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Does *alpha really matter? Evidence from mutual fund incubation, termination and manager change
16 references·6 citing·38 second hopsampled
Does *alpha really matter? Evidence from mutual fund incubation, termination and manager change (2004)Does *alpha really matter? Evidence from …Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders (2004)Predictable Investment Horizo…How Investors Interpret Past Fund Returns (2003)How Investors Interpret Past …The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)The Determinants of the Flow …Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Hedge-Fund Benchmarks: Information Content and Biases (2002)Hedge-Fund Benchmarks: Inform…An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers (2002)An Analysis of the Determinan…A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases (2001)A First Look at the Accuracy …The hazards of mutual fund underperformance: A Cox regression analysis (1999)The hazards of mutual fund un…The Determinants of Mutual Fund Starts (1999)The Determinants of Mutual Fu…Career Concerns of Mutual Fund Managers (1998)Career Concerns of Mutual Fun…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Top management turnover an empirical investigation of mutual fund managers (1996)Top management turnover an em…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…An individual level analysis of the mutual fund investment decision (1996)An individual level analysis …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…Performance Isn't Everything: Personal Characteristics and Career Outcomes of Mutual Fund Managers (2017)Performance Isn't Everything:…Reputation stretching in mutual fund starts (2009)Reputation stretching in mutu…Yet Another Puzzle? The Relation between Price and Performance in the Mutual Fund Industry (2006)Yet Another Puzzle? The Relat…Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory (2006)Timing and selectivity of mut…Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives (2006)Mutual Funds and Bubbles: The…Mutual Fund Performance (2006)Mutual Fund PerformanceCAPITAL 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)A five-factor asset pricing model (2014)A Theory of Cognitive Dissonance (1957)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Global Capital and National Governments (2001)Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds (2004)Participation Costs and the Sensitivity of Fund Flows to Past Performance (2007)Agency Problems and the Theory of the Firm (1980)Outside directors and CEO turnover (1988)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization (2006)Money Doctors (2014)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance (2008)Why mutual funds “underperform”☆ (2010)Mutual Fund Performance and Flows during the COVID-19 Crisis (2020)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Costly Search and Mutual Fund Flows (1998)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)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)On Mutual Fund Investment Styles (2002)Mutual Fund Flows and Performance in Rational Markets (2003)Risk Shifting and Mutual Fund Performance (2011)Mutual Fund Attributes and Investor Behavior (2007)Assessing asset pricing models using revealed preference (2015)
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
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 2002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds795 cited
  • 1998Career Concerns of Mutual Fund Managers640 cited
  • 2003How Investors Interpret Past Fund Returns449 cited
  • 1996An individual level analysis of the mutual fund investment decision393 cited
  • 2001A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases390 cited
  • 1996Top management turnover an empirical investigation of mutual fund managers350 cited
  • 1999The Determinants of Mutual Fund Starts230 cited
  • 2002Hedge-Fund Benchmarks: Information Content and Biases212 cited
  • 2002An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers133 cited
  • 1999The hazards of mutual fund underperformance: A Cox regression analysis

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121 cited
  • 2004Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders93 cited
  • Cited by

    • 2006Yet Another Puzzle? The Relation between Price and Performance in the Mutual Fund Industry45 cited
    • 2006Mutual Fund Performance39 cited
    • 2006Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives38 cited
    • 2006Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory34 cited
    • 2009Reputation stretching in mutual fund starts29 cited
    • 2017Performance Isn't Everything: Personal Characteristics and Career Outcomes of Mutual Fund Managers24 cited