001)Persistence of UK real estate returns: A …Serial Persistence in Equity REIT Returns (1997)Serial Persistence in Equity …Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF (1997)Real Estate Portfolio Analysi…Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns (1996)Systematic Behavior in Real E…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Return Properties of Equity R…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The 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…How Consistently do Active Managers Win? (1983)How Consistently do Active Ma…Expectations Models of Asset Prices: A Survey of Theory (1982)Expectations Models of Asset …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Permanent and Temporary Components of Stock Prices (1988)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Closed‐End Fund Puzzle (1991)Real estate is not normal: A fresh look at real estate return distributions (1995)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)Are REITs real estate? Evidence from international sector level data (2012)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Appraisal Smoothing: The Other Side of the Story (1998)The Environment and Performance of Real Estate Investment Trusts (2003)Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices (2011)How to Rate Management of Investment Funds (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Efficiency and the Variability of Asset Prices (1984)Randomized unit root processes for modelling and forecasting financial time series: Theory and applications (1996)Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions (2014)An Empirical Evaluation of Accounting Income Numbers (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Persistence (1995)Career Concerns of Mutual Fund Managers (1999)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Efficient Capital Markets: II (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)The Magellan Fund and market efficiency (1990)Performance Persistence of Experienced Mutual Fund Managers (1998)Induced persistence or reversals in fund performance?: the effect of survivorship bias (2001)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1993Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison207 cited
  • 1982Expectations Models of Asset Prices: A Survey of Theory112 cited
  • 1983How Consistently do Active Managers Win?85 cited
  • 1997Serial Persistence in Equity REIT Returns54 cited
  • 1997Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF46 cited
  • 1996Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns41 cited

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