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Gross profitability and mutual fund performance · Study

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ArticleGross profitability and mutual fund performance

David G. Kenchington2019

OA

Articlegreen2019

Gross profitability and mutual fund performance

David G. Kenchington · Chi Wan · H. Zafer Yüksel

20 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 2014A five-factor asset pricing model 2003Liquidity Risk and Expected Stock Returns 1995The Limits of Arbitrage 1998Costly Search and Mutual Fund Flows 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

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Year2019

Typearticle

Published2019-05-03

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2019.05.001

openalex_workW2942603239

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