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Italian Equity Funds: Efficiency and Performance Persistence
16 references·3 citing·31 second hop
Italian Equity Funds: Efficiency and Performance Persistence (2001)Italian Equity Funds: Efficiency and Perf…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…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…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 PersistenceHot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIMutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…The Phillips curve and the Italian lira, 1861–1998 (2010)The Phillips curve and the It…Wage Bargaining Coordination and the Phillips Curve in Italy (2009)Wage Bargaining Coordination …Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market (2008)Testing for persistence in mu…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)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)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)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)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 Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited

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1996
The Persistence of Risk-Adjusted Mutual Fund Performance
838 cited

Cited by

  • 2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market29 cited
  • 2010The Phillips curve and the Italian lira, 1861–199818 cited
  • 2009Wage Bargaining Coordination and the Phillips Curve in Italy13 cited