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Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
16 references·16 citing·34 second hopsampled
Mutual fund flows and investor returns: An empirical examination of fund investor timing ability (2007)Mutual fund flows and investor returns: A…Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry (2009)Assessing the Costs and Benef…On the Timing Ability of Mutual Fund Managers (2001)On the Timing Ability of Mutu…Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Is Money Smart? A Study of Mu…Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Volume, Volatility, Price, an…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…The Limits of Arbitrage (1995)The Limits of ArbitrageCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The weighing of evidence and the determinants of confidence (1992)The weighing of evidence and …Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Judgement under Uncertainty: Heuristics and Biases (1985)Judgement under Uncertainty: …Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…Judgement under Uncertainty: Heuristics and Biases (1983)Judgement under Uncertainty: …Calibration of probabilities: The state of the art to 1980 (1982)Calibration of probabilities:…Subjective probability: A judgment of representativeness (1972)Subjective probability: A jud…ETF Arbitrage, Non-Fundamental Demand, and Return Predictability (2020)ETF Arbitrage, Non-Fundamenta…Why are older investors less willing to take financial risks? (2018)Why are older investors less …Psychology-Based Models of Asset Prices and Trading Volume (2018)Psychology-Based Models of As…Stock Market Volatility and Changes in Financial Risk Tolerance During the Great Recession (2017)Stock Market Volatility and C…What Drives the 'Smart-Money' Effect? Evidence from Investors' Money Flow to Mutual Fund Classes (2016)What Drives the 'Smart-Money'…What Drives ETF Flows? (2014)What Drives ETF Flows?Technical market indicators: An overview (2014)Technical market indicators: …The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions (2013)The wisdom of crowds: Mutual …Performance hypothesis testing with the Sharpe ratio: The case of hedge funds (2013)Performance hypothesis testin…Mutual fund flows, expected returns, and the real economy (2012)Mutual fund flows, expected r…Financial Advice: Does It Make a Difference? (2012)Financial Advice: Does It Mak…Higher risk, lower returns: What hedge fund investors really earn☆ (2011)Higher risk, lower returns: W…The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation (2009)The dynamics of short-term mu…Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn (2009)Higher Risk, Lower Returns: W…Derivative use, fund flows and investment manager performance (2008)Derivative use, fund flows an…Agency costs, governance, and organizational forms: Evidence from the mutual fund industry (2008)Agency costs, governance, and…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)Belief in the law of small numbers. (1971)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Prospect Theory: An Analysis of Decision under Risk (1979)The theory of planned behavior (1991)A power primer. (1992)Confirmation Bias: A Ubiquitous Phenomenon in Many Guises (1998)A perspective on judgment and choice: Mapping bounded rationality. (2003)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect theory: An analysis of decision under risk (1988)Do Investors Trade Too Much? (1999)Investor Psychology and Asset Pricing (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Gender Differences in Preferences (2009)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)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)Introduction: epistemic communities and international policy coordination (1992)The Influence of Culture, Community, and the Nested‐Self in the Stress Process: Advancing Conservation of Resources Theory (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1972Subjective probability: A judgment of representativeness4,876 cited
  • 1983Judgement under Uncertainty: Heuristics and Biases3,812 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
  • 1982Calibration of probabilities: The state of the art to 19801,966 cited
  • 1992The weighing of evidence and the determinants of confidence1,842 cited
  • 1985Judgement under Uncertainty: Heuristics and Biases1,356 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1999Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability816 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 2009Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry604 cited

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

  • 2001On the Timing Ability of Mutual Fund Managers580 cited
  • Cited by

    • 2018Psychology-Based Models of Asset Prices and Trading Volume218 cited
    • 2011Higher risk, lower returns: What hedge fund investors really earn☆161 cited
    • 2020ETF Arbitrage, Non-Fundamental Demand, and Return Predictability132 cited
    • 2018Why are older investors less willing to take financial risks?117 cited
    • 2014What Drives ETF Flows?98 cited
    • 2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation97 cited
    • 2013The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions81 cited
    • 2012Mutual fund flows, expected returns, and the real economy77 cited
    • 2008Agency costs, governance, and organizational forms: Evidence from the mutual fund industry59 cited
    • 2009Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn57 cited
    • 2016What Drives the 'Smart-Money' Effect? Evidence from Investors' Money Flow to Mutual Fund Classes48 cited
    • 2012Financial Advice: Does It Make a Difference?42 cited
    • 2014Technical market indicators: An overview42 cited
    • 2013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds38 cited
    • 2017Stock Market Volatility and Changes in Financial Risk Tolerance During the Great Recession37 cited
    • 2008Derivative use, fund flows and investment manager performance37 cited