On Persistence in Mutual Fund Performance

Carhart, Mark M.·1997·The Journal of Finance
DOI 10.1111/j.1540-6261.1997.tb03808.x

Cited by (1,015)

Items 201–300 of 1,015

  1. On the Timing Ability of Mutual Fund Managers
    Nicolas P. B. Bollen, Jeffrey A. Busse · 2001 · The Journal of Finance
  2. Individual investors and financial disclosure
    Alastair Lawrence · 2013 · Journal of Accounting and Economics
  3. Offshore Hedge Funds: Survival and Performance 1989-1995
    Stephen J. Brown, William Nelson Goetzmann, Roger G. Ibbotson · 1997 · National Bureau of Economic Research
  4. Financial reporting complexity and investor underreaction to 10-K information
    Haifeng You, Xiao-Jun Zhang · 2008 · Review of Accounting Studies
  5. Deviations from Put-Call Parity and Stock Return Predictability
    Martijn Cremers, David Weinbaum · 2010 · Journal of Financial and Quantitative Analysis
  6. Hedge Funds: The Living and the Dead
    Bing Liang · 2000 · Journal of Financial and Quantitative Analysis
  7. Peer Effects of Corporate Social Responsibility
    Cao, Jie, Liang, Hao, Zhan, Xintong · 2019 · Management Science
  8. Survivor Bias and Mutual Fund Performance
    Edwin J. Elton, Martin J. Gruber, Christopher R. Blake · 1996 · Review of Financial Studies
  9. Economic policy uncertainty, cost of capital, and corporate innovation
    Zhaoxia Xu · 2019 · Journal of Banking & Finance
  10. Pricing the commonality across alternative measures of liquidity
    Robert A. Korajczyk, Ronnie Sadka · 2007 · Journal of Financial Economics
  11. Founder-CEOs, Investment Decisions, and Stock Market Performance
    Rüdiger Fahlenbrach · 2009 · Journal of Financial and Quantitative Analysis
  12. How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
    Rüdiger Fahlenbrach, Kevin Rageth, René M. Stulz · 2020 · Review of Financial Studies
  13. Assessing Asset Pricing Models Using Revealed Preference
    Jonathan Berk, Jules H. van Binsbergen · 2013 · Journal of Financial Economics
  14. Anomalies and Market Efficiency
    G. William Schwert · 2002 · SSRN Electronic Journal
  15. Multi-Period Performance Persistence Analysis of Hedge Funds
    Vikas Agarwal, Narayan Y. Naik · 2000 · Journal of Financial and Quantitative Analysis
  16. Financial performance of socially responsible investing ( SRI ): what have we learned? A meta‐analysis
    Christophe Revelli, Jean‐Laurent Viviani · 2014 · Business Ethics A European Review
  17. Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective
    Leslie A. Jeng, Andrew Metrick, Richard Zeckhauser · 2003 · The Review of Economics and Statistics
