Nothing Special   »   [go: up one dir, main page]
create a website
Morningstar ratings and future performance. (2006). Gerrans, Paul.
In: Accounting and Finance.
RePEc:bla:acctfi:v:46:y:2006:i:4:p:605-628.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

    Full description at Econpapers || Download paper

  2. The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US. (2019). Shi, Chenxiao ; Yang, Jiping ; Treepongkaruna, Sirimon ; Qiu, Judy ; Chiew, Daniel.
    In: PLOS ONE.
    RePEc:plo:pone00:0215320.

    Full description at Econpapers || Download paper

  3. Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

    Full description at Econpapers || Download paper

  4. Quality investing in an Australian context. (2014). Walter, Terry ; Gallagher, David ; Schmidt, Camille H ; Gardner, Peter A.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:39:y:2014:i:4:p:615-643.

    Full description at Econpapers || Download paper

  5. Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?. (2014). Weber, Martin ; Mller, Sebastian.
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:2:p:207-235.

    Full description at Econpapers || Download paper

  6. Rankings for Australian managed funds: Contrariness and performance index failure. (2009). Dempsey, Mike.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:10:y:2009:i:3:d:10.1057_jam.2009.8.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Blake, Christopher R. ; Morey, Matthew R.. (2000). Morningstar Ratings and Mutual Fund Performance. In: The Journal of Financial and Quantitative Analysis, 35 3 pp. 451.

  2. D. Del Guercio, and P. Tkac, 2001, Star power: the effect of Morningstar ratings on mutual fund flows, working paper (Federal Reserve Bank of Atlanta, Atlanta, GA).

  3. D. E. Allen, and V. Soucik, 2000, In search of true performance: testing benchmark-model validity in managed funds context, working paper (School of Accounting, Finance and Economics, Edith Cowan University, Joondalup, WA).
    Paper not yet in RePEc: Add citation now

  4. Elton, Edwin J. ; Gruber, Martin J. ; Blake, Christopher R.. (1996). The Persistence of Risk-Adjusted Mutual Fund Performance. In: J BUS, 69 2 pp. 133.

  5. Fama, Eugene F. ; French, Kenneth R.. (1993). Common risk factors in the returns on stocks and bonds. In: Journal of Financial Economics, 33 1 pp. 3-56.

  6. Fama, Eugene F.. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. In: The Journal of Finance, 25 2 pp. 383.

  7. Fama, Eugene F.. (1991). Efficient Capital Markets: II. In: The Journal of Finance, 46 5 pp. 1575.

  8. Grinblatt M., 1995. Handbooks in Operations Research and Management Science
    Paper not yet in RePEc: Add citation now
  9. Gruber, Martin J.. (1996). Another Puzzle: The Growth in Actively Managed Mutual Funds. In: The Journal of Finance, 51 3 pp. 783.
    Paper not yet in RePEc: Add citation now

  10. Jain, Prem C. ; Wu, Joanna Shuang. (2000). Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows. In: The Journal of Finance, 55 2 pp. 937-958.

  11. Loviscek, A. (2000). Stock selection based on Morningstar's ten-year, five-star general equity mutual funds. In:, 9 2 pp. 145-157.

  12. M. Morey, 2005, The kiss of death: a 5-star Morningstar mutual fund rating? Journal of Investment Management3, 41 -52 .
    Paper not yet in RePEc: Add citation now

  13. Mathur, Ike ; Waheed, Amjad. (1995). Stock Price Reactions to Securities Recommended in Business Week's Inside Wall Street. In: Financial Review, 30 3 pp. 583-604.

  14. Metrick, Andrew. (1999). Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters. In: The Journal of Finance, 54 5 pp. 1743-1775.

  15. Morningstar, 1999. Morningstar Star Ratings - Technical Explanation
    Paper not yet in RePEc: Add citation now
  16. Morningstar, 2001. Morningstar Performance Calculation Methodology
    Paper not yet in RePEc: Add citation now
  17. Morningstar, 2002. Morningstar Announces Enhancement to Qualitative Ratings Model
    Paper not yet in RePEc: Add citation now
  18. N. Szollos, 2001, Six stars shine for InvestorWeb, Money Management, Sydney. [online; cited 12 June, 2002] Available: http://www.moneymanagement.com.au/articles/68/0c0048. 68.asp
    Paper not yet in RePEc: Add citation now
  19. Pozen R. C., 1998. The Mutual Fund Business
    Paper not yet in RePEc: Add citation now
  20. S. Engel, 2001, Fund performance drives consumer choice, Money Management, Sydney. [online; cited 2 November 2004] Available: http://www.moneymanagement.com.au/articles/2c/0c00622c.asp
    Paper not yet in RePEc: Add citation now
  21. Sawicki J., 2000. In: Advances in Pacific Basin Financial Markets, (6), 101
    Paper not yet in RePEc: Add citation now

  22. Sirri, Erik R. ; Tufano, Peter. (1998). Costly Search and Mutual Fund Flows. In: The Journal of Finance, 53 5 pp. 1589-1622.

