Nothing Special   »   [go: up one dir, main page]
create a website
Do fixed income mutual fund managers have managerial skills?. (2009). Du, Ding ; Huang, Zhaodan ; Blanchfield, Peter J..
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:49:y:2009:i:2:p:378-397.

Full description at Econpapers || Download paper

Cited: 15

Citations received by this document

Cites: 29

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. Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds. (2022). Gupta, Supratim ; Madhavan, Vinodh ; Patel, Mayank.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00253-x.

    Full description at Econpapers || Download paper

  2. On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Analysis of Polish mutual funds performance: a Markovian approach. (2021). Filip, Dariusz ; Rogala, Tomasz.
    In: Statistics in Transition New Series.
    RePEc:exl:29stat:v:22:y:2021:i:1:p:115-130.

    Full description at Econpapers || Download paper

  5. A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz.
    In: Athens Journal of Business & Economics.
    RePEc:ate:journl:ajbev7i3-2.

    Full description at Econpapers || Download paper

  6. Performance of fixed-income mutual funds with regime-switching models. (2018). Ayadi, Mohamed A ; Welch, Robert ; Liao, Yusui ; Lazrak, Skander.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:217-231.

    Full description at Econpapers || Download paper

  7. Short-, medium- and long-run performance persistence of investment funds in Poland. (2017). Urbaski, Stanisaw.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:48:y:2017:i:4:p:343-374.

    Full description at Econpapers || Download paper

  8. Does style-shifting activity predict performance? Evidence from equity mutual funds. (2016). Herrmann, Ulf ; Scholz, Hendrik ; Rohleder, Martin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:112-130.

    Full description at Econpapers || Download paper

  9. The effect of social screening on bond mutual fund performance. (2016). Henke, Hans-Martin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:67:y:2016:i:c:p:69-84.

    Full description at Econpapers || Download paper

  10. Market and Style Timing: German Equity and Bond Funds. (2016). Cuthbertson, Keith ; Nitzsche, Dirk ; Hayley, Simon .
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:4:p:667-696.

    Full description at Econpapers || Download paper

  11. Performance persistence in fixed interest funds: With an eye on the post-debt crisis period. (2014). Alexakis, Christos ; Dasilas, Apostolos ; Grose, Chris.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:155-182.

    Full description at Econpapers || Download paper

  12. PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS. (2012). Grose, Chris ; KARGIDIS, Theodoros .
    In: Scientific Bulletin - Economic Sciences.
    RePEc:pts:journl:y:2012:i:1:p:85-98.

    Full description at Econpapers || Download paper

  13. Performance Persistence of Equity Funds in Hungary. (2011). Filip, Dariusz.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:199.

    Full description at Econpapers || Download paper

  14. Fixed-income fund performance: Role of luck and ability in tail membership. (2011). Kryzanowski, Lawrence ; Ayadi, Mohamed A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:379-392.

    Full description at Econpapers || Download paper

  15. Robust performance measures for high yield bond funds. (2010). Lipton, Amy F. ; Kish, Richard J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:3:p:332-340.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Berk, J. ; Green, R. Mutual fund flows and performance in rational markets. 2004 Journal of Political Economy. 112 1269-1295

  2. Blake, C.R. ; Elton, E.J. ; Gruber, M.J. The performance of bond mutual funds. 1993 Journal of Business. 66 371-403

  3. Bollen, N. ; Busse, J.A. Short-term persistence in mutual fund performance. 2004 Review of Financial Studies. 18 569-597
    Paper not yet in RePEc: Add citation now

  4. Brown, S. ; Goetzmann, W. Performance persistence. 1995 Journal of Finance. 50 679-698

  5. Brown, S. ; Goetzmann, W. ; Ibbotson, R. ; Ross, S. Survivorship bias in performance studies. 1992 Review of Financial Studies. 5 553-580

  6. Carhart, M. On persistence in mutual fund performance. 1997 Journal of Finance. 52 57-82

  7. Chen, J. ; Hong, H. ; Huang, M. ; Kubik, J.D. Does fund size erode mutual fund performance? The role of liquidity and organization. 2004 American Economic Review. 94 1276-1302

