Rejoinder: The J-shape of performance persistence given survivorship bias

Review of Economics and Statistics

Volumn 79, Issue 2, 1997, Pages 167-170

  Brown, Stephen J ^a   Goetzmann, William N ^a   Ibbotson, Roger G ^a   Ross, Stephen A ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040151821     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465397556683     Document Type: Article

References (8)

1. Brown, Stephen J., William N. Goetzmann, Roger G. Ibbotson, and Stephen A. Ross, "Survivorship Bias in Performance Studies," Review of Financial Studies 5 (1992), 553-580.
2. Brown, Stephen J., William N. Goetzmann, and Stephen A. Ross, "Survival," Journal of Finance 50:3 (1995), 853-874.
3. Goetzmann, William, and Nadav Peles, "Cognitive Dissonance and Mutual Fund Investors," Forthcoming, Journal of Financial Research.
4. Grinblatt, Mark, Sheridan Titman, and Russell Wermers, "Momentum Strategies, Portfolio Performance and Herding," American Economic Review 85:5 (1995), 1088-1105.
5. Hendricks, Darryl, Jayendu Patel, and Richard Zeckhauser, "Hot Hands in Mutual Funds: The Persistence of Performance, 1974-88," Journal of Finance 48 (1993), 93-130.
6. _ "The J-Shape of Performance Persistence Given Survivorship Bias," this REVIEW 79 (May 1997).
7. Malkiel, Burton G., "Returns from Investing in Equity Mutual Funds 1971-1991," Journal of Finance 50:2 (1995), 549-572.
8. Sirri, Erik, and Peter Tufano, "The Demand for Mutual Fund Services by Individual Investors," Harvard Business School, Working Paper (1992).