  23. White, Halbert. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. In: Econometrica, 48 4 pp. 817.

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7548-:d:589476.

    Full description at Econpapers || Download paper

  3. Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

    Full description at Econpapers || Download paper

  4. Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill. (2021). Kavajecz, Kenneth A ; Cen, Jason ; Brandt, Michael W ; Beber, Alessandro.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:60:y:2021:i:c:p:74-93.

    Full description at Econpapers || Download paper

  5. Are investors aware of climate-related transition risks? Evidence from mutual fund flows. (2021). Reboredo, Juan ; Otero, Luis A.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002068.

    Full description at Econpapers || Download paper

  6. Active share: A blessing and a curse. (2021). Gilstrap, Collin ; Cline, Brandon N.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:2:p:431-463.

    Full description at Econpapers || Download paper

  7. Estimation of conditional asset pricing models with integrated variables in the beta specification. (2020). Kourogenis, Nikolaos ; Caporale, Guglielmo Maria ; Pittis, Nikitas ; Antypas, Antonios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918303490.

    Full description at Econpapers || Download paper

  8. Star Ratings and the Incentives of Mutual Funds. (2020). Weng, XI ; Li, Fei ; Huang, Chong.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:3:p:1715-1765.

    Full description at Econpapers || Download paper

  9. The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US. (2019). Shi, Chenxiao ; Yang, Jiping ; Treepongkaruna, Sirimon ; Qiu, Judy ; Chiew, Daniel.
    In: PLOS ONE.
    RePEc:plo:pone00:0215320.

    Full description at Econpapers || Download paper

  10. Going for Gold: An Analysis of Morningstar Analyst Ratings. (2019). Verbeek, Marno ; Genc, Egemen ; Armstrong, Will J.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:5:p:2310-2327.

    Full description at Econpapers || Download paper

  11. Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification. (2019). Caporale, Guglielmo Maria ; Pittis, Nikitas ; Kourogenis, Nikolaos ; Antypas, Antonios .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7969.

    Full description at Econpapers || Download paper

  12. Sentimental mutual fund flows. (2019). Yuksel, Zafer H ; Jiang, George J.
    In: The Financial Review.
    RePEc:bla:finrev:v:54:y:2019:i:4:p:709-738.

    Full description at Econpapers || Download paper

  13. Ratings and Asset Allocation: An Experimental Analysis. (2018). Rietz, Thomas A ; McDonald, Robert L.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25046.

    Full description at Econpapers || Download paper

  14. “On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

    Full description at Econpapers || Download paper

  15. Schwab’s equity ratings: value added or old news?. (2017). Sturm, Ray R.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-015-9347-1.

    Full description at Econpapers || Download paper

  16. Performance persistence in Chinese securities investment funds. (2017). Sherman, Meadhbh ; Gao, Jun ; Osullivan, Niall.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1467-1477.

    Full description at Econpapers || Download paper

  17. Hedonic evaluation of the SRI label of mutual funds using matching methodology. (2017). Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Alvarez-Otero, Susana .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:213-227.

    Full description at Econpapers || Download paper

  18. Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

    Full description at Econpapers || Download paper

  19. A review of behavioural and management effects in mutual fund performance. (2016). Cuthbertson, Keith ; O'Sullivan, Niall ; Nitzsche, Dirk.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:162-176.

    Full description at Econpapers || Download paper

  20. On the (Ab)Use of Omega?. (2015). Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele ; Caporin, Massimiliano.
    In: Working Papers.
    RePEc:ven:wpaper:2015:02.

    Full description at Econpapers || Download paper

  21. Blurred stars: Mutual fund ratings in the shadow of conflicts of interest. (2015). Yuan, Qingbo ; Zhang, Junsheng ; Zeng, Yamin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:284-295.

    Full description at Econpapers || Download paper

  22. The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:217-229.

    Full description at Econpapers || Download paper

  23. Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis. (2015). Kerstens, Kristiaan ; Brandouy, Olivier ; Van de Woestyne, Ignace .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:242:y:2015:i:1:p:332-342.

    Full description at Econpapers || Download paper

  24. Russian Mutual Funds: Skill vs. Luck. (2014). Parshakov, Petr.
    In: HSE Working papers.
    RePEc:hig:wpaper:40/fe/2014.

    Full description at Econpapers || Download paper

  25. Evaluating multi-criteria ratings of financial investment options. (2014). Chen, Andrew N. K., ; Wang, Shin-Yun ; Yu, Po-Lung .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:46-58.

