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Mutual Fund Performance and Flows during the COVID-19 Crisis
16 references·16 citing·28 second hopsampled
Mutual Fund Performance and Flows during the COVID-19 Crisis (2020)Mutual Fund Performance and Flows during …The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Social Capital, Trust, and Fi…Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Investors Value Sustainabi…A five-factor asset pricing model (2014)A five-factor asset pricing m…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Sustainability or performance? Ratings and fund managers’ incentives (2024)Sustainability or performance…Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence (2023)Spillover analysis across Fin…Climate uncertainty and information transmissions across the conventional and ESG assets (2023)Climate uncertainty and infor…A review on ESG investing: Investors’ expectations, beliefs and perceptions (2023)A review on ESG investing: In…The impact of audit committee characteristics on ESG performance in the European Union member states: Empirical evidence before and during the COVID-19 pandemic (2022)The impact of audit committee…Sustainability Preferences Under Stress: Evidence from COVID-19 (2022)Sustainability Preferences Un…ESG, liquidity, and stock returns (2022)ESG, liquidity, and stock ret…Music Sentiment and Stock Returns Around the World (2021)Music Sentiment and Stock Ret…Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis (2021)Is Corporate Social Responsib…Green investments: A luxury good or a financial necessity? (2021)Green investments: A luxury g…Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets (2021)Financial fragility in the CO…ESG Ratings and Stock Performance during the COVID-19 Crisis (2021)ESG Ratings and Stock Perform…Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity (2020)Mutual Fund Liquidity Transfo…ESG risks in times of Covid-19 (2020)ESG risks in times of Covid-19Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program (2020)Does FinTech Substitute for B…Disaster Resilience and Asset Prices (2020)Disaster Resilience and Asset…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)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)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)Social Capital in the Creation of Human Capital (1988)Bowling alone (2000)Do institutional investors drive corporate social responsibility? International evidence (2018)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Aggregate Confusion: The Divergence of ESG Ratings (2022)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Mutual Fund Flows and Performance in Rational Markets (2004)Multifactor Explanations of Asset Pricing Anomalies (1996)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 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
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
  • 2020

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Feverish Stock Price Reactions to COVID-19*
1,199 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • Cited by

    • 2021Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets288 cited
    • 2020Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity268 cited
    • 2021ESG Ratings and Stock Performance during the COVID-19 Crisis205 cited
    • 2022The impact of audit committee characteristics on ESG performance in the European Union member states: Empirical evidence before and during the COVID-19 pandemic198 cited
    • 2020ESG risks in times of Covid-19196 cited
    • 2022ESG, liquidity, and stock returns186 cited
    • 2023A review on ESG investing: Investors’ expectations, beliefs and perceptions172 cited
    • 2022Sustainability Preferences Under Stress: Evidence from COVID-19161 cited
    • 2021Green investments: A luxury good or a financial necessity?155 cited
    • 2020Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program144 cited
    • 2021Music Sentiment and Stock Returns Around the World142 cited
    • 2021Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis138 cited
    • 2023Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence135 cited
    • 2023Climate uncertainty and information transmissions across the conventional and ESG assets130 cited
    • 2020Disaster Resilience and Asset Prices127 cited
    • 2024Sustainability or performance? Ratings and fund managers’ incentives126 cited