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Pension fund equity performance: Patience, activity or both?
16 references·0 citing·37 second hopsampled
Pension fund equity performance: Patience, activity or both? (2020)Pension fund equity performance: Patience…Quality minus junk (2018)Quality minus junkDo Funds Make More When They Trade More? (2017)Do Funds Make More When They …Patient capital outperformance: The investment skill of high active share managers who trade infrequently (2016)Patient capital outperformanc…Measuring skill in the mutual fund industry (2015)Measuring skill in the mutual…Dissecting Anomalies with a Five-Factor Model (2015)Dissecting Anomalies with a F…Time‐Varying Fund Manager Skill (2013)Time‐Varying Fund Manager Ski…Betting against beta (2013)Betting against betaTime-Varying Fund Manager Skill (2011)Time-Varying Fund Manager Ski…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Predictive regressions (1999)Predictive regressionsAsset Allocation Dynamics and Pension Fund Performance (1999)Asset Allocation Dynamics and…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Survey of Corporate Governance (1997)A Survey of Corporate Governa…The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation (1993)The Investment Performance of…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)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)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Implications of rational inattention (2003)Mutual Fund Performance and the Incentive to Generate Alpha (2013)Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)Mutual Fund Performance and Flows during the COVID-19 Crisis (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Scale and skill in active management (2014)Assessing asset pricing models using revealed preference (2015)Investor flows and fragility in corporate bond funds (2017)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)A Rational Theory of Mutual Funds' Attention Allocation (2016)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The short of it: Investor sentiment and anomalies (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Risks and Returns of Cryptocurrency (2020)Editor's Choice Digesting Anomalies: An Investment ApproachReplicating Anomalies (2018)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1997A Survey of Corporate Governance16,237 cited
  • 2013Betting against beta2,027 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 1999Predictive regressions1,614 cited
  • 2015Dissecting Anomalies with a Five-Factor Model929 cited
  • 2015Measuring skill in the mutual fund industry816 cited
  • 2013Time‐Varying Fund Manager Skill539 cited
  • 2018Quality minus junk515 cited
  • 1999Asset Allocation Dynamics and Pension Fund Performance351 cited
  • 1993The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation259 cited
  • 2017Do Funds Make More When They Trade More?233 cited
  • 2011Time-Varying Fund Manager Skill220 cited
  • 2016Patient capital outperformance: The investment skill of high active share managers who trade infrequently216 cited

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