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Publisher Info

Article provided by Lille Graduate School of Management in its journal Frontiers in Finance and Economics.

Volume (Year): 1 (2004)
Issue (Month): 2 (December)
Pages: 85-100
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Handle: RePEc:ffe:journl:v:1:y:2004:i:2:p:85-100

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Web page: http://www.ffe.esc-lille.com

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Related research

Keywords: Persistence; contingency tables; regressions; investment funds;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

References listed on IDEAS
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.:

1. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March. [Downloadable!] (restricted)
2. Grinblatt, Mark & Titman, Sheridan D, 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," Journal of Business, University of Chicago Press, vol. 62(3), pages 393-416, July. [Downloadable!] (restricted)
   Other versions:
   • Mark Grinblatt & Sheridan Titman, . "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," Rodney L. White Center for Financial Research Working Papers 23-88, Wharton School Rodney L. White Center for Financial Research.
3. Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September. [Downloadable!]
4. Eugene F. Fama & Kenneth R. French, 1998. "Value versus Growth: The International Evidence," Journal of Finance, American Finance Association, vol. 53(6), pages 1975-1999, December. [Downloadable!] (restricted)
   Other versions:
   • Eugene F. Fama & Kenneth R. French, . "Value Versus Growth: The International Evidence," CRSP working papers 449, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
   • Eugene F. Fama & Kenneth R. French, . "Value versus Growth: The International Evidence," CRSP working papers 341, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
5. Henriksson, Roy D, 1984. "Market Timing and Mutual Fund Performance: An Empirical Investigation," Journal of Business, University of Chicago Press, vol. 57(1), pages 73-96, January. [Downloadable!] (restricted)
6. Chang, Eric C & Lewellen, Wilbur G, 1984. "Market Timing and Mutual Fund Investment Performance," Journal of Business, University of Chicago Press, vol. 57(1), pages 57-72, January. [Downloadable!] (restricted)
7. Grinblatt, Mark & Titman, Sheridan, 1992. " The Persistence of Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 47(5), pages 1977-84, December. [Downloadable!] (restricted)

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This page was last updated on 2009-12-9.