On Persistence in Mutual Fund Performance

Cited by (1,015)

Items 601–700 of 1,015

1. Public Attention to Environmental Issues and Stock Market Returns
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2. The effect of voluntary disclosure on stock liquidity: New evidence from index funds
   Jordan Schoenfeld · 2016 · Journal of Accounting and Economics
3. Which News Moves Stock Prices? A Textual Analysis
   Jacob Boudoukh A, Ronen Feldman, Shimon Kogan, Matthew P. Richardson · 2013 · National Bureau of Economic Research
4. The Nature and Persistence of Buyback Anomalies
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5. The Price Impact of Institutional Herding
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6. Insider Trading Before Accounting Scandals
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7. Financial sustainability: measurement and empirical evidence
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8. Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK
   Alan Gregory, Rajesh Tharyan, Angela Christidis · 2013 · Journal of Business Finance &amp Accounting
9. Liquidity, investment ability, and mutual fund structure
   Vikram K. Nanda · 2000 · Journal of Financial Economics
10. Modern Investment Management: An Equilibrium Approach
    Bob Litterman · 2003
11. Morningstar Ratings and Mutual Fund Performance
    Christopher R. Blake, Matthew R. Morey · 2000 · Journal of Financial and Quantitative Analysis
12. Defined Contribution Pension Plans: Sticky or Discerning Money?
    Clemens Sialm, Laura T. Starks, Hanjiang Zhang · 2014 · The Journal of Finance
13. Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?
    Lily H. Fang, Joël Peress, Lu Zheng · 2011 · Review of Financial Studies
14. Estimating the Dynamics of Mutual Fund Alphas and Betas
    Harry Mamaysky, Matthew I. Spiegel, Hong Zhang · 2007 · Review of Financial Studies
15. Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence
    Manapon Limkriangkrai, SzeKee Koh, Robert B. B. Durand · 2016 · International Review of Finance
16. A Portfolio Perspective on the Multitude of Firm Characteristics
    Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales, Raman Uppal · 2017 · Review of Financial Studies
17. Post loss/profit announcement drift
    Karthik Balakrishnan, Eli Bartov, Lucile Faurel · 2009 · Journal of Accounting and Economics
18. Staggered boards and long-term firm value, revisited
    Martijn Cremers, Lubomir P. Litov, Simone M. Sepe · 2017 · Journal of Financial Economics
19. Corporate Takeovers**Surveying the vast area of corporate takeovers is a daunting task, and we have undoubtedly missed many interesting contributions. We apologize to those who feel their research has been left out or improperly characterized, and welcome reactions and comments. Some of the material in Section 3 is also found in Eckbo (2008).
    Sandra Betton, B. Espen Eckbo, Karin S. Thorburn · 2008 · Elsevier eBooks
20. Governance and boards of directors in closed-end investment companies
    Diane Del Guercio, Larry Y. Dann, M. Megan Partch · 2003 · Journal of Financial Economics
21. A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
    Khaled Obaid, Kuntara Pukthuanthong · 2021 · Journal of Financial Economics
22. Cycles in the IPO market☆
    Chris Yung, Gönül Çolak, WEIWANG · 2008 · Journal of Financial Economics
23. ESG, liquidity, and stock returns
    Di Luo · 2022 · Journal of International Financial Markets Institutions and Money
