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Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
16 references·12 citing·27 second hop
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings (2012)Forecasting Stock Returns Through an Effi…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…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…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…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…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The impact of institutional trading on stock prices (1992)The impact of institutional t…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors (2023)Selling Fast and Buying Slow:…Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …The Missing New Funds (2017)The Missing New FundsInstitutional Investment Constraints and Stock Prices (2017)Institutional Investment Cons…Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows? (2015)Alpha or Beta in the Eye of t…Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds (2014)Uncommon Value: The Character…Making Better (Investment) Decisions (2014)Making Better (Investment) De…Direct Evidence on the Informational Properties of Earnings in Loan Contracts (2014)Direct Evidence on the Inform…Mutual fund skill and the performance of corporate acquirers (2013)Mutual fund skill and the per…Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance (2013)Mandatory Portfolio Disclosur…Front-running of mutual fund fire-sales (2013)Front-running of mutual fund …Revisiting Mutual Fund Portfolio Disclosure (2012)Revisiting Mutual Fund Portfo…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)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)A five-factor asset pricing model (2014)The Behavior of Stock-Market Prices (1965)Measuring skill in the mutual fund industry (2015)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)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)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1998Costly Search and Mutual Fund Flows3,217 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
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 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
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • Cited by

    • 2012Revisiting Mutual Fund Portfolio Disclosure104 cited
    • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
    • 2014Direct Evidence on the Informational Properties of Earnings in Loan Contracts78 cited
    • 2023Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors57 cited
    • 2013Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance57 cited
    • 2017Institutional Investment Constraints and Stock Prices53 cited
    • 2014Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds50 cited
    • 2017The Missing New Funds45 cited
    • 2013Mutual fund skill and the performance of corporate acquirers41 cited
    • 2015Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?38 cited
    • 2013Front-running of mutual fund fire-sales32 cited
    • 2014Making Better (Investment) Decisions8 cited