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Market Timing and Investment Selection: Evidence from Real Estate Investors
16 references·3 citing·34 second hop
Market Timing and Investment Selection: Evidence from Real Estate Investors (2017)Market Timing and Investment Selection: E…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…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…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…Performance Persistence (1995)Performance PersistenceOn Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…There is no place like home: Information asymmetries, local asset concentration, and portfolio returns (2020)There is no place like home: …They Would If They Could: Assessing the Bindingness of the Property Holding Constraints for REITs (2017)They Would If They Could: Ass…Delegated Investment Management in Alternative Assets (2015)Delegated Investment Manageme…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)Capital markets research in accounting (2001)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Mutual Fund Flows and Performance in Rational Markets (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)The Behavior of Stock-Market Prices (1965)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Choosing factors (2018)Costly Search and Mutual Fund Flows (1998)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)The Financing of R&D and Innovation (2010)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)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1997Measuring Mutual Fund Performance with Characteristic-Based Benchmarks2,844 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,143 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,963 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,793 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,143 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited

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1995
Performance Persistence
946 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios943 cited
  • Cited by

    • 2020There is no place like home: Information asymmetries, local asset concentration, and portfolio returns49 cited
    • 2017They Would If They Could: Assessing the Bindingness of the Property Holding Constraints for REITs23 cited
    • 2015Delegated Investment Management in Alternative Assets17 cited