On Persistence in Mutual Fund Performance

Cited by (1,015)

Items 501–600 of 1,015

1. UK mutual fund performance: Skill or luck?
   Keith Cuthbertson, Dirk Nitzsche, Niall O’Sullivan · 2007 · Journal of Empirical Finance
2. How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
   Rüdiger Fahlenbrach, Kevin Rageth, René M. Stulz · 2020 · National Bureau of Economic Research
3. Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits
   Hemang Desai, Prem C. Jain · 1997 · The Journal of Business
4. Herding on fundamental information: A comparative study
   Emilios Galariotis, Rong Wu, Spyros I. Spyrou · 2014 · Journal of Banking & Finance
5. Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
   Turan G. Bali, Scott Murray · 2012 · Journal of Financial and Quantitative Analysis
6. The Accrual Anomaly: Risk or Mispricing?
   David A. Hirshleifer, Kewei Hou, Siew Hong Teoh · 2011 · Management Science
7. Air pollution, behavioral bias, and the disposition effect in China
   Jennifer S.Y. Li, Massimo Massa, Hong Zhang, Jian Zhang · 2019 · Journal of Financial Economics
8. Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
   Vikas Agarwal, Wei Jiang, Yuehua Tang, Baozhong Yang · 2012 · The Journal of Finance
9. The impact of carbon neutrality on the investment performance: Evidence from the equity mutual funds in BRICS
   Xiangfeng Ji, Yusong Zhang, Nawazish Mirza, Muhammad Umar, Syed Kumail Abbas Rizvi · 2021 · Journal of Environmental Management
10. The performance of emerging hedge funds and managers☆
    Aggarwal, Rajesh K., Jorion, Philippe · 2010 · Journal of Financial Economics
11. Innovative Originality, Profitability, and Stock Returns
    David A. Hirshleifer, Po‐Hsuan Hsu, Dongmei Li · 2017 · Review of Financial Studies
12. Returns to Hedge Fund Activism: An International Study
    Marco Becht, JULIAN R. FRANKS, Jeremy Grant, Hannes F. Wagner · 2017 · Review of Financial Studies
13. Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
    Patrick Gagliardini, Elisa Ossola, Olivier Scaillet B · 2016 · Econometrica
14. The good news in short interest
    Ekkehart Boehmer, Zsuzsa R. Huszár, Bradford D. Jordan · 2009 · Journal of Financial Economics
15. When ESG meets AAA: The effect of ESG rating changes on stock returns
    Savva Shanaev, Binam Ghimire · 2021 · Finance research letters
16. What drives financial performance–resource efficiency or resource slack?
    Sachin B. Modi, Saurabh Mishra · 2011 · Journal of Operations Management
17. What's next? Judging sequences of binary events.
    An T. Oskarsson, Leaf Van Boven A, Gary H. McClelland, Reid Hastie · 2009 · Psychological Bulletin
18. Information flows within financial conglomerates: Evidence from the banks–mutual funds relation
    Massimo Massa, Zahid Rehman · 2008 · Journal of Financial Economics
19. Social Transmission Bias and Investor Behavior
    Bing Han, David A. Hirshleifer, Johan Waldén · 2018 · Journal of Financial and Quantitative Analysis
20. The Long-Term Stock Market Valuation of Customer Satisfaction
    Lerzan Aksoy, Bruce Cooil, Christopher Groening, Timothy Lee Keiningham, Atakan Yalçın · 2008 · Journal of Marketing
21. Investment and the weighted average cost of capital
    Murray Z. Frank, Tao Shen · 2015 · Journal of Financial Economics
22. Technical trading revisited: False discoveries, persistence tests, and transaction costs
    Bajgrowicz, Pierre, Scaillet, Olivier · 2012 · Journal of Financial Economics
23. Conditional conservatism and cost of capital
    Juan Manuel García Lara, Beatriz García Osma, Fernando Peñalva · 2010 · Review of Accounting Studies
24. A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion
    Zerbib, Olivier David · 2022 · Review of Finance
25. Energy prices, volatility, and the stock market: Evidence from the Eurozone
    Ulrich Oberndorfer · 2009 · Energy Policy
26. Once Burned, Twice Shy: How Naive Learning, Counterfactuals, and Regret Affect the Repurchase of Stocks Previously Sold
    Michal Ann Strahilevitz, Terrance Odean B, Brad M. Barber · 2011 · Journal of Marketing Research
27. Business Networks, Corporate Governance, and Contracting in the Mutual Fund Industry