24. Empirical Asset Pricing: The Cross Section of Stock Returns
    Turan G. Bali, Robert F. Engle, Scott Murray · 2016
25. Credit ratings and the cross-section of stock returns
    Doron Avramov, Tarun Chordia, Gergana Jostova, Alexander Philipov · 2009 · Journal of Financial Markets
26. The Role of Anchoring Bias in the Equity Market
    Ling Cen, Gilles Hilary, K.C. John Wei, Jie Zhang · 2010 · Journal of Financial and Quantitative Analysis
27. Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model
    Mozaffar Khan · 2007 · Journal of Accounting and Economics
28. Risks and Returns of Cryptocurrency
    Yukun Liu, Aleh Tsyvinski · 2018 · National Bureau of Economic Research
29. Hiring Cheerleaders: Board Appointments of "Independent" Directors
    Lauren H. Cohen, Andrea Frazzini, Christopher J. Malloy · 2008 · Management Science
30. Outsourcing Mutual Fund Management: Firm Boundaries, Incentives, and Performance
    Joseph S. Chen, Harrison G. Hong, WENXI JIANG, Jeffrey D. Kubik · 2012 · The Journal of Finance
31. What Do Employees Know? Evidence from a Social Media Platform
    Kelly Huang, Meng Li, Stanimir Markov · 2018 · The Accounting Review
32. Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit
    Antje Berndt, Anurag Gupta · 2008 · Journal of Monetary Economics
33. Stock Returns after Major Price Shocks: The Impact of Information
    Pavel G. Savor · 2011 · Journal of Financial Economics
34. Corporate Sustainability and Stock Returns: Evidence from Employee Satisfaction
    Kyle Welch, Aaron S. Yoon · 2020 · Review of Accounting Studies
35. A Closer Look at the Short-Term Return Reversal
    Zhi Da, Qianqiu Liu, Ernst Schaumburg · 2013 · Management Science
36. Institutional Trade Persistence and Long-term Equity Returns
    Amil Dasgupta, Andrea Prat, Michela Verardo · 2010 · The Journal of Finance
37. Machine Learning for Stock Selection
    Rasekhschaffe, Keywan Christian, Jones, Robert C. · 2019 · Financial Analysts Journal
38. Investor Sentiment for Corporate Social Performance
    James P. Naughton, Clare Wang, Ira Yeung · 2018 · The Accounting Review
39. State‐Level Business Cycles and Local Return Predictability
    George M. Korniotis, Alok Kumar · 2013 · The Journal of Finance
40. The Cross-Section and Time-Series of Stock and Bond Returns
    Ralph S. J. Koijen, Hanno N. Lustig, Stijn Van Nieuwerburgh · 2011 · Journal of Monetary Economics
41. Executive pay dispersion, corporate governance, and firm performance
    Kin Wai Lee, Baruch Itamar Lev, Gillian Hian Heng Yeo · 2007 · Review of Quantitative Finance and Accounting
42. An Intertemporal CAPM with Stochastic Volatility
    John Campbell, Stefano Giglio, Christopher Polk, Robert S. Turley · 2012 · National Bureau of Economic Research
43. The Opportunity Cost of Negative Screening in Socially Responsible Investing
    Pieter Jan Trinks, Bert Scholtens · 2015 · Journal of Business Ethics
44. Option Return Predictability with Machine Learning and Big Data
    Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, Florian Weigert · 2023 · Review of Financial Studies
45. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors
    Brad M. Barber, Terrance Odean B · 2011 · Wiley eBooks
46. Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
    Yufeng Han, David A. Lesmond · 2011 · Review of Financial Studies
47. Death and jackpot: Why do individual investors hold overpriced stocks?
    JENNIFER S. CONRAD, Nishad Kapadia, Yuhang Xing · 2014 · Journal of Financial Economics
