Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Cross-sectional learning and short-run persistence in mutual fund performance

16 references·16 citing·21 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1993Common risk factors in the returns on stocks and bonds26,615 cited
1997On Persistence in Mutual Fund Performance17,267 cited
1992The Cross-Section of Expected Stock Returns17,251 cited
1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
1994Comparing Predictive Accuracy5,495 cited
1995Comparing Predictive Accuracy5,214 cited
1998Costly Search and Mutual Fund Flows3,217 cited
1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
1992Survivorship Bias in Performance Studies1,118 cited
1995

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

Performance Persistence

946 cited

Cited by

2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
2013Revisiting mutual fund performance evaluation90 cited
2007Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry82 cited
2018Detecting Repeatable Performance74 cited
2017DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure72 cited
2015Performance and performance persistence of socially responsible investment funds in Europe and North America71 cited
2020On the Performance of Cryptocurrency Funds63 cited
2008Do Higher-Moment Equity Risks Explain Hedge Fund Returns?56 cited
2007New Insights Into Mutual Funds: Performance and Family Strategies41 cited
2005Headlines and Bottom Lines: Attention and Learning Effects from Media Coverage of Mutual Funds39 cited
2022Short-term reversals, returns to liquidity provision and the costs of immediacy*37 cited
2008Derivative use, fund flows and investment manager performance37 cited
2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?36 cited
2015The case against active pension funds: Evidence from the Turkish Private Pension System36 cited
2011Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds31 cited
2013On the informativeness of persistence for evaluating mutual fund performance using partial frontiers30 cited