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Network externalities in mutual funds
16 references·4 citing·41 second hop
Network externalities in mutual funds (2016)Network externalities in mutual fundsCommon Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)Common Errors: How to (and No…Introduction: Spatial Econometrics (2010)Introduction: Spatial Econome…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…An Introduction to Spatial Econometrics (2008)An Introduction to Spatial Ec…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Style investing (2003)Style investingIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Learning to Be Overconfident (2001)Learning to Be OverconfidentHerding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …GMM estimation with cross sectional dependence (1999)GMM estimation with cross sec…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (1998)A Generalized Spatial Two-Sta…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…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Institutional investor information network, analyst forecasting and stock price crash risk (2023)Institutional investor inform…Social Networks and Hedge Fund Activism (2022)Social Networks and Hedge Fun…Crowded Trades and Tail Risk (2021)Crowded Trades and Tail RiskInvestor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns (2019)Investor sentiment, investor …Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)STATISTICS FOR SPATIAL DATA (1992)Cultural Biases in Economic Exchange? * (2009)The Slave Trade and the Origins of Mistrust in Africa (2011)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Spatial Econometrics: Methods and Models (1988)Who's Who in Networks. Wanted: The Key Player (2006)Applied Spatial Econometrics: Raising the Bar (2010)Matlab Software for Spatial Panels (2012)Comparing Implementations of Estimation Methods for Spatial Econometrics (2015)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)A five-factor asset pricing model (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Flows and Performance in Rational Markets (2004)The Cross-Section of Expected Stock Returns (1992)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (2009)Democracy Does Cause Growth (2018)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2008An Introduction to Spatial Econometrics3,000 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1999GMM estimation with cross sectional dependence2,683 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances1,979 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2012Common Errors: How to (and Not to) Control for Unobserved Heterogeneity1,156 cited
  • 2003Style investing971 cited

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  • 2010Introduction: Spatial Econometrics907 cited
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    • 2023Institutional investor information network, analyst forecasting and stock price crash risk49 cited
    • 2021Crowded Trades and Tail Risk33 cited
    • 2022Social Networks and Hedge Fund Activism27 cited
    • 2019Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns27 cited