SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Value Added from Investment Managers: An Examination of Funds of REITs
16 references·16 citing·31 second hopsampled
The Value Added from Investment Managers: An Examination of Funds of REITs (2000)The Value Added from Investment Managers:…The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)The economics of small busine…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…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…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceDid Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States? (1994)Did Risk-Based Capital Alloca…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Portfolio Performance Evaluation: Old Issues and New Insights (1989)Portfolio Performance Evaluat…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…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …Diversification Benefits of REIT Preferred and Common Stock: New Evidence from a Utility‐based Framework (2016)Diversification Benefits of R…Intermediated investment management in private markets: Evidence from pension fund investments in real estate (2014)Intermediated investment mana…Real Estate Mutual Funds: Herding, Momentum Trading and Performance (2013)Real Estate Mutual Funds: Her…Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades (2011)Can Fund Managers Select Outp…On the Portfolio Properties of Real Estate in Good Times and Bad Times1 (2010)On the Portfolio Properties o…Alpha and Persistence in Real Estate Fund Performance (2010)Alpha and Persistence in Real…REIT Momentum and the Performance of Real Estate Mutual Funds (2009)REIT Momentum and the Perform…Alternative Benchmarks for Evaluating Mutual Fund Performance (2009)Alternative Benchmarks for Ev…Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds (2008)Further Evidence on the Perfo…Discovering REIT Price Discovery: A New Data Setting (2007)Discovering REIT Price Discov…Manager characteristics and real estate mutual fund returns, risk and fees (2006)Manager characteristics and r…Real Estate Mutual Funds: Performance and Persistence (2004)Real Estate Mutual Funds: Per…The Environment and Performance of Real Estate Investment Trusts (2003)The Environment and Performan…REITs in the decentralized investment industry (2002)REITs in the decentralized in…Explaining the Discount to NAV in REIT Pricing: Noise or Information? (2001)Explaining the Discount to NA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Small and medium-size enterprises: Access to finance as a growth constraint (2006)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)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle3,690 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1995Performance Persistence946 cited
  • 1994Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?

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

589 cited
  • 1989Portfolio Performance Evaluation: Old Issues and New Insights583 cited
  • Cited by

    • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
    • 2014Intermediated investment management in private markets: Evidence from pension fund investments in real estate89 cited
    • 2004Real Estate Mutual Funds: Performance and Persistence82 cited
    • 2009Alternative Benchmarks for Evaluating Mutual Fund Performance62 cited
    • 2009REIT Momentum and the Performance of Real Estate Mutual Funds59 cited
    • 2002REITs in the decentralized investment industry55 cited
    • 2010Alpha and Persistence in Real Estate Fund Performance54 cited
    • 2003The Environment and Performance of Real Estate Investment Trusts51 cited
    • 2010On the Portfolio Properties of Real Estate in Good Times and Bad Times146 cited
    • 2001Explaining the Discount to NAV in REIT Pricing: Noise or Information?44 cited
    • 2011Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades41 cited
    • 2008Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds39 cited
    • 2013Real Estate Mutual Funds: Herding, Momentum Trading and Performance32 cited
    • 2016Diversification Benefits of REIT Preferred and Common Stock: New Evidence from a Utility‐based Framework29 cited
    • 2007Discovering REIT Price Discovery: A New Data Setting29 cited
    • 2006Manager characteristics and real estate mutual fund returns, risk and fees28 cited