Nothing Special   »   [go: up one dir, main page]

create a website
Scale and Skill in Active Management. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A..
In: NBER Working Papers.
RePEc:nbr:nberwo:19891.

Full description at Econpapers || Download paper

Cited: 13

Citations received by this document

Cites: 51

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. The Components of Talent: Company Size and Financial Centres in the European Investment Management Industry. (2016). Clark, Gordon L.
    In: Regional Studies.
    RePEc:taf:regstd:v:50:y:2016:i:1:p:168-181.

    Full description at Econpapers || Download paper

  2. Spillover Effects in Mutual Fund Companies. (2016). Sialm, Clemens ; Tham, Mandy T.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:5:p:1472-1486.

    Full description at Econpapers || Download paper

  3. 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

  4. Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1515.

    Full description at Econpapers || Download paper

  5. Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1506.

    Full description at Econpapers || Download paper

  6. Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1505.

    Full description at Econpapers || Download paper

  7. Wall Street occupations. (2015). Axelson, Ulf ; Bond, Philip.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:37448.

    Full description at Econpapers || Download paper

  8. Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families. (2015). Parise, Gianpaolo ; Nefedova, Tamara ; Eisele, Alexander .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/15218.

    Full description at Econpapers || Download paper

  9. An analysis of the dynamics of efficiency of mutual funds. (2015). Veiga, Helena ; Ramos, Sofia ; Galan, Jorge ; Galn, Jorge .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1517.

    Full description at Econpapers || Download paper

  10. 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

  11. Do Funds Make More When They Trade More?. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20700.

    Full description at Econpapers || Download paper

  12. Assessing Asset Pricing Models Using Revealed Preference. (2014). van Binsbergen, Jules ; Berk, Jonathan B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20435.

    Full description at Econpapers || Download paper

  13. 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

References

References cited by this document

  1. Angrist, Joshua D., and J orn-Steffen Pischke, 2009, Mostly Harmless Econometrics, Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  2. Barras, Laurent, Olivier Scaillet, and Russ Wermers, 2010, False discoveries in mutual fund performance: Measuring luck in estimated alphas, Journal of Finance 65, 179-216.

  3. Berk, Jonathan B., and Jules H. van Binsbergen, 2012, Measuring managerial skill in the mutual fund industry, Working paper, Stanford University.

  4. Berk, Jonathan B., and Richard C. Green, 2004, Mutual fund flows and performance in rational markets, Journal of Political Economy 112, 1269–1295.

  5. Bris, Arturo, Huseyin Gulen, Padma Kadiyala, and P. Raghavendra Rau, 2007, Good stewards, cheap talkers, or family men? The impact of mutual fund closures on fund managers, flows, fees, and performance, Review of Financial Studies 20, 953–982.

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

  7. Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey Kubik, 2004, Does fund size erode mutual fund performance? American Economic Review, 94: 1276-1302.

  8. Chevalier, Judith and Glenn Ellison, 1999, Career concerns of mutual fund managers, Quarterly Journal of Economics 114: 389–432.

  9. Cohen, Randolph, Joshua Coval, and ˇ Luboˇ s P astor, 2005, Judging fund managers by the company they keep, Journal of Finance 60, 1057–1096.

  10. Coval, Joshua, and Erik Stafford, 2007, Asset fire sales (and purchases) in equity markets, Journal of Financial Economics 86, 479–512.

  11. Cremers, Martijn, Antti Petajisto, and Eric Zitzewitz, 2013, Should benchmark indices have alpha? Revisiting performance evaluation, Critical Finance Review, forthcoming.

  12. Cremers, Martijn, Miguel A. Ferreira, Pedro P. Matos, and Laura T. Starks, 2013, The mutual fund industry worldwide: Explicit and closet indexing, fees, and performance, Working paper, University of Notre Dame.
    Paper not yet in RePEc: Add citation now
  13. Daniel, Kent D., Mark Grinblatt, Sheridan Titman, and Russ Wermers, 1997, Measuring mutual fund performance with characteristic-based benchmarks, Journal of Finance 52, 1035–1058.

  14. Dyck, Alexander, Karl V. Lins, and Lukasz Pomorski, 2013, Does active management pay? New international evidence, Review of Asset Pricing Studies, forthcoming.

  15. Edelen, Roger M. and Jerold B. Warner, 2001, Aggregate price effects of institutional trading: A study of mutual fund flow and market returns, Journal of Financial Economics, 59: 195-220.

