SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
16 references·14 citing·35 second hopsampled
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance (1998)Conditioning Manager Alphas on Economic I…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Conditional CAPM and the …Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)A Cross-Sectional Test of an …Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Performance Persistence (1995)Performance PersistenceThe Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Chinese securities investment funds: the role of luck in performance (2021)Chinese securities investment…The relation between fees and return predictability in the mutual fund industry (2015)The relation between fees and…Target Date Funds: Characteristics and Performance (2015)Target Date Funds: Characteri…Mutual Fund Industry Selection and Persistence (2012)Mutual Fund Industry Selectio…Time-Varying Fund Manager Skill (2011)Time-Varying Fund Manager Ski…On the Dynamics of Hedge Fund Risk Exposures (2010)On the Dynamics of Hedge Fund…Staying the Course: The Role of Investment Style Consistency in the Performance of Mutual Funds (2009)Staying the Course: The Role …The Impact of Non-normality Risks and Tactical Trading on Hedge Fund Alphas (2008)The Impact of Non-normality R…Mutual Fund Performance (2006)Mutual Fund PerformanceMutual Fund Performance: Skill or Luck? (2005)Mutual Fund Performance: Skil…Issuer Surplus and the Partial Adjustment of IPO Prices to Public Information (2003)Issuer Surplus and the Partia…Conditioning Information and European Bond Fund Performance (2003)Conditioning Information and …Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds (2000)Conditional Performance Measu…Momentum Trading by Institutions (1998)Momentum Trading by Instituti…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Mutual Fund Flows and Performance in Rational Markets (2002)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)An Empirical Evaluation of Accounting Income Numbers (1968)Modern Portfolio Theory and Investment Analysis. (1982)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)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)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model1,023 cited
  • 1995Performance Persistence946 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited

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

  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • Cited by

    • 2012Mutual Fund Industry Selection and Persistence86 cited
    • 2021Chinese securities investment funds: the role of luck in performance70 cited
    • 2003Conditioning Information and European Bond Fund Performance59 cited
    • 2009Staying the Course: The Role of Investment Style Consistency in the Performance of Mutual Funds58 cited
    • 2000Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds54 cited
    • 2011Time-Varying Fund Manager Skill53 cited
    • 2015The relation between fees and return predictability in the mutual fund industry46 cited
    • 2008The Impact of Non-normality Risks and Tactical Trading on Hedge Fund Alphas45 cited
    • 2005Mutual Fund Performance: Skill or Luck?42 cited
    • 2015Target Date Funds: Characteristics and Performance40 cited
    • 2006Mutual Fund Performance39 cited
    • 1998Momentum Trading by Institutions36 cited
    • 2003Issuer Surplus and the Partial Adjustment of IPO Prices to Public Information31 cited
    • 2010On the Dynamics of Hedge Fund Risk Exposures30 cited