On Persistence in Mutual Fund Performance

Cited by (1,015)

Items 301–400 of 1,015

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2. Government spending, political cycles, and the cross section of stock returns
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3. Predicting stock price movements from past returns: the role of consistency and tax-loss selling
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4. The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value
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5. Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
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6. Cost of capital and earnings transparency
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7. Private Information, Earnings Manipulations, and Executive Stock-Option Exercises
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8. Investing in equity mutual funds
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9. Positive and Negative Corporate Social Responsibility, Financial Leverage, and Idiosyncratic Risk
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10. Mutual fund performance and seemingly unrelated assets
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11. Caught on tape: Institutional trading, stock returns, and earnings announcements
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12. Fund Manager Use of Public Information: New Evidence on Managerial Skills
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13. Undeserved Loss: The Spread of Legitimacy Loss to Innocent Organizations in Response to Reported Corporate Deviance
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14. Are institutional investors with multiple blockholdings effective monitors?
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15. The Interim Trading Skills of Institutional Investors
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16. Voluntary corporate environmental initiatives and shareholder wealth
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17. Corporate Environmental Responsibility and Firm Risk
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18. How Does Size Affect Mutual Fund Behavior?
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19. Labor Hiring, Investment, and Stock Return Predictability in the Cross Section
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20. A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases
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21. The Long-Term Effects of Hedge Fund Activism
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22. Value creation or destruction? Hedge funds as shareholder activists
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23. Distracted Shareholders and Corporate Actions
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24. Does Board Gender Diversity Have a Financial Impact? Evidence Using Stock Portfolio Performance
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25. Marketing Alliances, Firm Networks, and Firm Value Creation
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26. Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis
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27. In Search of Distress Risk
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28. Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow
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29. Assessing Asset Pricing Models Using Revealed Preference
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30. Return Reversals, Idiosyncratic Risk, and Expected Returns
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31. On Mutual Fund Investment Styles
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32. Cross-section of option returns and volatility☆
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33. Corporate social responsibility and corporate financial performance: Evidence from Korea
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34. Are Mutual Funds Active Voters?
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35. Shareholder Votes and Proxy Advisors: Evidence from Say on Pay
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36. Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study
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37. Does Family Control Matter? International Evidence from the 2008–2009 Financial Crisis
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38. Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search
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39. Coarse Thinking and Persuasion*
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40. Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
    Marco Becht, JULIAN R. FRANKS, Colin Mayer, Stefano Rossi · 2010 · Review of Financial Studies
41. Hedge Fund Performance and Manager Skill
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42. The Gambler’s Fallacy and the Hot Hand: Empirical Data from Casinos
    Rachel T. A. Croson, James A. Sundali · 2005 · Journal of Risk and Uncertainty
43. Volatility Timing in Mutual Funds: Evidence from Daily Returns
    Jeffrey A. Busse · 1999 · Review of Financial Studies
44. Which Institutional Investors Trade Based on Private Information About Earnings and Returns?
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45. The Gambler's and Hot-Hand Fallacies: Theory and Applications
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46. The Persistence of IPO Mispricing and the Predictive Power of Flipping
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47. Improving Consumer Mindset Metrics and Shareholder Value through Social Media: The Different Roles of Owned and Earned Media
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48. The Power of the Street: Evidence from Egypt’s Arab Spring
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49. Emerging new themes in environmental, social and governance investing: a systematic literature review
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50. Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
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51. No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice
    Veronika Krepely Pool, Noah Stoffman, Scott E. Yonker · 2012 · Review of Financial Studies
52. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds
    Mark M. Carhart, Ron Kaniel, David K. Musto, Adam V. Reed · 2002 · The Journal of Finance
53. Do socially (ir)responsible investments pay? New evidence from international ESG data
    Benjamin Rainer Auer, Frank Schuhmacher · 2015 · The Quarterly Review of Economics and Finance
54. Corporate Social Responsibility and Firm Value: Disaggregating the Effects on Cash Flow, Risk and Growth
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55. Firm-specific risk and equity market development☆
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56. Connected Stocks
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57. Evaluating Mutual Fund Performance
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58. An Intertemporal CAPM with Stochastic Volatility
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59. Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
    Nerissa C. Brown, Kelsey D. Wei, Russ R. Wermers · 2013 · Management Science
60. Financial Literacy, Portfolio Choice and Financial Well-Being
    Zhong Y. Chu, Zhengwei Wang, Jing Jian Xiao, Weiqiang Zhang · 2016 · Social Indicators Research
61. Institutional investors and corporate social responsibility
    John R. Nofsinger, Johan Sulaeman, Abhishek Varma · 2019 · Journal of Corporate Finance
62. Are Investors Rational? Choices among Index Funds
    Edwin J. Elton, Martin J. Gruber, Jeffrey A. Busse · 2004 · The Journal of Finance
63. A Lottery-Demand-Based Explanation of the Beta Anomaly
    Turan G. Bali, Stephen J. Brown, Scott Murray, Yi Tang · 2017 · Journal of Financial and Quantitative Analysis
64. Comparing the stock recommendation performance of investment banks and independent research firms
    Brad M. Barber, Reuven Lehavy, Brett Trueman · 2006 · Journal of Financial Economics
65. Precautionary Savings with Risky Assets: When Cash Is Not Cash
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66. Winners in the spotlight: Media coverage of fund holdings as a driver of flows
    David H. Solomon, Eugene F. Soltes, Denis Sosyura · 2014 · Journal of Financial Economics
67. Analysis of hedge fund performance
    Daniel Capocci, Georges Hübner · 2003 · Journal of Empirical Finance
68. Can Growth Options Explain the Trend in Idiosyncratic Risk?
    Charles Cao, Timothy T. Simin, Jing Zhao · 2006 · Review of Financial Studies
69. Event study methodology in the marketing literature: an overview
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70. Do investors actually value sustainability? New evidence from investor reactions to the Dow Jones Sustainability Index (DJSI)
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71. Earnings Management and Firm Performance Following Open‐Market Repurchases
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72. Portfolio Concentration and the Performance of Individual Investors
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73. The Robustness of the Corporate Social and Financial Performance Relation: A Second‐Order Meta‐Analysis
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74. Mutual Fund Fees Around the World
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75. Do Investors Actually Value Sustainability? New Evidence from Investor Reactions to the Dow Jones Sustainability Index (DJSI)
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76. The Nature and Persistence of Buyback Anomalies
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77. Misvaluing Innovation
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78. Why mutual funds “underperform.”
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79. Climate risk: The price of drought
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80. Buys, holds, and sells: The distribution of investment banks’ stock ratings and the implications for the profitability of analysts’ recommendations
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81. The Market for Financial Advice: An Audit Study
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82. Prospect Theory and Stock Returns: An Empirical Test
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83. Investors' Horizons and the Amplification of Market Shocks
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84. Information Asymmetry and Cross‐sectional Variation in Insider Trading*
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85. Climate change, risk factors and stock returns: A review of the literature
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86. Do Ads Influence Editors? Advertising and Bias in the Financial Media
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87. Momentum in Corporate Bond Returns
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88. Anomalies and Market Efficiency
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89. Crowdsourced Employer Reviews and Stock Returns
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90. Performance evaluation and self-designated benchmark indexes in the mutual fund industry
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91. Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
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92. On the Industry Concentration of Actively Managed Equity Mutual Funds
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93. Financial Distress and the Cross‐section of Equity Returns
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94. Social Performance and Firm Risk: Impact of the Financial Crisis
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95. Costs and benefits of friendly boards during mergers and acquisitions
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96. Temperature shocks and industry earnings news
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97. Weather-Induced Mood, Institutional Investors, and Stock Returns
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98. Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
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99. Indexing and active fund management: International evidence
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100. Mutual fund performance and flows during the COVID-19 crisis
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