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Mutual funds and market performance: New evidence from ASEAN markets
16 references·1 citing·45 second hop
Mutual funds and market performance: New evidence from ASEAN markets (2016)Mutual funds and market performance: New …Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Financial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Institutional Herding (2003)Institutional HerdingMutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Emerging equity market volatility (1997)Emerging equity market volati…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Aggregate mutual fund flows and security returns (1995)Aggregate mutual fund flows a…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Sovereign CDS and mutual funds: Global evidence (2021)Sovereign CDS and mutual fund…Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Estimation of Panel Vector Autoregression in Stata (2016)Economic growth, CO2 emissions and energy consumption: What causes what and where? (2018)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Herd Behavior and Investment (1988)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)
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References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2003

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Institutional Herding
898 cited
  • 1995Aggregate mutual fund flows and security returns734 cited
  • Cited by

    • 2021Sovereign CDS and mutual funds: Global evidence20 cited