On Persistence in Mutual Fund Performance
Carhart, Mark M.·1997·The Journal of Finance
Cited by (1,015)
Items 1,001–1,015 of 1,015
- Sentiment trading with large language modelsKirtac, Kemal, Germano, Guido · 2024 · Finance Research Letters
- Assessment of Chinese green funds: performance and industry allocationJin, Jiayu, Han, Liyan · 2018 · Journal of Cleaner Production
- Stock selection with random forest: An exploitation of excess return in the Chinese stock marketTan, Zheng, Yan, Ziqin, Zhu, Guangwei · 2019 · Heliyon
- Machine Learning Versus Economic Restrictions: Evidence from Stock Return PredictabilityAvramov, Doron, Cheng, Si, Metzker, Lior · 2019 · SSRN Electronic Journal
- The effect of ETFs on financial markets: A literature reviewLiebi, Luca J. · 2020 · Financial Markets and Portfolio Management
- Empirical asset pricing via machine learning: evidence from the European stock marketDrobetz, Wolfgang, Otto, Tizian · 2021 · Journal of Asset Management
- Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemicFang, Fei, Parida, Sitikantha · 2022 · International Review of Financial Analysis
- Are chartists artists? the determinants and profitability of recommendations based on technical analysisGerritsen, Dirk F. · 2016 · International Review of Financial Analysis
- Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?Amaya, Diego, Christoffersen, Peter, Jacobs, Kris, Vasquez, Aurelio · 2011 · SSRN Electronic Journal
- Discretionary Information in ESG Investing: A Text Analysis of Mutual Fund ProspectusesAndrikogiannopoulou, Angie, Krueger, Philipp, Mitali, Shema Frédéric, Papakonstantinou, Filippos · 2022 · SSRN Electronic Journal
- Impacts of digital technology innovation for social responsibility of platform enterprises on shareholder valueGao, Peiyuan, Li, Yongjian, Liu, Weihua, Yuan, Chaolun, Lee, Paul Tae Woo, Long, Shangsong · 2024 · Industrial Management & Data Systems
- Predictability and the cross section of expected returns: evidence from the European stock marketDrobetz, Wolfgang, Haller, Rebekka, Jasperneite, Christian, Otto, Tizian · 2019 · Journal of Asset Management
- Does Corporate Governance Affect the Cost of Equity Capital?Li, Erica X. N. · 2009 · SSRN Electronic Journal
- The ESG Flow-Return Paradox: Green sentiment boosts inflows but lags in returnsGao, Phoebe, Perdana, Arif · 2026 · Journal of Environmental Management
- The illusion of predictability: How regression statistics mislead expertsSoyer, Emre, Hogarth, Robin M. · 2012 · International Journal of Forecasting