SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Revisiting mutual fund performance evaluation
16 references·16 citing·30 second hopsampled
Revisiting mutual fund performance evaluation (2013)Revisiting mutual fund performance evalua…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)False Discoveries in Mutual F…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Performance Persistence (1995)Performance PersistenceMomentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual fund performance persistence: Factor models and portfolio size (2022)Mutual fund performance persi…Sustainable Development Goals and Investment Strategies: The Profitability of Using Five-Factor Fama-French Alphas (2020)Sustainable Development Goals…The impact of country-level and fund-level factors on mutual fund performance in Vietnam (2019)The impact of country-level a…The Performance of US Bond Mutual Funds (2018)The Performance of US Bond Mu…Review of New Trends in the Literature on Factor Models and Mutual Fund Performance (2018)Review of New Trends in the L…UK equity mutual fund alphas make a comeback (2016)UK equity mutual fund alphas …Short-Term Performance and Mutual Fund Size (2016)Short-Term Performance and Mu…The performance of US equity mutual funds (2015)The performance of US equity …The market timing ability and return performance of Islamic equities: An empirical study (2015)The market timing ability and…Modeling leakage in two-stage DEA models: An application to US mutual fund families (2015)Modeling leakage in two-stage…Market Timing Around the World (2015)Market Timing Around the WorldGender, style diversity, and their effect on fund performance (2015)Gender, style diversity, and …What impact does a change of fund manager have on mutual fund performance? (2014)What impact does a change of …The Performance of Separate Accounts and Collective Investment Trusts (2012)The Performance of Separate A…Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts (2011)Performance Measurement of Mu…Investment Performance Evaluation (2010)Investment Performance Evalua…Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)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)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Common risk factors in the returns on stocks and bonds (1993)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)Measuring skill in the mutual fund industry (2015)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)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)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)A Rational Theory of Mutual Funds' Attention Allocation (2016)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Efficient Capital Markets: II (1991)
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
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 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
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1995Performance Persistence946 cited

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

1993
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
870 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
  • Cited by

    • 2010Investment Performance Evaluation77 cited
    • 2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts67 cited
    • 2018The Performance of US Bond Mutual Funds46 cited
    • 2019The impact of country-level and fund-level factors on mutual fund performance in Vietnam45 cited
    • 2015Modeling leakage in two-stage DEA models: An application to US mutual fund families44 cited
    • 2015The market timing ability and return performance of Islamic equities: An empirical study43 cited
    • 2015The performance of US equity mutual funds39 cited
    • 2020Sustainable Development Goals and Investment Strategies: The Profitability of Using Five-Factor Fama-French Alphas38 cited
    • 2012The Performance of Separate Accounts and Collective Investment Trusts36 cited
    • 2015Gender, style diversity, and their effect on fund performance35 cited
    • 2015Market Timing Around the World33 cited
    • 2018Review of New Trends in the Literature on Factor Models and Mutual Fund Performance31 cited
    • 2022Mutual fund performance persistence: Factor models and portfolio size26 cited
    • 2016Short-Term Performance and Mutual Fund Size25 cited
    • 2016UK equity mutual fund alphas make a comeback23 cited
    • 2014What impact does a change of fund manager have on mutual fund performance?21 cited