  8. Chevalier, J. ; Ellison, G. Career concerns of mutual fund managers. 1999 Quarterly Journal of Economics. 114 389-432

  9. Christoffersen, S. K., & Sarkissian, S. (2007). City size and fund performance. AFA 2007 Chicago Meetings.

  10. Daniel, K. ; Grinblatt, M. ; Titman, S. ; Wermers, R. Measuring mutual fund performance with characteristic-based benchmarks. 1997 Journal of Finance. 52 1035-1058

  11. Detzler, M.L. The performance of global bond mutual funds. 1999 Journal of Banking and Finance. 23 1195-1217

  12. Ding, B., & Wermers, R. (2005). Mutual fund performance and governance structure: The role of portfolio managers and boards of directors. Working paper, SUNY-Albany.
    Paper not yet in RePEc: Add citation now

  13. Du, D. ; Denning, K. Industry momentum and common factors. 2005 Finance Research Letters. 2 107-124

  14. Elton, E. ; Gruber, M. ; Blake, C. Fundamental economic variables, expected returns, and bond fund performance. 1995 Journal of Finance. 50 1229-1256

  15. Fama, E.F. ; French, K.R. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56

  16. Fama, E.F. ; MacBeth, J. Risk, return and equilibrium: Empirical tests. 1973 Journal of Political Economy. 81 607-636

  17. Goetzmann, W. ; Ibbotson, R. Do winners repeat?. 1994 Journal of Portfolio Management. 20 9-18
    Paper not yet in RePEc: Add citation now

  18. Grinblatt, M. ; Titman, S. The persistence of mutual fund performance. 1992 Journal of Finance. 47 1977-1984

  19. Gruber, M. Another puzzle: The growth in actively managed mutual funds. 1996 Journal of Finance. 51 783-810
    Paper not yet in RePEc: Add citation now

  20. Hendricks, D. ; Patel, J. ; Zeckhauser, R. Hot hands in mutual funds: Short-run persistence of relative performance, 1974–1988. 1993 Journal of Finance. 48 93-130

  21. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: Implications for stock market efficiency. 1993 Journal of Finance. 48 65-91

  22. Jensen, M. The performance of mutual funds in the period 1945–1964. 1968 Journal of Finance. 23 389-416

  23. Kahn, R. ; Rudd, A. Does historical performance predict future performance?. 1995 Financial Analysts Journal. 51 43-52
    Paper not yet in RePEc: Add citation now
  24. Liew, J. ; Vassalou, M. Can book-to-market size and momentum be risk factors that predict economic growth?. 2000 Journal of Financial Economics. 57 221-245
    Paper not yet in RePEc: Add citation now

  25. Malkiel, B. Returns from investing in equity mutual funds 1971 to 1991. 1995 Journal of Finance. 50 549-572

  26. Massa, M., Reuter, J., & Zitzewitz, E. (2007). The rise of anonymous teams in fund management. AFA 2007 Chicago Meetings.

  27. Sharpe, W.F. Mutual fund performance. 1966 Journal of Business. 39 119-138
    Paper not yet in RePEc: Add citation now

  28. Stein, J.C. Information production and capital allocation: Decentralized vs. hierarchical firms. 2002 Journal of Finance. 57 1891-1921

  29. Vassalou, M. News related to future GDP Growth as a risk factor in equity returns. 2003 Journal of Financial Economics. 68 47-73
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Does Financial Tranquility Call for Stringent Regulation?. (2018). Zhao, Yunhui ; Basak, Deepal.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/123.

    Full description at Econpapers || Download paper

  2. Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea .
    In: 2017 Meeting Papers.
    RePEc:red:sed017:374.

    Full description at Econpapers || Download paper

  3. Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel .
    In: ESMT Research Working Papers.
    RePEc:esm:wpaper:esmt-15-04.