  18. Financial Markets and the Real Economy
    John H. Cochrane · 2005 · Elsevier eBooks
  19. Are busy boards detrimental?
    Laura Casares Field, Michelle B. Lowry, Anahit Mkrtchyan · 2013 · Journal of Financial Economics
  20. Scale and skill in active management
    Pástor, Ľuboš, Stambaugh, Robert F., Taylor, Lucian A. · 2015 · Journal of Financial Economics
  21. Market Segmentation and Cross‐predictability of Returns
    Lior Menzly, Oguzhan Ozbas · 2010 · The Journal of Finance
  22. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
    Robert L. Kosowski, Narayan Y. Naik, Melvyn Teo · 2007 · Journal of Financial Economics
  23. Short-Sale Constraints, Differences of Opinion, and Overvaluation
    Rodney D Boehme, Bartley R. Danielsen, Sorin M. Sorescu · 2006 · Journal of Financial and Quantitative Analysis
  24. Consumption, Dividends, and the Cross Section of Equity Returns
    Ravi Bansal, Robert F. Dittmar, CHRISTIAN T. LUNDBLAD · 2005 · The Journal of Finance
  25. Beyond Greed and Fear
    Hersh Shefrin · 2002
  26. Corporate social performance, analyst stock recommendations, and firm future returns
    Xueming Luo, Heli C. Wang, Sascha Raithel, Qinqin Zheng · 2013 · Strategic Management Journal
  27. The macroeconomic impact of financial and uncertainty shocks
    Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist, Egon Zakrajšek · 2016 · European Economic Review
  28. Risk management, firm reputation, and the impact of successful cyberattacks on target firms
    Shinichi Kamiya, Jun‐Koo Kang, Jungmin Kim, Andreas Milidonis, René M. Stulz · 2018 · Journal of Financial Economics
  29. Financial Network Systemic Risk Contributions
    Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle · 2014 · European Finance Review
  30. Is working capital management value-enhancing? Evidence from firm performance and investments
    Aktas, Nihat, Croci, Ettore, Petmezas, Dimitris · 2015 · Journal of Corporate Finance
  31. Currency Momentum Strategies
    Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf · 2011 · Journal of Financial Economics
  32. The Relation between Price and Performance in the Mutual Fund Industry
    Javier Gil‐Bazo, Pablo Ruiz‐Verdú · 2009 · The Journal of Finance
  33. Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization
    José‐Miguel Gaspar, Massimo Massa, Pedro P. Matos · 2006 · The Journal of Finance
  34. Participation Costs and the Sensitivity of Fund Flows to Past Performance
    Jennifer Chunyan Huang, Kelsey D. Wei, Hong Yan · 2007 · The Journal of Finance
  35. Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows
    Prem C. Jain, Joanna S. Wu · 2000 · The Journal of Finance
  36. Learning by Trading
    Amit Seru, Tyler Shumway, Noah Stoffman · 2009 · Review of Financial Studies
  37. Going digital: implications for firm value and performance
    Wilbur Chen, Suraj Srinivasan · 2023 · Review of Accounting Studies
  38. Speaking of the short-term: disclosure horizon and managerial myopia
    François Brochet, Maria Loumioti, George Serafeim · 2015 · Review of Accounting Studies
  39. What Risk Factors Matter to Investors? Evidence from Mutual Fund Flows
    Brad M. Barber, Xing Huang, Terrance Odean B · 2014 · Review of Financial Studies
  40. Stocks are special too: an analysis of the equity lending market
    Christopher Charles Geczy, David K. Musto, Adam V. Reed · 2002 · Journal of Financial Economics
  41. Chapter 15 Anomalies and market efficiency
    G. William Schwert · 2003 · Handbook of the economics of finance
  42. Flights of fancy: Corporate jets, CEO perquisites, and inferior shareholder returns
    David Yermack · 2005 · Journal of Financial Economics
  43. Wealth Destruction on a Massive Scale? A Study of Acquiring-Firm Returns in the Recent Merger Wave
    Sara B. Moeller, Frederik Paul Schlingemann, René M. Stulz · 2004 · National Bureau of Economic Research
  44. Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance
    Rob M. M. J. Bauer, Nadja K. Guenster, Rogér Otten · 2004 · Journal of Asset Management
  45. Short and Long Horizon Behavioral Factors
    Kent Daniel, David A. Hirshleifer, Lin Sun · 2017 · Review of Financial Studies
  46. Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds
    James J. Choi, David Laibson, Brigitte C. Madrian · 2009 · Review of Financial Studies
  47. Corporate Sociopolitical Activism and Firm Value
    Yashoda Bhagwat, Nooshin L. Warren, Joshua T. Beck, George F. Watson · 2020 · Journal of Marketing
  48. Corporate Purpose and Financial Performance
    Claudine Madras Gartenberg, Andrea Prat, George Serafeim · 2019 · Organization Science
  49. Financial Constraints and Corporate Environmental Policies
    Qiping Xu, Tae-Hyun Kim · 2018 · Review of Financial Studies
  50. The effect of operational slack, diversification, and vertical relatedness on the stock market reaction to supply chain disruptions
    Kevin B. Hendricks, Vinod R. Singhal, Rongrong Zhang · 2008 · Journal of Operations Management
  51. Family Values and the Star Phenomenon: Strategies of Mutual Fund Families
    Vikram K. Nanda, Z. Jay Wang, Lu Zheng · 2003 · Review of Financial Studies
  52. The End of Behavioral Finance
    Richard H. Thaler · 1999 · Financial Analysts Journal
  53. Rank‐Order Tournaments and Incentive Alignment: The Effect on Firm Performance
    Jayant Raghunath Kale, Ebru Reis, Anand Venkateswaran · 2009 · The Journal of Finance
