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Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds
16 references·0 citing·40 second hopsampled
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds (2019)Trade Less and Exit Overcrowded Markets: …Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…The law and economics of self-dealing (2008)The law and economics of self…The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Institutional Investors and Equity Prices (1998)Institutional Investors and E…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…The impact of institutional trading on stock prices (1992)The impact of institutional t…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)Value and Momentum Everywhere (2013)Choosing factors (2018)Climate risks and market efficiency (2018)Increasing Returns and Economic Geography (1990)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Law and Finance (1998)Corporate Governance and Equity Prices (2003)How does financial reporting quality relate to investment efficiency? (2009)Do institutional investors drive corporate social responsibility? International evidence (2018)The Importance of Climate Risks for Institutional Investors (2019)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Economic Consequences of Legal Origins (2008)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 2008The law and economics of self-dealing3,514 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2007The Colors of Investors' Money: The Role of Institutional Investors Around the World2,025 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

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1,349 cited
  • 1998Institutional Investors and Equity Prices1,263 cited
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