Stock selection based on Morningstar's ten-year, five-star general equity mutual funds
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 9 (2000)
Issue (Month): 2 (00)
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Volkman, David A. & Wohar, Mark E., 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, Elsevier, vol. 5(2), pages 101-116.
- Gold, Steven C. & Lebowitz, Paul, 1999. "Computerized stock screening rules for portfolio selection," Financial Services Review, Elsevier, vol. 8(2), pages 61-70.
- Elton, Edwin J & Gruber, Martin J & Blake, Christopher R, 1996. "The Persistence of Risk-Adjusted Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 69(2), pages 133-57, April.
- Kolb, Robert W & Rodriguez, Ricardo J, 1990. "Is the Distribution of Betas Stationary?," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 13(4), pages 279-83, Winter.
- Mann, Steven V. & Solberg, Donald P., 1991. "Should individual investors avoid the stock market outside of January?," Financial Services Review, Elsevier, vol. 1(2), pages 101-108.
- Chandy, P R & Peavy, John W, III & Reichenstein, William, 1993. "A Note on the Value Line Stock Highlight Effect," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 16(2), pages 171-79, Summer.
- Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
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