    Camelia M. Kuhnen · 2009 · The Journal of Finance
28. Inference in Long‐Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings
    Alon P. Brav · 2000 · The Journal of Finance
29. The intertemporal capital asset pricing model with dynamic conditional correlations
    Turan G. Bali, Robert F. Engle · 2010 · Journal of Monetary Economics
30. The effects of institutional investor objectives on firm valuation and governance
    Paul A. Borochin, Jie Yang · 2017 · Journal of Financial Economics
31. Bank Internationalization and Risk Taking
    Allen N. Berger, Sadok El Ghoul, Omrane Guedhami, Raluca A. Roman · 2013 · Management Science
32. Institutional investors and the limits of arbitrage
    Jonathan W. Lewellen · 2011 · Journal of Financial Economics
33. Religion, Gambling Attitudes and Corporate Innovation
    Binay Kumar Adhikari, Anup Agrawal · 2013 · Journal of Corporate Finance
34. Monthly Measurement of Daily Timers
    William Nelson Goetzmann, Jonathan E. Ingersoll, Zoran Ivković · 2000 · Journal of Financial and Quantitative Analysis
35. Deal Size, Acquisition Premia and Shareholder Gains
    George Alexandridis, Kathleen Petrie Fuller, Lars Terhaar, Nickolaos G. Travlos · 2012 · Journal of Corporate Finance
36. Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance?
    Darren D. Lee, Robert W. Faff, Kim Langfield‐Smith · 2009 · Australian Journal of Management
37. Peer influence on payout policies
    Binay Kumar Adhikari, Anup Agrawal · 2017 · Journal of Corporate Finance
38. What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures
    Lucia Alessi, Elisa Ossola, Roberto Panzica · 2021 · Journal of Financial Stability
39. Corporate Environmental Policy and Shareholder Value: Following the Smart Money
    Fernando, Chitru S., Sharfman, Mark P., Uysal, Vahap B. · 2017 · Journal of Financial and Quantitative Analysis
40. The Performance of European Socially Responsible Funds
    Maria Céu Cortez, Florinda Silva, Nelson Manuel de Pinho Brandão da Costa Areal · 2008 · Journal of Business Ethics
41. On the value relevance of customer satisfaction. Multiple drivers and multiple markets
    Sascha Raithel, Marko Sarstedt, Sebastian Scharf, Manfred Schwaiger · 2011 · Journal of the Academy of Marketing Science
42. Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance
    David T. Robinson, Berk A. Sensoy · 2012 · Review of Financial Studies
43. Conventional and Islamic stock price performance: An empirical investigation
    Fredj Jawadi, Nabila Jawadi, Waël Louhichi · 2013 · International Economics
44. New Product Preannouncements and Shareholder Value: Don't Make Promises you Can't Keep
    Alina B. Sorescu, Venkatesh Shankar, Tarun Kushwaha · 2007 · Journal of Marketing Research
45. Improving Portfolio Selection Using Option-Implied Volatility and Skewness
    Victor DeMiguel, Yuliya Plyakha, Raman Uppal, Grigory Vilkov · 2011 · Journal of Financial and Quantitative Analysis
46. Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan
    Roger D. Huang, Cheng‐Yi Shiu · 2009 · Financial Management
47. All experience is not created equal: learning, adapting, and focusing in product portfolio management
    J. Eggers · 2012 · Strategic Management Journal
48. Multifactor models and their consistency with the ICAPM
    Paulo F. Maio, Pedro Santa-clara B · 2012 · Journal of Financial Economics
49. The Misguided Beliefs of Financial Advisors
    Juhani T. Linnainmaa, Brian Melzer, Alessandro Previtero · 2017 · The Journal of Finance
50. The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
    Zheng Sun, Ashley Wang, Zheng Kui Lu · 2011 · Review of Financial Studies
51. Oil price and stock returns of consumers and producers of crude oil
    Dinh Hoang Bach Phan, Susan Sunila Sharma, Paresh Kumar Narayan · 2014 · Journal of International Financial Markets Institutions and Money
52. Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem
    Hui Ou‐Yang · 2002 · Review of Financial Studies
53. The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies
    Javier Gil‐Bazo, Pablo Ruiz‐Verdú, André Alves Portela Santos · 2009 · Journal of Business Ethics
54. WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions
    Ron Kaniel, Robert Parham · 2015 · Journal of Financial Economics
55. Do Heterogeneous Beliefs Matter for Asset Pricing?
    Evan W. Anderson, Éric Ghysels, Jennifer L. Juergens · 2005 · Review of Financial Studies
56. The Effect of Accounting Conservatism on Corporate Investment during the Global Financial Crisis
    Karthik Balakrishnan, Ross L. Watts, Luo Zuo · 2016 · Journal of Business Finance &amp Accounting
57. Do sell-side analysts exhibit differential target price forecasting ability?
    Mark Thomas Bradshaw, Lawrence D. Brown, Kelly Huang · 2012 · Review of Accounting Studies
58. Hedge Fund Risk Dynamics: Implications for Performance Appraisal
    Nicolas P. B. Bollen, Robert E. Whaley · 2009 · The Journal of Finance
59. Factor Momentum and the Momentum Factor
    Sina Ehsani, Juhani T. Linnainmaa · 2022 · The Journal of Finance
60. Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
    Robert L. Kosowski · 2006 · Quarterly Journal of Finance
61. Portfolio Manager Compensation in the U.S. Mutual Fund Industry
    Linlin Ma, Yuehua Tang, Juan-Pedro Gómez · 2018 · The Journal of Finance
62. Does option trading convey stock price information?
    Jianfeng Hu · 2013 · Journal of Financial Economics
63. Financial constraints and share repurchases
    Sheng‐Syan Chen, Yanzhi A. Wang · 2012 · Journal of Financial Economics
64. Which Money Is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors
    Aneel Keswani, David Stolin · 2008 · The Journal of Finance
65. A Returns-Based Representation of Earnings Quality
    Frank Ecker, Jennifer Francis, Irene Kim, Per Mikael Olsson, Katherine Schipper · 2006 · The Accounting Review
66. Institutional versus Individual Investment in IPOs: The Importance of Firm Fundamentals
    Laura Casares Field, Michelle B. Lowry · 2009 · Journal of Financial and Quantitative Analysis
67. ESG Ratings and Stock Performance during the COVID-19 Crisis
    Nils Engelhardt, Jens Ekkenga, Peter N. Posch · 2021 · Sustainability
68. Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives
    Danny Zhao‐Xiang Huang · 2021 · Accounting and Finance
69. Do Funds Make More When They Trade More?
    Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor · 2014 · The Journal of Finance
70. The Geography of Hedge Funds
    Melvyn Teo · 2009 · Review of Financial Studies
71. Technological Links and Predictable Returns
    Charles M.C. Lee, Stephen Teng Sun, Rongfei Wang, Ran Zhang · 2017 · Journal of Financial Economics
72. Within-Firm Pay Inequality
    Holger M. Mueller, Paige Ouimet, Elena Simintzi · 2017 · Review of Financial Studies
73. How Do Consumer Buzz and Traffic in Social Media Marketing Predict the Value of the Firm?
    Xueming Luo, Jie Zhang · 2013 · Journal of Management Information Systems
74. Mutual Fund Performance: Evidence from the UK
    David P. Blake, Allan Timmermann · 1998 · European Finance Review
75. Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
    Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş, A. Doruk Günaydın · 2019 · Journal of Financial Economics