  16. Edelen, Roger M., Richard Evans, and Gregory B. Kadlec, 2007, Scale effects in mutual fund performance: The role of trading costs, Working paper, University of California at Davis.
    Paper not yet in RePEc: Add citation now
  17. Elton, Edwin, Martin Gruber, and Christopher Blake, 2001, A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar mutual fund databases, Journal of Finance 56, 2415–2430.

  18. Elton, Edwin, Martin Gruber, and Christopher Blake, 2012, Does mutual fund size matter? The relationship between size and performance, Review of Asset Pricing Studies 2, 31–55.

  19. Evans, Richard, 2010, Mutual fund incubation, Journal of Finance 65, 1581–1611.

  20. Fama, Eugene F., and Kenneth R. French, 2010, Luck versus skill in the cross section of mutual fund returns, Journal of Finance 65, 1915–1947.

  21. Ferreira, Miguel A., Aneel Keswani, Ant onio F. Miguel, and Sofia Ramos, 2013, The determinants of mutual fund performance: A cross-country study, Review of Finance 17, 483-525.

  22. Ferreira, Miguel A., Aneel Keswani, Ant onio F. Miguel, and Sofia Ramos, 2013b, Testing the Berk and Green model around the world, Working paper, Nova School of Business and Economics.
    Paper not yet in RePEc: Add citation now
  23. Ferson, Wayne E., and Rudi W. Schadt, 1996, Measuring fund strategy and performance in changing economic conditions, Journal of Finance 51, 425-461.

  24. Fung, William, David A. Hsieh, Narayan Y. Naik, and Tarun Ramadorai, 2008, Hedge funds: Performance, risk, and capital formation, Journal of Finance 63, 1777–1803.

  25. Grinblatt, Mark, and Sheridan Titman, 1989, Mutual fund performance: An analysis of quarterly portfolio holdings, Journal of Business 62, 393–416.

  26. Hjalmarsson, Erik, 2010, Predicting global stock returns, Journal of Financial and Quantitative Analysis 45, 49–80.

  27. Jensen, Michael C., 1968, The performance of mutual funds in the period 1945–1964, Journal of Finance 23, 389–416.

  28. Juhl, Ted, and Oleksandr Lugovskyy, 2010, A test for slope heterogeneity in fixed effects models, Working paper, University of Kansas.
    Paper not yet in RePEc: Add citation now
  29. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2005, On the industry concentration of actively managed equity mutual funds, Journal of Finance 60, 1983-2011.

  30. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2008, Unobserved actions of mutual funds, Review of Financial Studies 21, 2379–2416.

  31. Kaplan, Steven N. and Antoinette Schoar, 2005, Private equity performance: Returns, persistence, and capital flows, Journal of Finance 55, 1791–1823.

  32. Khan, Mozaffar, Leonid Kogan, and George Serafeim, 2012, Mutual fund trading pressure: Firm-level stock price impact and timing of SEOs, Journal of Finance 67, 1371–1395.

  33. Kosowski, Robert, Allan Timmermann, Russ Wermers, and Hal White, 2006, Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis, Journal of Finance 61, 2551-2595.

  34. Lou, Dong, 2012, A flow-based explanation for return predictability, Review of Financial Studies 25, 3457–3489.

  35. Moon, Hyungsik R., and Peter C.B. Phillips, 2000, Estimation of autoregressive roots near unity using panel data, Econometric Theory 16, 927–997.

  36. P astor, ˇ Luboˇ s, and Robert F. Stambaugh, 1999, Costs of equity capital and model mispricing, Journal of Finance 54, 67–121.

  37. P astor, ˇ Luboˇ s, and Robert F. Stambaugh, 2002, Mutual fund performance and seemingly unrelated assets, Journal of Financial Economics 63, 315–349.

  38. P astor, ˇ Luboˇ s, and Robert F. Stambaugh, 2012, On the size of the active management industry, Journal of Political Economy 120, 740–781.

  39. Perold, Andr e F., and Robert S. Salomon, 1991, The right amount of assets under management, Financial Analysts Journal 47, 31–39.
    Paper not yet in RePEc: Add citation now
  40. Pollet, Joshua, and Mungo Wilson, 2008, How does size affect mutual fund behavior? Journal of Finance 63, 2941–2969.

  41. Reuter, Jonathan, and Eric Zitzewitz, 2013, How much does size erode mutual fund performance ? A regression discontinuity approach, Working paper, Boston College.

  42. Roberts, Michael R., and Toni M. Whited, 2012, Endogeneity in corporate finance, forthcoming in George Constantinides, Milton Harris, and Ren e Stulz, eds. Handbook of the Economics of Finance Volume 2, Elsevier.
    Paper not yet in RePEc: Add citation now
  43. Sensoy, Berk, 2009, Performance evaluation and self-designated benchmark indexes in the mutual fund industry, Journal of Financial Economics 92, 25–39.

