-
1
-
-
0040436698
-
Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation
-
Baks K.P., Metrick A., and Wachter J. Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation. Journal of Finance 56 (2001) 45-85
-
(2001)
Journal of Finance
, vol.56
, pp. 45-85
-
-
Baks, K.P.1
Metrick, A.2
Wachter, J.3
-
2
-
-
12144279436
-
Mutual fund flows and performance in rational markets
-
Berk J.B., and Green R.C. Mutual fund flows and performance in rational markets. Journal of Political Economy 112 (2004) 1269-1295
-
(2004)
Journal of Political Economy
, vol.112
, pp. 1269-1295
-
-
Berk, J.B.1
Green, R.C.2
-
3
-
-
0000783711
-
Shrinkage estimation of price and promotional elasticities: Seemingly unrelated equations
-
Blattberg R., and George E. Shrinkage estimation of price and promotional elasticities: Seemingly unrelated equations. Journal of the American Statistical Association 86 (1991) 304-315
-
(1991)
Journal of the American Statistical Association
, vol.86
, pp. 304-315
-
-
Blattberg, R.1
George, E.2
-
4
-
-
84993888618
-
On the assesment of risk
-
Blume M.E. On the assesment of risk. Journal of Finance 26 (1971) 1-10
-
(1971)
Journal of Finance
, vol.26
, pp. 1-10
-
-
Blume, M.E.1
-
5
-
-
25644453074
-
Short-term persistence in mutual fund performance
-
Bollen N.P., and Busse J.A. Short-term persistence in mutual fund performance. Review of Financial Studies 18 (2005) 569-597
-
(2005)
Review of Financial Studies
, vol.18
, pp. 569-597
-
-
Bollen, N.P.1
Busse, J.A.2
-
8
-
-
33748759271
-
-
Busse, J.A., Irvine, P.J., 2006. Bayesian alphas and mutual fund persistence. Journal of Finance, forthcoming.
-
-
-
-
9
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart M. On persistence in mutual fund performance. Journal of Finance 52 (1997) 57-82
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
12
-
-
0010858944
-
The persistence of risk-adjusted mutual fund performance
-
Elton E.J., Gruber M.J., and Blake C.R. The persistence of risk-adjusted mutual fund performance. Journal of Business 69 (1996) 133-157
-
(1996)
Journal of Business
, vol.69
, pp. 133-157
-
-
Elton, E.J.1
Gruber, M.J.2
Blake, C.R.3
-
13
-
-
0039738564
-
A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar mutual fund databases
-
Elton E.J., Gruber M.J., and Blake C.R. A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar mutual fund databases. Journal of Finance 56 (2001) 2415-2429
-
(2001)
Journal of Finance
, vol.56
, pp. 2415-2429
-
-
Elton, E.J.1
Gruber, M.J.2
Blake, C.R.3
-
14
-
-
21144474059
-
Efficiency with costly information: A reinterpretation of evidence from managed portfolios
-
Elton E.J., Gruber M.J., Das S., and Illavka M. Efficiency with costly information: A reinterpretation of evidence from managed portfolios. The Review of Financial Studies 6 (1993) 1-22
-
(1993)
The Review of Financial Studies
, vol.6
, pp. 1-22
-
-
Elton, E.J.1
Gruber, M.J.2
Das, S.3
Illavka, M.4
-
15
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama E.F., and French K.R. The cross-section of expected stock returns. Journal of Finance 47 (1992) 427-465
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
16
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama E.F., and French K.R. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33 (1993) 3-56
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.F.1
French, K.R.2
-
17
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama E.F., and MacBeth J.D. Risk, return, and equilibrium: Empirical tests. Journal of Political Economy 81 (1973) 607-636
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
MacBeth, J.D.2
-
18
-
-
0039056070
-
Measuring fund strategy and performance in changing economic conditions
-
