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Aspects of manager, portfolio allocation, and fund performance in Brazil
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Aspects of manager, portfolio allocation, and fund performance in Brazil (2017)Aspects of manager, portfolio allocation,…Measuring skill in the mutual fund industry (2015)Measuring skill in the mutual…The flight home effect: Evidence from the syndicated loan market during financial crises (2011)The flight home effect: Evide…Individual Investors and Local Bias (2010)Individual Investors and Loca…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…How Does Size Affect Mutual Fund Behavior? (2008)How Does Size Affect Mutual F…The Geography of Equity Analysis (2005)The Geography of Equity Analy…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Are Some Mutual Fund Managers…Performance Measurement in a Downside Risk Framework (1994)Performance Measurement in a …Optimal Incentive Contracts in the Presence of Career Concerns: Theory and Evidence (1991)Optimal Incentive Contracts i…Downside risk (1991)Downside riskMutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Mutual Fund Performance (1966)Mutual Fund PerformanceTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Asset Pricing (2001)Information and the Cost of Capital (2004)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Does the Stock Market Overreact? (1985)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Equity Portfolio Diversification (2008)Who Gambles in the Stock Market? (2009)The Causal Impact of Media in Financial Markets (2011)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Econometrics of Financial Markets (1997)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)The Econometrics of Financial Markets (2012)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep learning-based feature engineering for stock price movement prediction (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)Stock price synchronicity and analyst coverage in emerging markets (2005)Does Corporate Headquarters Location Matter for Stock Returns? (2006)Information Immobility and the Home Bias Puzzle (2009)Managerial Incentive Problems: A Dynamic Perspective (1999)The Provision of Incentives in Firms (1999)Managerial incentives and risk-taking☆ (2005)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

  • 1966Mutual Fund Performance4,089 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1991Optimal Incentive Contracts in the Presence of Career Concerns: Theory and Evidence1,876 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 1999Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance1,002 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio982 cited
  • 2005The Geography of Equity Analysis913 cited
  • 1994Performance Measurement in a Downside Risk Framework899 cited
  • 2015Measuring skill in the mutual fund industry845 cited
  • 1991Downside risk604 cited
  • 2010Individual Investors and Local Bias597 cited
  • 2011The flight home effect: Evidence from the syndicated loan market during financial crises

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472 cited
  • 2008How Does Size Affect Mutual Fund Behavior?408 cited
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