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Yet another look at mutual fund tournaments. (2005). Werker, Bas ; Nijman, Theo ; Goriaev, Alexei.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:12:y:2005:i:1:p:127-137.

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  1. Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048.

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  2. Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model. (2021). Tsionas, Mike ; mamatzakis, emmanuel.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03691-9.

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  3. The aggregate impacts of tournament incentives in experimental asset markets. (2019). Owen, Sian ; Henker, Julia ; Paul, Debapriya Jojo.
    In: Experimental Economics.
    RePEc:kap:expeco:v:22:y:2019:i:2:d:10.1007_s10683-018-9562-7.

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  4. A Bayesian dynamic model to test persistence in funds performance. (2018). Tsionas, Mike ; mamatzakis, emmanuel.
    In: Working Paper series.
    RePEc:rim:rimwps:18-23.

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  5. Strategic Choice of Risk: Evidence from Mutual Fund Families. (2017). Chan, Chia-Ying ; Lee, Liang-Chung ; Lai, Christine W.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-016-0242-5.

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  6. A note on sorting bias correction in regression-based mutual fund tournament tests. (2015). Meier, Iwan ; Karoui, Aymen.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:29:y:2015:i:1:p:21-29.

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  7. Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures. (2015). Meier, Iwan ; Karoui, Aymen.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:29:y:2015:i:1:p:1-20.

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  8. Relative Performance Incentives and Price Bubbles in Experimental Asset Markets. (2014). Cheung, Stephen ; Coleman, Andrew.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:81:y:2014:i:2:p:345-363.

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  9. Institutional investors and long-term investment : evidence from Chile. (2014). Schmukler, Sergio ; Opazo, Luis ; Raddatz, Claudio .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6922.

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  10. Investor behavior in the mutual fund industry: evidence from gross flows. (2014). Villupuram, Sriram ; Cashman, George ; Nardari, Federico ; Deli, Daniel .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:541-567.

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  11. Asymmetric contracts, cash flows and risk taking of mutual funds. (2014). Wang, Jian ; Yang, Jun ; Sheng, Jiliang .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:435-442.

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  12. Mutual fund risk and market share-adjusted fund flows. (2013). zhang, hong ; Spiegel, Matthew .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:506-528.

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  13. Investment Performance: A Review and Synthesis. (2013). Ferson, Wayne E.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-969-1010.

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  14. League-Table Incentives and Price Bubbles in Experimental Asset Markets. (2012). Cheung, Stephen ; Coleman, Andrew.
    In: Working Papers.
    RePEc:syd:wpaper:2123/8752.

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  15. Difference in interim performance and risk taking with short-sale constraints. (2012). Makarov, Dmitry ; Basak, Suleyman.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:2:p:377-392.

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  16. Changes to mutual fund risk: Intentional or mean reverting?. (2012). Gasbarro, Dominic ; Zumwalt, Kenton J. ; Cullen, Grant ; Monroe, Gary S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:112-120.

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  17. Does performance explain mutual fund flows in small markets? The case of Portugal. (2011). Mendes, Victor ; Alves, Carlos.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:10:y:2011:i:2:p:129-147.

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  18. Difference in Interim Performance and Risk Taking with Short-Sale Constraints. (2010). Makarov, Dmitry ; Basak, Suleyman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8072.

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  19. Difference in Interim Performance and Risk Taking with Short-sale Constraints. (2010). Makarov, Dmitry ; Basak, Suleyman.
    In: Working Papers.
    RePEc:cfr:cefirw:w0159.

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  20. Difference in Interim Performance and Risk Taking with Short-sale Constraints. (2010). Basak, Suleyman ; Makarov, Dmitry .
    In: Working Papers.
    RePEc:abo:neswpt:w0159.

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  21. Tournament behavior in Australian superannuation funds: A non-parametric analysis. (2009). faff, robert ; Hallahan, Terrence .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2009:i:3:p:307-322.

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  22. Strategic Asset Allocation in Money Management. (2009). Makarov, Dmitry ; Basak, Suleyman.
    In: Working Papers.
    RePEc:cfr:cefirw:w0158.

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  23. Time-Varying Incentives in the Mutual Fund Industry. (2008). Tay, Anthony S ; Olivier, Jacques.
    In: Working Papers.
    RePEc:siu:wpaper:10-2008.

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  24. Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds. (2008). faff, robert ; Hallahan, Terry ; Benson, Karen.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:33:y:2008:i:3:p:205-220.

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  25. Will Women Be Women? Analyzing the Gender Difference among Financial Experts. (2008). Menkhoff, Lukas ; Beckmann, Daniela.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-391.

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  26. Time-Varying Incentives in the Mutual Fund Industry. (2008). Tay, Anthony .
    In: Finance Working Papers.
    RePEc:eab:financ:22484.

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  27. Time-Varying Incentives in the Mutual Fund Industry. (2008). Tay, Anthony S ; Olivier, Jacques.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6893.

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  28. Will Women Be Women? Analyzing the Gender Difference among Financial Experts. (2008). Menkhoff, Lukas ; Beckmann, Daniela.
    In: Kyklos.
    RePEc:bla:kyklos:v:61:y:2008:i:3:p:364-384.

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  29. Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0612.

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  30. To Be Good or To Be Better: Asset Managers Attitudes Towards Herding. (2004). Luetje, Torben.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-297.

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  31. The Dynamics of the Impact of Past Performance on Mutual Fund Flows. (2002). Werker, B. J. M., ; Nijman, T E ; Goriaev, A P.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:a3f30143-faf0-45a8-86ac-9632c7c1e225.

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  32. The Dynamics of the Impact of Past Performance on Mutual Fund Flows. (2002). Werker, Bas ; Nijman, Theo ; Goriaev, Alexei ; Werker, B. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:a3f30143-faf0-45a8-86ac-9632c7c1e225.

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References

References cited by this document

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    In: Levine's Bibliography.
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  54. Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations. (2002). Ahn, Dong-Hyun ; Richardson, Matthew ; Boudoukh, Jacob .
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:15:y:2002:i:2:p:655-689.

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  55. What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?. (2002). Grinblatt, Mark ; Moskowitz, Tobias J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8744.

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  56. DotCom Mania: The Rise and Fall of Internet Stock Prices. (2001). Ofek, Eli ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8630.

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  57. The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:01-99.

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  58. Non-Linear Time Series Models in Empirical Finance. (2000). Franses, Philip Hans ; van Dijk, Dick.
    In: Cambridge Books.
    RePEc:cup:cbooks:9780521779654.

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  59. Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns. (1999). Ahn, Dong-Hyun ; Whitelaw, Robert F. ; Richardson, Mathew ; Boudoukh, Jacob .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7214.

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  60. Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns. (1999). Ahn, Dong-Hyun ; Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-040.

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  61. Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225.

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  62. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0191.

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  63. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0190.

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