48. Sex Matters: Gender Bias in the Mutual Fund Industry
    Alexandra Niessen‐Ruenzi, Stefan Ruenzi · 2018 · Management Science
49. Patient capital outperformance: The investment skill of high active share managers who trade infrequently
    Martijn Cremers, Ankur Pareek · 2016 · Journal of Financial Economics
50. Do Some Business Models Perform Better than Others?
    Thomas W. Malone, Peter Weill, Richard K. Lai, Victoria T. D'Urso, George Herman, Thomas G. Apel, Stephanie L. Woerner · 2006 · SSRN Electronic Journal
51. Tracking S&P 500 Index Funds
    Alex Frino, David R. Gallagher · 2001 · The Journal of Portfolio Management
52. Conventional mutual index funds versus exchange-traded funds
    Anna Agapova · 2010 · Journal of Financial Markets
53. Anomalies and False Rejections
    Tarun Chordia, Amit Goyal, Alessio Saretto B · 2020 · Review of Financial Studies
54. Should Investors Follow the Prophets or the Bears? Evidence on the Use of Public Information by Analysts and Short Sellers
    Michael S. Drake, Lynn L. Rees, Edward P. Swanson · 2010 · The Accounting Review
55. Public Sentiment and the Price of Corporate Sustainability
    George Serafeim · 2020 · Financial Analysts Journal
56. What Is the Expected Return on a Stock?
    IAN W. R. MARTIN, Christian Wagner · 2019 · The Journal of Finance
57. Partisan Professionals: Evidence from Credit Rating Analysts
    Elisabeth Kempf, Margarita Tsoutsoura · 2021 · The Journal of Finance
58. Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
    Baquero, Guillermo, ter Horst, Jenke, Verbeek, Marno · 2005 · Journal of Financial and Quantitative Analysis
59. Employee Turnover and Firm Performance: Large-Sample Archival Evidence
    Qin Li, Ben Lourie, Alexander Nekrasov, Terry J. Shevlin · 2021 · Management Science
60. The role of shorting, firm size, and time on market anomalies
    Ronen Israel, Tobias J. Moskowitz · 2012 · Journal of Financial Economics
61. The Cross‐Section of Credit Risk Premia and Equity Returns
    Nils Friewald, Christian Wagner, Josef Zechner B · 2014 · The Journal of Finance
62. Uncertainty, Financial Frictions, and Investment Dynamics
    Simon Gilchrist, Jae Woo Sim, Egon Zakrajšek · 2014 · Finance and Economics Discussion Series
63. Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence
    Steven J. Huddart, Mark Lang, Michelle Higgins Yetman · 2008 · Management Science
64. The dark side of CEO ability: CEO general managerial skills and cost of equity capital
    Dev R. Mishra · 2014 · Journal of Corporate Finance
65. The Local Bias of Individual Investors
    Ning Zhu · 2002 · SSRN Electronic Journal
66. Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 Pandemic
    Larisa Yarovaya, Nawazish Mirza, Jamila Abaidi Hasnaoui, Amir Hasnaoui · 2020 · International Review of Economics & Finance
67. Using Expectations to Test Asset Pricing Models
    Alon P. Brav, Reuven Lehavy, Roni Michaely · 2005 · Financial Management
68. Managerial Ability, Compensation, and the Closed‐End Fund Discount
    Jonathan Berk, Richard Stanton · 2007 · The Journal of Finance
69. Illiquidity Premia in the Equity Options Market
    Peter Christoffersen, Ruslan Y. Goyenko, Kris Jacobs, Mehdi Karoui · 2012 · Review of Financial Studies
70. Implied volatility and future portfolio returns
    Prithviraj S. Banerjee, James S. Doran, David R. Peterson · 2007 · Journal of Banking & Finance
71. The dynamics of returns on renewable energy companies: A state-space approach
    Julian Inchauspe, Ronald D. Ripple, Stefan Trück · 2014 · Energy Economics
72. Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
    Xuemin Sterling Yan, Lingling Zheng · 2017 · Review of Financial Studies
73. Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
    Amber Anand, Paul J. Irvine, Andy Puckett, Kumar Venkataraman · 2011 · Review of Financial Studies
74. Systematic Risk and the Cross-Section of Hedge Fund Returns
    Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan · 2011 · Journal of Financial Economics
75. Intertemporal CAPM and the Cross-Section of Stock Returns
    Joseph S. Chen · 2002 · SSRN Electronic Journal
76. Risk, Uncertainty, and Expected Returns
    Turan G. Bali, Hao Zhou · 2012 · Journal of Financial and Quantitative Analysis
77. Rethinking Measurement of Pay Disparity and Its Relation to Firm Performance
    Ethan Rouen · 2016 · The Accounting Review
78. SEC Rule 10b5-1 and Insiders' Strategic Trade
    Alan D. Jagolinzer · 2008 · Management Science
79. The Finance Uncertainty Multiplier
    Iván Alfaro, Nicholas Bloom, Xiaoji Lin · 2023 · Journal of Political Economy
80. Disentangling Risk and Change
    Aleksandra Joanna Kacperczyk, Christine M. Beckman, Thomas P. Moliterno · 2014 · Administrative Science Quarterly
81. Fossil Fuel Divestment and Portfolio Performance
    Arjan Trinks, Bert Scholtens, Machiel Mulder, Lammertjan Dam · 2018 · Ecological Economics
82. Behavioral and Rational Explanations of Stock Price Performance around SEOs: Evidence from a Decomposition of Market-to-Book Ratios
    Michael G. Hertzel, Zhi Li · 2010 · Journal of Financial and Quantitative Analysis
