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

  1. Sentiment trading with large language models
    Kirtac, Kemal, Germano, Guido · 2024 · Finance Research Letters
  2. Assessment of Chinese green funds: performance and industry allocation
    Jin, Jiayu, Han, Liyan · 2018 · Journal of Cleaner Production
  3. Stock selection with random forest: An exploitation of excess return in the Chinese stock market
    Tan, Zheng, Yan, Ziqin, Zhu, Guangwei · 2019 · Heliyon
  4. Machine Learning Versus Economic Restrictions: Evidence from Stock Return Predictability
    Avramov, Doron, Cheng, Si, Metzker, Lior · 2019 · SSRN Electronic Journal
  5. The effect of ETFs on financial markets: A literature review
    Liebi, Luca J. · 2020 · Financial Markets and Portfolio Management
  6. Empirical asset pricing via machine learning: evidence from the European stock market
    Drobetz, Wolfgang, Otto, Tizian · 2021 · Journal of Asset Management
  7. Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic
    Fang, Fei, Parida, Sitikantha · 2022 · International Review of Financial Analysis
  8. Are chartists artists? the determinants and profitability of recommendations based on technical analysis
    Gerritsen, Dirk F. · 2016 · International Review of Financial Analysis
  9. Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
    Amaya, Diego, Christoffersen, Peter, Jacobs, Kris, Vasquez, Aurelio · 2011 · SSRN Electronic Journal
  10. Discretionary Information in ESG Investing: A Text Analysis of Mutual Fund Prospectuses
    Andrikogiannopoulou, Angie, Krueger, Philipp, Mitali, Shema Frédéric, Papakonstantinou, Filippos · 2022 · SSRN Electronic Journal
  11. Impacts of digital technology innovation for social responsibility of platform enterprises on shareholder value
    Gao, Peiyuan, Li, Yongjian, Liu, Weihua, Yuan, Chaolun, Lee, Paul Tae Woo, Long, Shangsong · 2024 · Industrial Management & Data Systems
  12. Predictability and the cross section of expected returns: evidence from the European stock market
    Drobetz, Wolfgang, Haller, Rebekka, Jasperneite, Christian, Otto, Tizian · 2019 · Journal of Asset Management
  13. Does Corporate Governance Affect the Cost of Equity Capital?
    Li, Erica X. N. · 2009 · SSRN Electronic Journal
  14. The ESG Flow-Return Paradox: Green sentiment boosts inflows but lags in returns
    Gao, Phoebe, Perdana, Arif · 2026 · Journal of Environmental Management
  15. The illusion of predictability: How regression statistics mislead experts
    Soyer, Emre, Hogarth, Robin M. · 2012 · International Journal of Forecasting