  54. Does realized skewness predict the cross-section of equity returns?
    Diego Amaya, Peter Christoffersen, Kris Jacobs, Aurelio Vasquez · 2015 · Journal of Financial Economics
  55. Incentive Fees and Mutual Funds
    Edwin J. Elton, Martin J. Gruber, Christopher R. Blake · 2003 · The Journal of Finance
  56. Investing in Socially Responsible Mutual Funds
    Christopher Charles Geczy, Robert F. Stambaugh, David Levin · 2021 · The Review of Asset Pricing Studies
  57. Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
    Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong · 2014 · Journal of Accounting and Economics
  58. Supply and Demand Shifts in the Shorting Market
    Lauren H. Cohen, Karl B. Diether, Christopher J. Malloy · 2007 · The Journal of Finance
  59. When Does Information Asymmetry Affect the Cost of Capital?
    CHRISTOPHER S. ARMSTRONG, John E. Core, Daniel J. Taylor, Robert E. Verrecchia · 2010 · Journal of Accounting Research
  60. Mutual Fund's R 2 as Predictor of Performance
    Yakov Amihud A, Ruslan Y. Goyenko · 2012 · Review of Financial Studies
  61. Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds
    Luc D. R. Renneboog, Jenke ter Horst, Chendi Zhang · 2010 · Journal of Financial Intermediation
  62. An Empirical Analysis of Analysts' Target Prices: Short‐term Informativeness and Long‐term Dynamics
    Alon P. Brav, Reuven Lehavy · 2003 · The Journal of Finance
  63. Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows
    COOPER, MICHAEL J., GULEN, HUSEYIN, RAU, P. RAGHAVENDRA · 2005 · The Journal of Finance
  64. Local institutional investors, information asymmetries, and equity returns☆
    Bok Baik, Jun‐Koo Kang, Jinmo Kim · 2010 · Journal of Financial Economics
  65. Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence
    Russ R. Wermers · 2003 · SSRN Electronic Journal
  66. Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
    Andreas Marcel Oestreich, Ilias Tsiakas · 2015 · Journal of Banking & Finance
  67. Risk Shifting and Mutual Fund Performance
    Jennifer Chunyan Huang, Clemens Sialm, Hanjiang Zhang · 2011 · Review of Financial Studies
  68. Corporate Governance and Value Creation: Evidence from Private Equity
    Viral V. Acharya, Oliver F. Gottschalg, Moritz Hahn, Conor Kehoe · 2012 · Review of Financial Studies
  69. The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading
    Lili Dai, Jerry T. Parwada, Bohui Zhang · 2015 · Journal of Accounting Research
  70. Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
    Michael W. Brandt, Pedro Santa-clara B, Rossen I. Valkanov · 2009 · Review of Financial Studies
  71. Power Enhancement in High-Dimensional Cross-Sectional Tests
    Jianqing Fan, Yuan Liao, Jiawei Yao · 2015 · Econometrica
  72. The Determinants of Mutual Fund Performance: A Cross-Country Study
    Miguel A. M. M. Ferreira, Aneel Keswani, Antonio Freitas Miguel, Sofía B. Ramos · 2011 · European Finance Review
  73. Share restrictions and asset pricing: Evidence from the hedge fund industry☆
    George O. Aragon · 2006 · Journal of Financial Economics
  74. Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
    Tobias Adrian, Joshua V. Rosenberg · 2008 · The Journal of Finance
  75. Analyzing Active Fund Managers’ Commitment to ESG: Evidence from the United Nations Principles for Responsible Investment