76. Do Investment Banks Matter for M&A Returns?
    Jack Bao, Alex Edmans · 2011 · Review of Financial Studies
77. Home away from Home: Geography of Information and Local Investors
    Gennaro Bernile, Alok Kumar, Johan Sulaeman · 2015 · Review of Financial Studies
78. The impact of information security breaches: Has there been a downward shift in costs?
    Lawrence A. Gordon, Martin P. Loeb, Lei Zhou · 2011 · Journal of Computer Security
79. Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
    Geoffrey C. Friesen, Travis R. A. Sapp · 2007 · Journal of Banking & Finance
80. Firm-specific climate risk and market valuation
    Henk Berkman, Jonathan Jona, Naomi S. Soderstrom · 2024 · Accounting Organizations and Society
81. Local Religious Beliefs and Mutual Fund Risk-Taking Behaviors
    Tao Shu, Johan Sulaeman, P. Eric Yeung · 2012 · Management Science
82. Demand Curves and the Pricing of Money Management
    Susan E. K. Christoffersen, David K. Musto · 2002 · Review of Financial Studies
83. ESG controversies and controversial ESG: about silent saints and small sinners
    Gregor Dorfleitner, Christian Kreuzer, Christian Sparrer · 2020 · Journal of Asset Management
84. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    Andrew J. Patton, Tarun Ramadorai · 2011 · The Journal of Finance
85. Media Makes Momentum
    Alexander Hillert, Heiko Jacobs, Sebastian Müller · 2012 · Review of Financial Studies
86. The Selection and Termination of Investment Management Firms by Plan Sponsors
    Amit Goyal, Sunil Wahal · 2008 · The Journal of Finance
87. Hedge Funds as Investors of Last Resort?
    David J. Brophy, Paige Ouimet, Clemens Sialm · 2006 · Review of Financial Studies
88. CEO Early-Life Disaster Experience and Stock Price Crash Risk
    Yangyang Chen, Qingliang Fan, Xin Yang, Leon Zolotoy · 2019 · Journal of Corporate Finance
89. Window Dressing in Mutual Funds
    Vikas Agarwal, Gerald D. Gay, Leng Ling · 2014 · Review of Financial Studies
90. Information Uncertainty and Post‐Earnings‐Announcement‐Drift
    Jennifer Francis, Ryan LaFond, Per Mikael Olsson, Katherine Schipper · 2007 · Journal of Business Finance &amp Accounting
91. The liquidity risk of liquid hedge funds
    Melvyn Teo · 2010 · Journal of Financial Economics
92. Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns
    Barber, Brad M., Lehavy, Reuven, McNichols, Maureen F., Trueman, Brett · 1998
93. Manager education and mutual fund performance
    Aron A. Gottesman, Matthew R. Morey · 2006 · Journal of Empirical Finance
94. Salience theory and stock prices: Empirical evidence
    Mathijs Cosemans, Rik Frehen · 2020 · Journal of Financial Economics
95. Carry Trade and Momentum in Currency Markets
    Craig Burnside, Martin Eichenbaum, Sergio Tavares Rebelo · 2011 · Annual Review of Financial Economics
96. Long-Term Performance of Seasoned Equity Offerings: Benchmark Errors and Biases in Expectations
    Narasimhan Jegadeesh · 2000 · Financial Management
97. Noisy Prices and Inference Regarding Returns
    Elena Asparouhova, Hendrik Bessembinder, Ivalina Kalcheva · 2012 · The Journal of Finance
98. Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
    Avramov, Doron, Cheng, Si, Metzker, Lior · 2023 · Management Science
99. Financial Structure, Acquisition Opportunities, and Firm Locations
    Andrés Almazán, Adolfo de Motta, Sheridan D. Titman, Vahap Bülent Uysal · 2010 · The Journal of Finance
100. The performance of socially responsible investments: Investment funds and indices
     Michael Schröder · 2004 · Financial markets and portfolio management