  44. Stambaugh, Robert F., 1999, Predictive regressions, Journal of Financial Economics 54, 375–421.

  45. Stambaugh, Robert F., 2014, Investment noise and trends, Working paper, University of Pennsylvania.

  46. Stock, James H., Jonathan H. Wright, and Motohiro Yogo, 2002, A survey of weak instruments and weak identification in generalized method of moments, Journal of Business and Economic Statistics 20, 518–529.

  47. Vasicek, Oldrich A., 1973, A note on using cross-sectional information in Bayesian estimation of security betas, Journal of Finance 28, 1233–1239.

  48. Wermers, Russ, 2000, Mutual fund performance: An empirical decomposition into stockpicking talent, style, transactions costs, and expenses, Journal of Finance 55, 1655–1695.

  49. Wermers, Russ, 2003, Is money really smart? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence, Working paper, University of Maryland.
    Paper not yet in RePEc: Add citation now
  50. Wu, Youchang, Russ Wermers, and Josef Zechner, 2013, Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds, Working paper, University of Wisconsin.
    Paper not yet in RePEc: Add citation now
  51. Yan, Xuemin, 2008, Liquidity, investment style, and the relation between fund size and fund performance, Journal of Financial and Quantitative Analysis 43, 741-768.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The fair reward problem: the illusion of success and how to solve it. (2019). Cauwels, Peter ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1902.04940.

    Full description at Econpapers || Download paper

  2. High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien .
    In: Papers.
    RePEc:arx:papers:1704.08175.

    Full description at Econpapers || Download paper

  3. Estimation of skill of Russian mutual fund managers. (2015). Parshakov, Petr.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0257.

    Full description at Econpapers || Download paper

  4. Do mutual funds herd in industries?. (2015). Sonaer, Gokhan ; Celiker, Umut ; Chowdhury, Jaideep .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:1-16.

    Full description at Econpapers || Download paper

  5. 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

  6. Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1414.

    Full description at Econpapers || Download paper

  7. Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds. (2014). Hassan, M. Kabir ; Hippler, William J..
    In: NFI Working Papers.
    RePEc:nfi:nfiwps:2014-wp-01.

    Full description at Econpapers || Download paper

  8. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Zhu, Heqing ; Liu, Yan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20592.

    Full description at Econpapers || Download paper

  9. Scale and Skill in Active Management. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19891.

    Full description at Econpapers || Download paper

  10. A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis. (2014). Ardia, David ; Gatarek, Lukasz ; Hoogerheide, Lennart F..
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1413.

    Full description at Econpapers || Download paper

  11. False discoveries in the performance of Australian managed funds. (2014). In, Francis ; Kim, Sangbae ; Park, Raphael Jonghyeon ; Ji, Philip Inyeob.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:26:y:2014:i:c:p:244-256.

    Full description at Econpapers || Download paper

  12. Mutual fund performance evaluation with active peer benchmarks. (2014). Hunter, David ; Kandel, Shmuel ; Wermers, Russ.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:112:y:2014:i:1:p:1-29.

    Full description at Econpapers || Download paper

  13. Performance and performance persistence of UK closed-end equity funds. (2014). Bredin, Don ; Nitzsche, Dirk ; Cuthbertson, Keith ; Thomas, Dylan C..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:189-199.

    Full description at Econpapers || Download paper

  14. Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. (2014). Tonks, Ian ; Blake, David ; Ioannidis, Christos ; Caulfield, Tristan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:202-210.

    Full description at Econpapers || Download paper

  15. GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts. (2014). Ardia, David ; Hoogerheide, Lennart F..
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:2:p:187-190.

    Full description at Econpapers || Download paper

  16. European equity fund managers: luck or skill?!. (2014). Kurtbegu, Enareta ; Caicedo-llano, Juliana .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00478.

    Full description at Econpapers || Download paper

  17. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark ; HSU, Po-Hsuan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10018.

    Full description at Econpapers || Download paper

  18. Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry. (2014). Pouliot, William ; Olmo, Jose.
    In: Discussion Papers.
    RePEc:bir:birmec:14-02.

    Full description at Econpapers || Download paper

  19. Scale and Skill in Active Management. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A..
    In: Working Papers.
    RePEc:bfi:wpaper:2014-003.