    Full description at Econpapers || Download paper

  4. Measuring bond mutual fund performance with portfolio characteristics. (2015). Moneta, Fabio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:223-242.

    Full description at Econpapers || Download paper

  5. Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry. (2015). Wang, Chengwei ; Massa, Massimo ; Zhang, Jian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10472.

    Full description at Econpapers || Download paper

  6. The quality-assuring role of mutual fund advisory fees. (2015). Johnsen, Bruce D. ; Habib, Michel Antoine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10438.

    Full description at Econpapers || Download paper

  7. Do Funds Make More When They Trade More?. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10261.

    Full description at Econpapers || Download paper

  8. Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10152.

    Full description at Econpapers || Download paper

  9. Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model. (2013). Lee, Joe-Ming .
    In: Journal of Asian Business Strategy.
    RePEc:asi:joabsj:2013:p:48-58.

    Full description at Econpapers || Download paper

  10. Effective delays in portfolio disclosure. (2012). Chhabria, Maneesh ; Choi, Seung Hee .
    In: Journal of Financial Regulation and Compliance.
    RePEc:eme:jfrcpp:v:20:y:2012:i:2:p:196-211.

    Full description at Econpapers || Download paper

  11. The relationship between aggregate managed fund flows and share market returns in Australia. (2012). Wickramanayake, Jayasinghe ; Watson, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:451-472.

    Full description at Econpapers || Download paper

  12. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

  13. Competition for traders and risk. (2012). Zwart, Gijsbert ; boone, jan ; Bijlsma, Michiel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8816.

    Full description at Econpapers || Download paper

  14. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. (2011). Ramadorai, Tarun ; Acharya, Viral ; Lochstoer, Lars A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16875.

    Full description at Econpapers || Download paper

  15. Giants at the Gate: On the Cross-section of Private Equity Investment Returns. (2010). phalippou, ludovic ; Lopez-de-Silanes, Florencio ; Lopez-de-Silanes, Florencio, ; Gottschalg, Olivier .
    In: MPRA Paper.
    RePEc:pra:mprapa:28487.

    Full description at Econpapers || Download paper

  16. Pension Fund Performance and Costs: Small is Beautiful. (2010). Frehen, Rik ; Bauer, R. M. M. J., ; Frehen, R. G. P., ; Cremers, K. J. M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:23556.

    Full description at Econpapers || Download paper

  17. On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15646.

    Full description at Econpapers || Download paper

  18. Decentralized Investment Management: Evidence from the Pension Fund Industry. (2010). Tonks, Ian ; Timmermann, Allan ; Blake, David ; Wermers, Russ.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7679.

    Full description at Econpapers || Download paper

  19. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15450.

    Full description at Econpapers || Download paper

  20. Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry. (2009). Kacperczyk, Marcin ; Hollifield, Burton ; Glode, Vincent ; Kogan, Shimon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15038.

    Full description at Econpapers || Download paper

  21. The economics of the mutual fund trading scandal. (2009). McCabe, Patrick E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-06.

    Full description at Econpapers || Download paper

  22. Equilibrium Prices in the Presence of Delegated Portfolio Management. (2009). Kaniel, Ron ; Cuoco, Domenico .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7453.

    Full description at Econpapers || Download paper

  23. Passive Investors, Active Traders and Strategic Delegation of Price Discovery. (2009). Jezek, M..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0951.

    Full description at Econpapers || Download paper

  24. Redemption puzzle of open-end fund market in China. (2008). Xie, Xinhou ; Lu, Rong ; Xu, Longbing ; Chen, Baizhu.
    In: Psychometrika.
    RePEc:spr:psycho:v:3:y:2008:i:3:p:430-450.

    Full description at Econpapers || Download paper

  25. Performance measurement of hedge funds managers. (2008). Dobrin, Octavian ; Bagu, Constantin ; Popa, Ion ; Tiu, Cristian .
    In: Economia. Seria Management.
    RePEc:rom:econmn:v:11:y:2008:i:2:p:38-48.

    Full description at Econpapers || Download paper

  26. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14609.

