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Volumn 12, Issue 1, 2005, Pages 127-137

Yet another look at mutual fund tournaments

Author keywords

Contingency table test; Strict factor structure; Temporal aggregation; Tournament hypothesis

Indexed keywords


EID: 12744269051     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2003.11.001     Document Type: Article
Times cited : (44)

References (10)
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    • Mutual fund flows and performance in rational markets
    • working paper
    • Berk, J.B., Green, R.C., 2002. Mutual fund flows and performance in rational markets, working paper
    • (2002)
    • Berk, J.B.1    Green, R.C.2
  • 2
    • 21844499145 scopus 로고
    • A tale of three schools: Insights on autocorrelations of short-horizon stock returns
    • Boudoukh J. Richardson M. Whitelaw R. A tale of three schools: insights on autocorrelations of short-horizon stock returns Review of Financial Studies 7 1994 539-573
    • (1994) Review of Financial Studies , vol.7 , pp. 539-573
    • Boudoukh, J.1    Richardson, M.2    Whitelaw, R.3
  • 3
    • 0011063897 scopus 로고    scopus 로고
    • Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry
    • Brown K.C. Harlow W.V. Starks L.T. Of tournaments and temptations: an analysis of managerial incentives in the mutual fund industry Journal of Finance 51 1996 85-110
    • (1996) Journal of Finance , vol.51 , pp. 85-110
    • Brown, K.C.1    Harlow, W.V.2    Starks, L.T.3
  • 5
    • 0000915180 scopus 로고
    • Arbitrage, factor structure, and mean-variance analysis on large asset markets
    • Chamberlain G. Rothchild M. Arbitrage, factor structure, and mean-variance analysis on large asset markets Econometrica 51 1983 1281-1304
    • (1983) Econometrica , vol.51 , pp. 1281-1304
    • Chamberlain, G.1    Rothchild, M.2
  • 6
    • 0001551506 scopus 로고    scopus 로고
    • Risk taking by mutual funds as a response to incentives
    • Chevalier J. Ellison G. Risk taking by mutual funds as a response to incentives Journal of Political Economy 105 1997 1167-1200
    • (1997) Journal of Political Economy , vol.105 , pp. 1167-1200
    • Chevalier, J.1    Ellison, G.2
  • 8
    • 0030102860 scopus 로고    scopus 로고
    • Top management turnover: An empirical investigation of mutual fund managers
    • Khorana A. Top management turnover: An empirical investigation of mutual fund managers Journal of Financial Economics 40 1996 403-427
    • (1996) Journal of Financial Economics , vol.40 , pp. 403-427
    • Khorana, A.1
  • 9
    • 0039657043 scopus 로고    scopus 로고
    • How are derivatives used? Evidence from the mutual fund industry
    • Koski J.L. Pontiff J. How are derivatives used? Evidence from the mutual fund industry Journal of Finance 54 1999 791-816
    • (1999) Journal of Finance , vol.54 , pp. 791-816
    • Koski, J.L.1    Pontiff, J.2
  • 10
    • 0005163859 scopus 로고    scopus 로고
    • Costly search and mutual fund flows
    • Sirri E.R. Tufano P. Costly search and mutual fund flows Journal of Finance 53 1998 1589-1622
    • (1998) Journal of Finance , vol.53 , pp. 1589-1622
    • Sirri, E.R.1    Tufano, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.