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Mutual Fund Performance and Seemingly Unrelated Assets.”

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Author Info
LUBOŠ PÁSTOR
ROBERT F. STAMBAUGH

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Paper provided by Center for Research in Security Prices, Graduate School of Business, University of Chicago in its series CRSP working papers with number 527.

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Handle: RePEc:wop:chispw:527

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  1. J. C. Matallin-Saez, 2003. "Asymmetric relation in omitted benchmarks and market timing in mutual funds," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 775-778, October. [Downloadable!] (restricted)
  2. Cohen, Randolph & Coval, Joshua & Pástor, Luboš, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Pástor, Luboš & Stambaugh, Robert F, 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  4. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "The Price of Ethics: Evidence from Socially Responsible Mutual Funds," Discussion Paper 2007-29, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  5. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006. "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers 12015, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Jonathan Fletcher & Patricia Ntozi-Obwale, 2009. "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer, vol. 36(1), pages 21-44, August. [Downloadable!] (restricted)
  7. Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan, 2005. "Mutual Fund Performance: Skill Or Luck?," Money Macro and Finance (MMF) Research Group Conference 2005 4, Money Macro and Finance Research Group. [Downloadable!]
  8. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "Socially Responsible Investments: Methodology, Risk and Performance," Discussion Paper 2007-31, Tilburg University, Center for Economic Research. [Downloadable!]
  9. Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Ralph C. Allen & Jack H. Stone, 2005. "Textbook Neglect of the Constant Coefficient," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 36(4), pages 379-384. [Downloadable!]
  11. Jonathan B. Berk & Ian Tonks, 2007. "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers 13042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008. "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers 14609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "Socially Responsible Investments: Methodology, Risk Exposure and Performance," Discussion Paper 2007-013, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
  14. Angeles Fernandez-Izquierdo & Juan Matallin-Saez, 2008. "Performance of Ethical Mutual Funds in Spain: Sacrifice or Premium?," Journal of Business Ethics, Springer, vol. 81(2), pages 247-260, August. [Downloadable!] (restricted)
  15. Javier Otamendi & Luis Miguel Doncel & Pilar Grau & Jorge Sainz, 2008. "An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany," Economics Bulletin, Economics Bulletin, vol. 7(10), pages 1-9. [Downloadable!]
  16. Silvia Bou, 2006. "El riesgo y las estrategias en la evaluacion de los fondos de inversion de renta variable," Working Papers 200603, Department of Business Economics, Universitat Autonoma de Barcelona. [Downloadable!]
  17. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York. [Downloadable!]
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