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Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
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Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution (2021)Endogeneity in the mutual fund flow–perfo…Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Investors Value Sustainabi…Endogeneity and the dynamics of internal corporate governance (2012)Endogeneity and the dynamics …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…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…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Common risk factors in the returns on stocks and bonds (1993)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Do women directors improve firm performance in China? (2013)Corporate social responsibility and stock price crash risk (2014)On the Foundations of Corporate Social Responsibility (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Another look at the instrumental variable estimation of error-components models (1995)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)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 PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Specification Tests in Econometrics (1978)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2012Endogeneity and the dynamics of internal corporate governance3,018 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2017Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows1,602 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988

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1,219 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
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