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On the Industry Concentration of Actively Managed Equity Mutual Funds
16 references·16 citing·32 second hopsampled
On the Industry Concentration of Actively Managed Equity Mutual Funds (2004)On the Industry Concentration of Actively…Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…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…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceMomentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Measurement witho…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…How to Use Security Analysis to Improve Portfolio Selection (1973)How to Use Security Analysis …The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Common institutional ownership and stock price crash risk (2023)Common institutional ownershi…Corporate financing of investment opportunities in a world of institutional cross-ownership (2021)Corporate financing of invest…Do Stocks Outperform Treasury Bills? (2017)Do Stocks Outperform Treasury…Patient capital outperformance: The investment skill of high active share managers who trade infrequently (2016)Patient capital outperformanc…Limited attention, marital events and hedge funds (2016)Limited attention, marital ev…Managerial Activeness and Mutual Fund Performance (2015)Managerial Activeness and Mut…Mutual Fund Competition, Managerial Skill, and Alpha Persistence (2014)Mutual Fund Competition, Mana…Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings (2012)Forecasting Stock Returns Thr…Flight-to-Liquidity, Market Uncertainty, and the Actions of Mutual Fund Investors (2012)Flight-to-Liquidity, Market U…Time-Varying Fund Manager Skill (2011)Time-Varying Fund Manager Ski…Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance? (2011)Does Media Coverage of Stocks…The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance (2009)The Road Less Traveled: Strat…The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies (2009)The Performance of Socially R…Mutual Fund's R2 as Predictor of Performance (2008)Mutual Fund's R2 as Predictor…Information Acquisition and Under-Diversification (2008)Information Acquisition and U…Unobserved Actions of Mutual Funds (2005)Unobserved Actions of Mutual …The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)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)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)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)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Herding and Feedback Trading by Institutional and Individual Investors (1999)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)
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
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 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
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 1995Performance Persistence946 cited
  • 1973How to Use Security Analysis to Improve Portfolio Selection822 cited

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

  • 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns816 cited
  • Cited by

    • 2017Do Stocks Outperform Treasury Bills?261 cited
    • 2009The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies237 cited
    • 2011Time-Varying Fund Manager Skill220 cited
    • 2008Information Acquisition and Under-Diversification220 cited
    • 2016Patient capital outperformance: The investment skill of high active share managers who trade infrequently216 cited
    • 2011Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?213 cited
    • 2014Mutual Fund Competition, Managerial Skill, and Alpha Persistence167 cited
    • 2015Managerial Activeness and Mutual Fund Performance149 cited
    • 2021Corporate financing of investment opportunities in a world of institutional cross-ownership128 cited
    • 2005Unobserved Actions of Mutual Funds108 cited
    • 2016Limited attention, marital events and hedge funds107 cited
    • 2012Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings107 cited
    • 2023Common institutional ownership and stock price crash risk103 cited
    • 2009The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance97 cited
    • 2012Flight-to-Liquidity, Market Uncertainty, and the Actions of Mutual Fund Investors95 cited
    • 2008Mutual Fund's R2 as Predictor of Performance88 cited