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Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance

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  • Morey, Matthew R.
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 27 (2003)
    Issue (Month): 7 (July)
    Pages: 1245-1271

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    Handle: RePEc:eee:jbfina:v:27:y:2003:i:7:p:1245-1271

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    Web page: http://www.elsevier.com/locate/jbf

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    1. Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
    2. Elton, Edwin J, et al, 1993. "Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(1), pages 1-22.
    3. 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.
    4. Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, American Finance Association, vol. 23(2), pages 389-416, 05.
    5. Droms, William G & Walker, David A, 1994. "Investment Performance of International Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(1), pages 1-14, Spring.
    6. Detzler, Miranda Lam, 1999. "The performance of global bond mutual funds," Journal of Banking & Finance, Elsevier, Elsevier, vol. 23(8), pages 1195-1217, August.
    7. Carlson, Robert S., 1970. "Aggregate Performance of Mutual Funds, 1948–1967," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 5(01), pages 1-32, March.
    8. Grinblatt, Mark & Titman, Sheridan, 1994. "A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 29(03), pages 419-444, September.
    9. Elton, Edwin J & Gruber, Martin J & Blake, Christopher R, 1996. "Survivorship Bias and Mutual Fund Performance," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 9(4), pages 1097-1120.
    10. Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-80.
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    Cited by:
    1. Sébastien M. Lemeunier, 2011. "On the Origins of a Conflict of Interest in the Mutual Fund Industry," Post-Print hal-00578151, HAL.
    2. Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(3), pages 973-997, March.
    3. Boldin, Michael & Cici, Gjergji, 2010. "The index fund rationality paradox," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(1), pages 33-43, January.

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