Evaluating mutual fund performance

Journal of Finance

Volumn 56, Issue 5, 2001, Pages 1985-2010

  Kothari, S P ^a   Warner, Jerold B ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041028786     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00397     Document Type: Review

References (13)

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11. Lyon, John D., Brad M. Barber, and Chih-Ling Tsai, 1999, Improved methods for tests of longrun abnormal stock returns, Journal of Finance 54, 165-201.
12. Newey, Whitney D., and Kenneth D. West, 1987, A simple, positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica 55, 703-708.
13. Newey, Whitney D., and Kenneth D. West, 1994, Automatic lag selection in covariance matrix estimation, Review of Economic Studies 61, 631-653.