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Measuring bond mutual fund performance with portfolio characteristics
16 references·5 citing·30 second hop
Measuring bond mutual fund performance with portfolio characteristics (2015)Measuring bond mutual fund performance wi…Betting against beta (2013)Betting against betaMutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…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…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The performance of green bond portfolios under climate uncertainty: A comparative analysis with conventional and black bond portfolios (2024)The performance of green bond…On the Performance of Cryptocurrency Funds (2020)On the Performance of Cryptoc…A Review of the Performance Measurement of Long-Term Mutual Funds (2020)A Review of the Performance M…The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk (2018)The use of credit default swa…The Performance of US Bond Mutual Funds (2018)The Performance of US Bond Mu…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)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Costly Search and Mutual Fund Flows (1998)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 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
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2013Betting against beta2,027 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 1991

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1,745 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • Cited by

    • 2020On the Performance of Cryptocurrency Funds63 cited
    • 2020A Review of the Performance Measurement of Long-Term Mutual Funds47 cited
    • 2018The Performance of US Bond Mutual Funds46 cited
    • 2018The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk41 cited
    • 2024The performance of green bond portfolios under climate uncertainty: A comparative analysis with conventional and black bond portfolios32 cited