Determinants of Persistence in Relative Performance of Mutual Funds
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Other versions of this item:
- David A. Volkman & Mark E. Wohar, 1995. "Determinants Of Persistence In Relative Performance Of Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 415-430, December.
References listed on IDEAS
- Richard A. Ippolito, 1989. "Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965–1984," The Quarterly Journal of Economics, Oxford University Press, vol. 104(1), pages 1-23.
- Breen, William & Jagannathan, Ravi & Ofer, Aharon R, 1986. "Correcting for Heteroscedasticity in Tests for Market Timing Ability," The Journal of Business, University of Chicago Press, vol. 59(4), pages 585-598, October.
- 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, vol. 29(03), pages 419-444, September.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Grinblatt, Mark & Titman, Sheridan D, 1989.
"Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings,"
The Journal of Business,
University of Chicago Press, vol. 62(3), pages 393-416, July.
- Mark Grinblatt & Sheridan Titman, "undated". "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.
- Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-580.
- Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard, 1993. " Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988," Journal of Finance, American Finance Association, vol. 48(1), pages 93-130, March.
- Carlson, Robert S., 1970. "Aggregate Performance of Mutual Funds, 1948–1967," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(01), pages 1-32, March.
- Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-1617, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- David A. Volkman, 1999. "Market Volatility And Perverse Timing Performance Of Mutual Fund Managers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 449-470, December.
- Keith Cuthbertson & Dirk Nitzsche & Niall O' Sullivan, 2004. "UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck," Money Macro and Finance (MMF) Research Group Conference 2004 55, Money Macro and Finance Research Group.
- G.V. Satya Sekhar, 2016. "Ten Myths of Performance Evaluation of Mutual Funds: a Snapshot View," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(1), pages 59-65, February.
- Collinet, Lance & Firer, Colin, 2003. "Characterising persistence of performance amongst South African general equity unit trusts," Omega, Elsevier, vol. 31(6), pages 523-538, December.
- Tamiz, Mehrdad & Azmi, Rania A. & Jones, Dylan F., 2013. "On selecting portfolio of international mutual funds using goal programming with extended factors," European Journal of Operational Research, Elsevier, vol. 226(3), pages 560-576.
- Nicolaj Siggelkow, 1999. "Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry," Center for Financial Institutions Working Papers 99-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
- repec:eee:revfin:v:34:y:2017:i:c:p:50-60 is not listed on IDEAS
- Justin Davis & G. Tyge Payne & Gary McMahan, 2007. "A Few Bad Apples? Scandalous Behavior of Mutual Fund Managers," Journal of Business Ethics, Springer, vol. 76(3), pages 319-334, December.
- Maria Do Ceu Ribeiro Cortez & Dean Paxson & Manuel Jose Da Rocha Armada, 1999. "Persistence in Portuguese mutual fund performance," The European Journal of Finance, Taylor & Francis Journals, vol. 5(4), pages 342-365.
- repec:eee:riibaf:v:42:y:2017:i:c:p:1467-1477 is not listed on IDEAS
- Porter, Gary E. & Trifts, Jack W., 1998. "Performance Persistence of Experienced Mutual Fund Managers," Financial Services Review, Elsevier, vol. 7(1), pages 57-68.
- Ming-Chuan Chen & Chen-Fu Lee & Chien-Ming Huang, 2016. "The Effects of Corporate Social Responsibility on Equity Fund Returns: Evidence from China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(10), pages 92-102, October.
- Prather, Laurie & Bertin, William J. & Henker, Thomas, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, Elsevier, vol. 13(4), pages 305-326.
- Martina Bers & Jeff Madura, 2000. "Why Does Performance Persistence Vary Among Closed-End Funds?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(2), pages 127-147, August.
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