    Full description at Econpapers || Download paper

  26. What impact does a change of fund manager have on mutual fund performance?. (2014). Clare, Andrew ; Sapuric, Svetlana ; Motson, Nick ; Todorovic, Natasa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:167-177.

    Full description at Econpapers || Download paper

  27. Is the rating given to a European mutual fund a good indicator of its future performance?. (2014). Fromentin, Vincent ; Louargant, Christine .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00283.

    Full description at Econpapers || Download paper

  28. Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?. (2014). Weber, Martin ; Mller, Sebastian.
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:2:p:207-235.

    Full description at Econpapers || Download paper

  29. On the role of risk in the Morningstar rating for mutual funds. (2012). Caporin, Massimiliano ; Lisi, Francesco.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:10:p:1477-1486.

    Full description at Econpapers || Download paper

  30. Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition. (2012). Watson, John ; Galagedera, Don ; Galagedera, Don U. A., ; Zhu, Joe ; Premachandra, I. M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3302-3317.

    Full description at Econpapers || Download paper

  31. Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. (2011). PHILIPPAS, NIKOLAOS ; BABALOS, VASSILIOS ; Zompounidis, Constantin ; Doumpos, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:37953.

    Full description at Econpapers || Download paper

  32. Predictable patterns in ETFs return and tracking error. (2011). Rompotis, Gerasimos G..
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:28:y:2011:i:1:p:14-35.

    Full description at Econpapers || Download paper

  33. Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests. (2011). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1190-1201.

    Full description at Econpapers || Download paper

  34. Analysis of mutual funds management styles: a modeling, ranking and visualizing approach. (2010). Conversano, Claudio ; Vistocco, Domenico.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:37:y:2010:i:11:p:1825-1845.

    Full description at Econpapers || Download paper

  35. Does premium impact Exchange-Traded Funds’ returns? Evidence from iShares. (2010). Rompotis, Gerasimos Georgiou.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.23.

    Full description at Econpapers || Download paper

  36. Rankings for Australian managed funds: Contrariness and performance index failure. (2009). Dempsey, Mike.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:10:y:2009:i:3:d:10.1057_jam.2009.8.

    Full description at Econpapers || Download paper

  37. Selectivity, Market Timing and the Morningstar Star-Rating System. (2009). pittis, nikitas ; Kourogenis, Nikolaos ; Caporale, Guglielmo Maria ; Antypas, Antonios .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2580.

    Full description at Econpapers || Download paper

  38. UK mutual fund performance: Skill or luck?. (2008). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:613-634.

    Full description at Econpapers || Download paper

  39. Measuring investment skills of fund managers. (2007). Koh, Winston ; Chua, Choong Tze .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:16:p:1359-1368.

    Full description at Econpapers || Download paper

  40. Rating mutual funds: Construction and information content of an investor-cost based rating of Danish mutual funds. (2007). Rangvid, Jesper ; Bechmann, Ken L..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:5:p:662-693.

    Full description at Econpapers || Download paper

  41. The Information Content of Australian Managed Fund Ratings. (2007). faff, robert ; Parwada, Jerry T ; Poh, Hunlune.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1528-1547.

    Full description at Econpapers || Download paper

  42. The Information Content of Australian Managed Fund Ratings. (2007). Parwada, Jerry ; faff, robert ; Poh, Hun-Lune.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007-11:i:9-10:p:1528-1547.

    Full description at Econpapers || Download paper

  43. .

    Full description at Econpapers || Download paper

  44. Rating mutual funds. (2006). Rangvid, Jesper ; Bechmann, Ken L..
    In: Working Papers.
    RePEc:hhs:cbsfin:2005_006.

    Full description at Econpapers || Download paper

  45. Morningstar ratings and future performance. (2006). Gerrans, Paul.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:46:y:2006:i:4:p:605-628.

    Full description at Econpapers || Download paper

  46. Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan.
    In: Finance.
    RePEc:wpa:wuwpfi:0501003.

    Full description at Econpapers || Download paper

  47. Mutual Fund Performance: Skill Or Luck?. (2005). Nitzsche, Dirk ; O'Sullivan, Niall ; Cuthbertson, Keith.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:4.

    Full description at Econpapers || Download paper

  48. Australian retail fund performance persistence. (2005). Frino, Angela ; Heaney, Richard ; Bilson, Chris .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:45:y:2005:i:1:p:25-42.

    Full description at Econpapers || Download paper

  49. Costly information, diversification and international mutual fund performance. (2003). Engstrom, Stefan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:4:p:463-482.

    Full description at Econpapers || Download paper

  50. Star power: the effect of Morningstar ratings on mutual fund flows. (2001). Tkac, Paula ; Del Guercio, Diane.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-15.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-28 06:49:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.