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The shrouded business of style drift in active mutual funds
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The shrouded business of style drift in active mutual funds (2020)The shrouded business of style drift in a…Behavioral Finance (2015)Behavioral FinanceScale and skill in active management (2014)Scale and skill in active man…Risk Shifting and Mutual Fund Performance (2011)Risk Shifting and Mutual Fund…Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows (2005)Changing Names with Style: Mu…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …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…Mutual fund styles (1997)Mutual fund stylesMeasuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…The Performance of Bond Mutual Funds (1993)The Performance of Bond Mutua…Window Dressing by Pension Fund Managers (1991)Window Dressing by Pension Fu…ESG investment preference and fund vulnerability (2023)ESG investment preference and…Fund style drift and stock price crash risk – analysis of the mediating effect based on corporate financial risk (2022)Fund style drift and stock pr…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)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives in Elimination Tournaments (1985)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresInstitutional trades and intraday stock price behavior (1993)Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization (2006)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Has Financial Development Made the World Riskier? (2005)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Just How Much Do Individual Investors Lose by Trading? (2008)
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References

  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1991Window Dressing by Pension Fund Managers689 cited
  • 2014Scale and skill in active management547 cited
  • 2015Behavioral Finance497 cited
  • 1997Mutual fund styles475 cited
  • 2005Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows472 cited
  • 1993The Performance of Bond Mutual Funds464 cited
  • 2011Risk Shifting and Mutual Fund Performance

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447 cited

Cited by

  • 2023ESG investment preference and fund vulnerability38 cited
  • 2022Fund style drift and stock price crash risk – analysis of the mediating effect based on corporate financial risk26 cited