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Style Drift and Portfolio Management for Active Australian Equity Funds
16 references·2 citing·35 second hop
Style Drift and Portfolio Management for Active Australian Equity Funds (2008)Style Drift and Portfolio Management for …Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows (2005)Changing Names with Style: Mu…Style investing (2003)Style investingOn Mutual Fund Investment Styles (2002)On Mutual Fund Investment Sty…Mutual fund performance and seemingly unrelated assets (2002)Mutual fund performance and s…The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)The Value of Active Mutual Fu…Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Volatility Timing in Mutual F…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Mutual fund styles (1997)Mutual fund stylesMeasuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Measurement witho…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…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…Does style-shifting activity predict performance? Evidence from equity mutual funds (2015)Does style-shifting activity …The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI (2014)The volatility index and styl…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Size-related anomalies and stock return seasonality (1983)The Persistence of Mutual Fund Performance (1992)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Measuring skill in the mutual fund industry (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Is the abnormal return following equity issuances anomalous? (2000)Online Investors: Do the Slow Die First? (2002)Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)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)Judgment under Uncertainty: Heuristics and Biases (1974)Comovement (2004)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Innovative efficiency and stock returns (2012)Multifactor Explanations of Asset Pricing Anomalies (1996)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 2003Style investing971 cited
  • 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns816 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns773 cited
  • 2000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers731 cited
  • 1997Mutual fund styles475 cited
  • 2005Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows472 cited
  • 2002Mutual fund performance and seemingly unrelated assets436 cited
  • 2002On Mutual Fund Investment Styles397 cited

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  • 1999Volatility Timing in Mutual Funds: Evidence from Daily Returns389 cited
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    • 2014The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI24 cited
    • 2015Does style-shifting activity predict performance? Evidence from equity mutual funds23 cited