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The peer performance ratios of hedge funds
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The peer performance ratios of hedge funds (2017)The peer performance ratios of hedge fundsLuck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)False Discoveries in Mutual F…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Multi-Period Performance Persistence Analysis of Hedge Funds (2000)Multi-Period Performance Pers…Herding among Investment Newsletters: Theory and Evidence (1999)Herding among Investment News…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Herd Behavior and Investment (1988)Herd Behavior and InvestmentThe General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Tests of Conditional Predictive Ability (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting: theory and practice (2022)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)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)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Nature of the Firm (1937)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)A Rational Theory of Mutual Funds' Attention Allocation (2016)Testing for a unit root in panels with dynamic factors (2004)Testing slope homogeneity in large panels with serial correlation (2013)On the Industry Concentration of Actively Managed Equity Mutual Funds (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

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 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
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio946 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
  • 1999Herding among Investment Newsletters: Theory and Evidence759 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited

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  • 2000Multi-Period Performance Persistence Analysis of Hedge Funds600 cited
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