Nothing Special   »   [go: up one dir, main page]
create a website
Morningstar Ratings and Mutual Fund Performance. (2000). Blake, Christopher R. ; Morey, Matthew R..
In: Journal of Financial and Quantitative Analysis.
RePEc:cup:jfinqa:v:35:y:2000:i:03:p:451-483_00.

Full description at Econpapers || Download paper

Cited: 58

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. UK mutual funds: performance persistence and portfolio size. (2023). Osullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-023-00310-7.

    Full description at Econpapers || Download paper

  2. Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India. (2023). Balakrishnan, A.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09367-7.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Star rating, fund flows and performance predictability: evidence from Norway. (2022). Ramos, Sofia B ; Miguel, Antonio F ; Aasheim, Linn K.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00390-8.

    Full description at Econpapers || Download paper

  6. Morningstar Star ratings and the performance, risk and flows of European bond mutual funds. (2022). Domingues, Renato ; Duran-Santomil, Pablo ; Leite, Paulo ; Otero-Gonzalez, Luis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:479-496.

    Full description at Econpapers || Download paper

  7. Mutual fund performance persistence: Factor models and portfolio size. (2022). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001016.

    Full description at Econpapers || Download paper

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. “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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

  34. 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

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests. (2010). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
    In: Working Papers.
    RePEc:hub:wpecon:201010.

    Full description at Econpapers || Download paper

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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

  50. .

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  52. 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

  53. 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

  54. 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

  55. 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

  56. 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

  57. 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

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-14 02:09:47 || 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.