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European Mutual Fund Performance
16 references·16 citing·22 second hopsampled
European Mutual Fund Performance (2002)European Mutual Fund PerformanceInternational Momentum Strategies (1998)International Momentum Strate…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Momentum Strategies (1996)Momentum StrategiesMeasuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…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…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions (2017)The impact of the Arab Spring…The short-term persistence of international mutual fund performance (2015)The short-term persistence of…IQ and Mutual Fund Choice (2015)IQ and Mutual Fund ChoiceThe cross section of conditional mutual fund performance in European stock markets (2013)The cross section of conditio…The persistence of European mutual fund performance (2012)The persistence of European m…The Determinants of Mutual Fund Performance: A Cross-Country Study (2012)The Determinants of Mutual Fu…The Determinants of Mutual Fund Performance: A Cross-Country Study (2011)The Determinants of Mutual Fu…Mutual Fund Performance: Measurement and Evidence1 (2010)Mutual Fund Performance: Meas…Emerging Market Mutual Fund Performance: Evidence for Poland (2010)Emerging Market Mutual Fund P…Mutual Fund Fees Around the World (2008)Mutual Fund Fees Around the W…Does the Measure Matter in the Mutual Fund Industry? (2008)Does the Measure Matter in th…Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK (2007)Performance and Performance P…Capacity Constraints and Hedge Fund Strategy Returns (2007)Capacity Constraints and Hedg…Explaining the size of the mutual fund industry around the world (2005)Explaining the size of the mu…Ethical investing in Australia: Is there a financial penalty? (2005)Ethical investing in Australi…Analysis of hedge funds performance (2004)Analysis of hedge funds perfo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Does the Stock Market Overreact? (1985)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)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)Industry costs of equity (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1998International Momentum Strategies1,813 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1996Momentum Strategies1,275 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited

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1992
Survivorship Bias in Performance Studies
1,118 cited

Cited by

  • 2012The Determinants of Mutual Fund Performance: A Cross-Country Study427 cited
  • 2005Explaining the size of the mutual fund industry around the world399 cited
  • 2004Analysis of hedge funds performance348 cited
  • 2008Mutual Fund Fees Around the World331 cited
  • 2005Ethical investing in Australia: Is there a financial penalty?315 cited
  • 2008Does the Measure Matter in the Mutual Fund Industry?155 cited
  • 2007Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK132 cited
  • 2007Capacity Constraints and Hedge Fund Strategy Returns127 cited
  • 2011The Determinants of Mutual Fund Performance: A Cross-Country Study118 cited
  • 2017The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions114 cited
  • 2015IQ and Mutual Fund Choice112 cited
  • 2010Emerging Market Mutual Fund Performance: Evidence for Poland97 cited
  • 2010Mutual Fund Performance: Measurement and Evidence194 cited
  • 2015The short-term persistence of international mutual fund performance93 cited
  • 2012The persistence of European mutual fund performance91 cited
  • 2013The cross section of conditional mutual fund performance in European stock markets87 cited