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Morningstar ratings and future performance
16 references·3 citing·28 second hop
Morningstar ratings and future performance (2006)Morningstar ratings and future performanceStar Power: The Effect of Morningstar Ratings on Mutual Fund Flow (2001)Star Power: The Effect of Mor…Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (2000)Truth in Mutual Fund Advertis…Morningstar Ratings and Mutual Fund Performance (2000)Morningstar Ratings and Mutua…Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters (1999)Performance Evaluation with T…Morningstar's Risk-Adjusted Ratings (1998)Morningstar's Risk-Adjusted R…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIHandbooks in operations research and management science (1989)Handbooks in operations resea…The Investment Performance of Unit Trusts and Mutual Funds in Australia for the Period 1969 to 1978 (1986)The Investment Performance of…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Is quantitative and qualitative information relevant for choosing mutual funds? (2020)Is quantitative and qualitati…Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation (2017)Vine copulas: modelling syste…Quality investing in an Australian context (2013)Quality investing in an Austr…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)On Persistence in Mutual Fund Performance (1997)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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 PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Unobserved Actions of Mutual Funds (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 2000Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows540 cited
  • 2000Morningstar Ratings and Mutual Fund Performance228 cited
  • 1998Morningstar's Risk-Adjusted Ratings133 cited
  • 1999Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters121 cited
  • 2001Star Power: The Effect of Morningstar Ratings on Mutual Fund Flow73 cited

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1986
The Investment Performance of Unit Trusts and Mutual Funds in Australia for the Period 1969 to 1978
57 cited

Cited by

  • 2017Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation25 cited
  • 2020Is quantitative and qualitative information relevant for choosing mutual funds?24 cited
  • 2013Quality investing in an Australian context20 cited