An Analysis of the Recommendations of the “Superstar” Money Managers at Barron's Annual Roundtable

The Journal of Finance

Volumn 50, Issue 4, 1995, Pages 1257-1273

  DESAI, HEMANG ^a   JAIN, PREM C ^a  

^a NONE

Author keywords

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Indexed keywords

EID: 84993869797     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1995.tb04057.x     Document Type: Article

References (25)

1. Predisclosure information, firm capitalization, and security price behavior around earnings announcements
2. The “Dartboard” column: Second‐hand information and price pressure
3. Stock prices and financial analysts' recommendations
4. Survivorship bias in performance studies
5. Measuring security price performance
6. Using daily stock returns: The case of event studies
7. Are reports of beta's death premature?
8. Can stock market forecasters forecast?
9. Discrete expectational data and portfolio performance
10. Do winners repeat?
11. The persistence of mutual fund performance
12. Hot hands in mutual fund performance
13. The performance of mutual funds in the period 1945–64
14. The impact of institutional trading on stock prices
15. Contrarian investment, extrapolation, and risk
16. Returns from investing in equity mutual funds 1971–1991
17. Estimating betas from nonsynchronous data
18. Performance measurement of managed portfolios