    Full description at Econpapers || Download paper

  20. Cross-sector fund performance comparison: the role of real estate mutual funds. (2014). Zhao, Yuan.
    In: ERES.
    RePEc:arz:wpaper:eres2014_213.

    Full description at Econpapers || Download paper

  21. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

    Full description at Econpapers || Download paper

  22. Measuring Performance of Exchange Traded Funds. (2013). Roncalli, Thierry ; Hassine, Marlne .
    In: MPRA Paper.
    RePEc:pra:mprapa:44298.

    Full description at Econpapers || Download paper

  23. The Peer Performance of Hedge Funds. (2013). Ardia, David ; Boudt, Kris.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1329.

    Full description at Econpapers || Download paper

  24. Carry trades and the performance of currency hedge funds. (2013). Valente, Giorgio ; Nucera, Federico.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:407-425.

    Full description at Econpapers || Download paper

  25. Mutual fund skill and the performance of corporate acquirers. (2013). Nain, Amrita ; Yao, Tong .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:437-456.

    Full description at Econpapers || Download paper

  26. The cross section of conditional mutual fund performance in European stock markets. (2013). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:3:p:699-726.

    Full description at Econpapers || Download paper

  27. Revisiting mutual fund performance evaluation. (2013). Giamouridis, Daniel ; Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1759-1776.

    Full description at Econpapers || Download paper

  28. A statistically robust decomposition of mutual fund performance. (2013). Agnesens, Julius .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3867-3877.

    Full description at Econpapers || Download paper

  29. Performance, stock selection and market timing of the German equity mutual fund industry. (2013). Nitzsche, Dirk ; Cuthbertson, Keith.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:86-101.

    Full description at Econpapers || Download paper

  30. What style-timing skills do mutual fund “stars” possess?. (2013). Chen, Li-Wen ; Taffler, Richard.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:156-173.

    Full description at Econpapers || Download paper

  31. A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management. (2013). Caporin, Massimiliano ; Lisi, Francesco.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:236-249.

    Full description at Econpapers || Download paper

  32. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0903r.

    Full description at Econpapers || Download paper

  33. Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0609r.

    Full description at Econpapers || Download paper

  34. The Impact of Institutional Ownership: A Study of the Australian Equity Market. (2012). Yeung, Danny .
    In: PhD Thesis.
    RePEc:uts:finphd:11.

    Full description at Econpapers || Download paper

  35. Revisiting Mutual Fund Performance Evaluation. (2012). Giamouridis, Daniel ; Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:36644.

    Full description at Econpapers || Download paper

  36. Valuation Effects for Asset Sales. (2012). Fu, Xudong ; Tang, Tian ; Wiley, Jonathan ; Cline, Brandon .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:41:y:2012:i:3:p:103-120.

    Full description at Econpapers || Download paper

  37. Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491.

    Full description at Econpapers || Download paper

  38. Measuring investor sentiment with mutual fund flows. (2012). Wohl, Avi ; Kandel, Shmuel ; Ben-Rephael, Azi .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:363-382.

    Full description at Econpapers || Download paper

  39. False discoveries in volatility timing of mutual funds. (2012). In, Francis ; Kim, Sangbae.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2083-2094.

    Full description at Econpapers || Download paper

  40. Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175.

    Full description at Econpapers || Download paper

  41. Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing. (2012). Ekholm, Anders G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:349-358.

    Full description at Econpapers || Download paper

  42. Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel. (2012). Perron, Benoit ; Moon, Hyungsik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:29-33.

    Full description at Econpapers || Download paper

  43. A Comparative Analysis of the Performance of Collective Investment Institutions. (2012). Mart-Ballester, Carmen-Pilar .
    In: Review of Economics & Finance.
    RePEc:bap:journl:120204.

    Full description at Econpapers || Download paper

  44. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/97544.

    Full description at Econpapers || Download paper

  45. Mutual fund performance: false discoveries, bias, and power. (2011). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:7:y:2011:i:2:p:137-169.

    Full description at Econpapers || Download paper

  46. Why mutual funds underperform. (2011). Glode, Vincent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:546-559.

    Full description at Econpapers || Download paper

  47. 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

  48. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

    Full description at Econpapers || Download paper

  49. Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences. (2010). Rohleder, Martin ; Scholz, Hendrik ; Wilkens, Marco.
    In: Review of Finance.
    RePEc:oup:revfin:v:15:y:2010:i:2:p:441-474.

    Full description at Econpapers || Download paper

  50. Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts. (). Sornette, Didier ; Zhou, Wei-Xing ; Chen, Si-Wei ; Mu, Guo-Hua .
    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-11-005.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-13 04:31:40 || 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.