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The Missing New Funds
16 references·4 citing·35 second hopsampled
The Missing New Funds (2017)The Missing New FundsMeasuring skill in the mutual fund industry (2015)Measuring skill in the mutual…The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios (2014)The People in Your Neighborho…Scale and skill in active management (2014)Scale and skill in active man…Attracting Investor Attention through Advertising (2014)Attracting Investor Attention…Time‐Varying Fund Manager Skill (2013)Time‐Varying Fund Manager Ski…No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice (2012)No Place Like Home: Familiari…A Flow-Based Explanation for Return Predictability (2012)A Flow-Based Explanation for …Risk Shifting and Mutual Fund Performance (2011)Risk Shifting and Mutual Fund…Red and blue investing: Values and finance (2011)Red and blue investing: Value…Mutual Fund Incubation (2010)Mutual Fund IncubationFalse Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)False Discoveries in Mutual F…Unobserved Actions of Mutual Funds (2006)Unobserved Actions of Mutual …Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…The Delisting Bias in CRSP Data (1997)The Delisting Bias in CRSP Da…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Common Fund Flows: Flow Hedging and Factor Pricing (2022)Common Fund Flows: Flow Hedgi…Double-Adjusted Mutual Fund Performance (2020)Double-Adjusted Mutual Fund P…Data quality problems troubling business and financial researchers: A literature review and synthetic analysis (2020)Data quality problems troubli…Short Selling ETFs (2016)Short Selling ETFsDoes the Stock Market Overreact? (1985)The Long‐Run Performance of initial Public Offerings (1991)The Cross-Section of Expected Stock Returns (1992)Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)What Drives Firm‐Level Stock Returns? (2002)Replicating Anomalies (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Relation between Price and Performance in the Mutual Fund Industry (2009)Mutual Fund's R 2 as Predictor of Performance (2012)Multifactor Explanations of Asset Pricing Anomalies (1996)Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study (2012)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Limits of Arbitrage (2010)Do ETFs Increase Volatility? (2014)Liquidity Risk and Expected Stock Returns (2003)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Assessing asset pricing models using revealed preference (2015)Investor flows and fragility in corporate bond funds (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Every Little Helps? ESG News and Stock Market Reaction (2017)Shaped by their daughters: Executives, female socialization, and corporate social responsibility (2017)Herd Behavior and Investment (1988)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)
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References

  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1997The Delisting Bias in CRSP Data1,057 cited
  • 2006Unobserved Actions of Mutual Funds830 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
  • 2015Measuring skill in the mutual fund industry816 cited
  • 2012A Flow-Based Explanation for Return Predictability769 cited
  • 2011Red and blue investing: Values and finance749 cited
  • 2010Mutual Fund Incubation709 cited
  • 2014Scale and skill in active management547 cited
  • 2013Time‐Varying Fund Manager Skill539 cited
  • 2014Attracting Investor Attention through Advertising491 cited
  • 2014The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios478 cited
  • 2011Risk Shifting and Mutual Fund Performance447 cited
  • 2012No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice

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383 cited

Cited by

  • 2020Double-Adjusted Mutual Fund Performance45 cited
  • 2022Common Fund Flows: Flow Hedging and Factor Pricing43 cited
  • 2016Short Selling ETFs40 cited
  • 2020Data quality problems troubling business and financial researchers: A literature review and synthetic analysis38 cited