83. Do hedge funds' exposures to risk factors predict their future returns?
    Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan · 2011 · Journal of Financial Economics
84. Institutional Investors and Mutual Fund Governance: Evidence from Retail–Institutional Fund Twins
    Evans, Richard B., Fahlenbrach, Rüdiger · 2012 · Review of Financial Studies
85. Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms
    Ulrich Oberndorfer, Peter Steffen Schmidt, Marcus Wagner, Andreas R. Ziegler · 2013 · Journal of Environmental Economics and Management
86. Leverage change, debt overhang, and stock prices
    Jie Cai, Zhe Zhang · 2010 · Journal of Corporate Finance
87. Dispersion in analysts’ earnings forecasts and credit rating
    Doron Avramov, Tarun Chordia, Gergana Jostova, Alexander Philipov · 2008 · Journal of Financial Economics
88. Information Efficiency and Firm-Specific Return Variation
    Patrick J. Kelly · 2014 · Quarterly Journal of Finance
89. A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market
    Adam C. Kolasinski, Adam V. Reed, Matthew C. Ringgenberg · 2011 · The Journal of Finance
90. Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance
    Hao Jiang, Michela Verardo · 2018 · The Journal of Finance
91. Central Bank Communication on Financial Stability
    Benjamin Born, Michael Ehrmann, Marcel Fratzscher · 2013 · The Economic Journal
92. Returns-Chasing Behavior, Mutual Funds, and Beta's Death
    Jason J. Karceski · 2002 · Journal of Financial and Quantitative Analysis
93. Earnings Quality Measures and Excess Returns
    Pietro Perotti, Alfred Wagenhofer · 2014 · Journal of Business Finance & Accounting
94. Ethical requirement and financial interest: a literature review on socially responsible investing
    Miriam von Wallis, Christian Klein · 2014 · BuR - Business Research
95. Conditional Return Smoothing in the Hedge Fund Industry
    Nicolas P. B. Bollen, Veronika Krepely Pool · 2008 · Journal of Financial and Quantitative Analysis
96. Social Screens and Systematic Investor Boycott Risk
    Hang Luo, Ronald J. Balvers · 2017 · Journal of Financial and Quantitative Analysis
97. Corporate Boards and Regulation: The Effect of the Sarbanes-Oxley Act and the Exchange Listing Requirements on Firm Value
    Modupe Babajide Wintoki · 2007 · Journal of Corporate Finance
98. Financial reporting opacity and informed trading by international institutional investors
    Mark G. Maffett · 2012 · Journal of Accounting and Economics
99. The Small World of Investing: Board Connections and Mutual Fund Returns
    Lauren H. Cohen, Andrea Frazzini, Christopher J. Malloy · 2007 · SSRN Electronic Journal
100. Local corporate social responsibility, media coverage, and shareholder value
     Seong K. Byun, Jong‐Min Oh · 2017 · Journal of Banking & Finance