Ferson W.E., and Schadt R.W. Measuring fund strategy and performance in changing economic conditions. Journal of Finance 51 (1996) 425-461
-
(1996)
Journal of Finance
, vol.51
, pp. 425-461
-
-
Ferson, W.E.1
Schadt, R.W.2
-
20
-
-
0039056269
-
Another puzzle: The growth in actively managed mutual funds
-
Gruber M.J. Another puzzle: The growth in actively managed mutual funds. Journal of Finance 51 (1996) 783-810
-
(1996)
Journal of Finance
, vol.51
, pp. 783-810
-
-
Gruber, M.J.1
-
21
-
-
84993917531
-
Hot hands in mutual funds: Short-run persistence of relative performance, 1974-1988
-
Hendricks D., Patel J., and Zeckhauser R. Hot hands in mutual funds: Short-run persistence of relative performance, 1974-1988. Journal of Finance 48 (1993) 93-130
-
(1993)
Journal of Finance
, vol.48
, pp. 93-130
-
-
Hendricks, D.1
Patel, J.2
Zeckhauser, R.3
-
23
-
-
84993907227
-
Return to buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh N., and Titman S. Return to buying winners and selling losers: Implications for stock market efficiency. Journal of Finance 48 (1993) 65-91
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
24
-
-
27944490784
-
Mutual fund performance with learning across funds
-
Jones C.S., and Shanken J. Mutual fund performance with learning across funds. Journal of Financial Economics 78 (2005) 507-522
-
(2005)
Journal of Financial Economics
, vol.78
, pp. 507-522
-
-
Jones, C.S.1
Shanken, J.2
-
25
-
-
0031538156
-
Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators
-
Maddala G.S., Trost R.P., Li H., and Joutz F. Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators. Journal of Business and Economic Statistics 15 (1997) 90-100
-
(1997)
Journal of Business and Economic Statistics
, vol.15
, pp. 90-100
-
-
Maddala, G.S.1
Trost, R.P.2
Li, H.3
Joutz, F.4
-
26
-
-
84993848940
-
Returns from investing in equity funds 1971 to 1991
-
Malkiel B.G. Returns from investing in equity funds 1971 to 1991. Journal of Finance 50 (1995) 549-572
-
(1995)
Journal of Finance
, vol.50
, pp. 549-572
-
-
Malkiel, B.G.1
-
27
-
-
0038692370
-
Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance
-
Morey M.R. Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance. Journal of Banking and Finance 27 (2003) 1245-1271
-
(2003)
Journal of Banking and Finance
, vol.27
, pp. 1245-1271
-
-
Morey, M.R.1
-
29
-
-
0036221467
-
Mutual fund performance and seemingly unrelated assets
-
Pastor L., and Stambaugh R.F. Mutual fund performance and seemingly unrelated assets. Journal of Financial Economics 63 (2002) 315-349
-
(2002)
Journal of Financial Economics
, vol.63
, pp. 315-349
-
-
Pastor, L.1
Stambaugh, R.F.2
-
30
-
-
0005163859
-
Costly search and mutual fund flows
-
Sirri E.R., and 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
-
32
-
-
0042908689
-
Eliminating look-ahead bias in evaluating persistence in mutual fund performance
-
ter Horst J.R., Nijman T.E., and Verbeek M. Eliminating look-ahead bias in evaluating persistence in mutual fund performance. Journal of Empirical Finance 8 (2001) 345-373
-
(2001)
Journal of Empirical Finance
, vol.8
, pp. 345-373
-
-
ter Horst, J.R.1
Nijman, T.E.2
Verbeek, M.3
-
33
-
-
0001205591
-
A note on using cross-sectional information in Bayesian estimation of security betas
-
Vasicek O.A. A note on using cross-sectional information in Bayesian estimation of security betas. Journal of Finance 28 (1973) 1233-1239
-
(1973)
Journal of Finance
, vol.28
, pp. 1233-1239
-
-
Vasicek, O.A.1
-
34
-
-
3042696179
-
Why are some mutual funds closed to new investors?
-
Zhao X. Why are some mutual funds closed to new investors?. Journal of Banking and Finance 28 (2004) 1867-1887
-
(2004)
Journal of Banking and Finance
, vol.28
, pp. 1867-1887
-
-
Zhao, X.1
|