    Full description at Econpapers || Download paper

  27. Tax Evasion and Growth: a Banking Approach. (2008). Kejak, Michal ; Gillman, Max.
    In: IEHAS Discussion Papers.
    RePEc:has:discpr:0806.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  29. Inflation, Financial Development and Human Capital-Based Endogenous Growth: an Explanation of Ten Empirical Findings. (2007). Gillman, Max.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0703.

    Full description at Econpapers || Download paper

  30. When Does a Mutual Funds Trade Reveal its Skill?. (2007). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13625.

    Full description at Econpapers || Download paper

  31. The Small World of Investing: Board Connections and Mutual Fund Returns. (2007). Malloy, Christopher ; Frazzini, Andrea ; Cohen, Lauren.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13121.

    Full description at Econpapers || Download paper

  32. Return Persistence and Fund Flows in the Worst Performing Mutual Funds. (2007). Tonks, Ian ; Berk, Jonathan B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13042.

    Full description at Econpapers || Download paper

  33. Systemic Risk and Hedge Funds. (2007). Lo, Andrew W. ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Chapters.
    RePEc:nbr:nberch:9611.

    Full description at Econpapers || Download paper

  34. The Interaction of Inflation and Financial Development with Endogenous Growth. (2007). Kejak, Michal ; Harris, Mark ; Gillman, Max.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:29.

    Full description at Econpapers || Download paper

  35. The economics of private equity funds. (2007). Metrick, Andrew ; Yasuda, Ayako.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:i:oct:x:3.

    Full description at Econpapers || Download paper

  36. Reinforcement Learning in Investment Behavior. (2007). Metrick, Andrew ; Laibson, David ; Choi, James ; Madrain, Brigitte.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001737.

    Full description at Econpapers || Download paper

  37. Who are the active investors? Evidence from Venture Capital. (2007). Hellmann, Thomas ; Da Rin, Marco ; Bottazzi, Laura.
    In: Working Papers.
    RePEc:bol:bodewp:611.

    Full description at Econpapers || Download paper

  38. Investment performance and market share: A study of the German mutual fund industry. (2006). Theissen, Erik ; Krahnen, Jan ; Schmid, Frank A..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200606.

    Full description at Econpapers || Download paper

  39. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:30-2006.

    Full description at Econpapers || Download paper

  40. Incomplete information processing: a solution to the forward discount puzzle. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-35.

    Full description at Econpapers || Download paper

  41. Hedge funds: an industry in its adolescence. (2006). Hsieh, David A. ; William K. H. Fung, .
    In: Economic Review.
    RePEc:fip:fedaer:y:2006:i:q4:p:1-34:n:v.91no.4.

    Full description at Econpapers || Download paper

  42. Advertising and Portfolio Choice. (2006). Cronqvist, Henrik.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-16.

    Full description at Econpapers || Download paper

  43. Yet another puzzle? the relation between price and performance in the mutual fund industry. (2006). Gil-Bazo, Javier ; Ruiz-Verdu, Pablo .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb066519.

    Full description at Econpapers || Download paper

  44. Optimal Asset Allocation and Risk Shifting in Money Management. (2006). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5524.

    Full description at Econpapers || Download paper

  45. Information Theory and Market Behavior. (2005). Chen, Jing.
    In: Finance.
    RePEc:wpa:wuwpfi:0503009.

    Full description at Econpapers || Download paper

  46. Unobserved Actions of Mutual Funds. (2005). Zheng, Lu ; Sialm, Clemens ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11766.

    Full description at Econpapers || Download paper

  47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

    Full description at Econpapers || Download paper

  48. 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

  49. When cheaper is better: fee determination in the market for equity mutual funds. (2005). Gil-Bazo, Javier ; Ruiz-Verdu, Pablo .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb054309.

    Full description at Econpapers || Download paper

  50. On the Industry Concentration of Actively Managed Equity Mutual Funds. (2004). Zheng, Lu ; Sialm, Clemens ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10770.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-26 11:33:53 || 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.