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Volumn 26, Issue 1-2, 1999, Pages 103-135

Are there hot hands among mutual fund houses in Hong Kong?

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EID: 36549080735     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/1468-5957.00250     Document Type: Article
Times cited : (10)

References (12)
  • 1
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    • Brown, S. and W. Goetzmann (1995), 'Performance Persistence', Journal of Finance, Vol. 59, pp. 679-98.
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    • Brown, S.1    Goetzmann, W.2
  • 2
    • 1242300561 scopus 로고
    • Survivorship bias in performance studies
    • -, R. Ibbotson and S. Ross (1992), 'Survivorship Bias in Performance Studies', Review of Financial Studies, Vol. 5, pp. 555-80.
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    • Ibbotson, R.1    Ross, S.2
  • 5
    • 0040832874 scopus 로고    scopus 로고
    • The performance of Japanese mutual funds
    • Cai, J., K.C. Chan and T. Yamada (1997), 'The Performance of Japanese Mutual Funds', Review of Financial Studies, Vol. 10, pp. 237-73.
    • (1997) Review of Financial Studies , vol.10 , pp. 237-273
    • Cai, J.1    Chan, K.C.2    Yamada, T.3
  • 6
    • 21344488873 scopus 로고
    • Do winners repeat? Patterns in mutual fund performance
    • Goetzmann, W. and R. Ibbotson (1994), 'Do Winners Repeat? Patterns in Mutual Fund Performance', Journal of Portfolio Management, Vol. 20, pp. 9-17.
    • (1994) Journal of Portfolio Management , vol.20 , pp. 9-17
    • Goetzmann, W.1    Ibbotson, R.2
  • 7
    • 0001264756 scopus 로고
    • Mutual fund performance: An analysis of quarterly portfolio holdings
    • Grinblatt, M. and S. Titman (1989), 'Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings', Journal of Business, Vol. 62, pp. 393-416.
    • (1989) Journal of Business , vol.62 , pp. 393-416
    • Grinblatt, M.1    Titman, S.2
  • 8
    • 84993660461 scopus 로고
    • Performance persistence in mutual funds
    • -(1992), 'Performance Persistence in Mutual Funds', Journal of Finance, Vol. 47, pp. 1977-84.
    • (1992) Journal of Finance , vol.47 , pp. 1977-1984
  • 9
    • 84993917531 scopus 로고
    • Hot hands in mutual funds: The persistence of performance, 1974-1988
    • Hendricks, D., J. Patel and R. Zeckhauser (1993), 'Hot Hands in Mutual Funds: The Persistence of Performance, 1974-1988', Journal of Finance, Vol. 48, pp. 93-130.
    • (1993) Journal of Finance , vol.48 , pp. 93-130
    • Hendricks, D.1    Patel, J.2    Zeckhauser, R.3
  • 10
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    • The performance of mutual funds in the period 1945-1964
    • Jensen, M. (1968), 'The Performance of Mutual Funds in the Period 1945-1964', Journal of Finance, Vol. 23, pp. 389-416.
    • (1968) Journal of Finance , vol.23 , pp. 389-416
    • Jensen, M.1
  • 11
    • 84993848940 scopus 로고
    • Returns from investing in equity mutual funds 1971 to 1991
    • Malkiel, B. (1995), 'Returns From Investing in Equity Mutual Funds 1971 to 1991', Journal of Finance, Vol. 50, pp. 549-72.
    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.1
  • 12
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    • Mutual fund performance
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    • Sharpe, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.