    Soohun Kim, Aaron S. Yoon · 2022 · Management Science
  76. Dissecting climate risks: Are they reflected in stock prices?
    Renato Faccini, Rastin Matin, George S. Skiadopoulos · 2023 · Journal of Banking & Finance
  77. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
    Stephen J. Brown, William Nelson Goetzmann, James M. Park · 2001 · The Journal of Finance
  78. Market Efficiency in an Irrational World
    Kent Daniel, Sheridan D. Titman · 1999 · Financial Analysts Journal
  79. Venture Capital Reputation, Post-IPO Performance, and Corporate Governance
    C. N. V. Krishnan, Vladimir I. Ivanov, Ronald W. Masulis, Ajai Kumar Singh · 2011 · Journal of Financial and Quantitative Analysis
  80. Momentum strategies in commodity futures markets
    Joëlle Miffre, Georgios Rallis · 2007 · Journal of Banking & Finance
  81. Comparing Asset Pricing Models
    Francisco Barillas, Jay A. Shanken · 2018 · The Journal of Finance
  82. The Courage of Misguided Convictions
    Brad M. Barber, Terrance Odean B · 1999 · Financial Analysts Journal
  83. Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
    Jon A. Christopherson, Wayne E. Ferson, Debra A. Glassman · 1998 · Review of Financial Studies
  84. The impact of the dimensions of social performance on firm risk
    Kais Bouslah, Lawrence Kryzanowski, Bouchra M’Zali · 2012 · Journal of Banking & Finance
  85. How Investors Interpret Past Fund Returns
    Anthony W. Lynch, David K. Musto · 2003 · The Journal of Finance
  86. Complicated firms
    Lauren H. Cohen, Dong Lou · 2011 · Journal of Financial Economics
  87. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
    Chotibhak Jotikasthira, CHRISTIAN T. LUNDBLAD, Tarun Ramadorai · 2011 · The Journal of Finance
  88. European Mutual Fund Performance
    Rogér Otten, Dennis Bams · 2002 · European Financial Management
  89. Market skewness risk and the cross section of stock returns
    Bo Young Chang, Peter Christoffersen, Kris Jacobs · 2012 · Journal of Financial Economics
  90. Household Finance: An Emerging Field
    Luigi Guiso, Paolo Sodini · 2013 · Handbook of the economics of finance
  91. Multifractal analysis of financial markets: a review
    Zhi-qiang Jiang A, Wen-Jie Xie, Wei‐Xing Zhou, Didier Sornette · 2019 · Reports on Progress in Physics
  92. The Chief Marketing Officer Matters!
    Frank Germann, Peter Ebbes, Rajdeep Grewal · 2015 · Journal of Marketing
  93. Product Innovations, Advertising, and Stock Returns
    Shuba Srinivasan, Koen H. Pauwels, Jorge Silva‐Risso, Dominique M. Hanssens · 2008 · Journal of Marketing
  94. IQ, trading behavior, and performance
    Grinblatt, Mark, Keloharju, Matti, Linnainmaa, Juhani T. · 2012 · Journal of Financial Economics
  95. A tale of values-driven and profit-seeking social investors
    Jeroen Derwall, Kees C. G. Koedijk, Jenke ter Horst · 2011 · Journal of Banking & Finance
  96. The real value of China’s stock market
    Jennifer N. Carpenter, Fangzhou Lu, Robert Whitelaw · 2020 · Journal of Financial Economics
  97. Earnings and price momentum
    Tarun Chordia, Lakshmanan Shivakumar · 2006 · Journal of Financial Economics
  98. The Ethical Mutual Fund Performance Debate: New Evidence from Canada
    Rob M. M. J. Bauer, Jeroen Derwall, Rogér Otten · 2006 · Journal of Business Ethics
  99. Is economic uncertainty priced in the cross-section of stock returns?
    Turan G. Bali, Stephen J. Brown, Yi Tang · 2017 · Journal of Financial Economics
  100. Financial advisors: A case of babysitters?
    Hackethal, Andreas, Haliassos, Michael, Jappelli, Tullio · 2012 · Journal of Banking & Finance