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Explaining Persistence in Mutual Fund Performance

  • Detzel, F. Larry
  • Weigand, Robert A.
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    File URL: http://www.sciencedirect.com/science/article/B6W4D-46K97XS-C/2/9fd47942aca1c4692e65c2fc96c11b6a
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    Article provided by Elsevier in its journal Financial Services Review.

    Volume (Year): 7 (1998)
    Issue (Month): 1 ()
    Pages: 45-55

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    Handle: RePEc:eee:finser:v:7:y:1998:i:1:p:45-55
    Contact details of provider: Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm

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    1. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-36, May-June.
    2. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
    3. Kent Daniel & Sheridan Titman, 1996. "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," NBER Working Papers 5604, National Bureau of Economic Research, Inc.
    4. Porter, Gary E. & Trifts, Jack W., 1998. "Performance Persistence of Experienced Mutual Fund Managers," Financial Services Review, Elsevier, vol. 7(1), pages 57-68.
    5. Ippolito, Richard A, 1992. "Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry," Journal of Law and Economics, University of Chicago Press, vol. 35(1), pages 45-70, April.
    6. Lakonishok, Joseph & Shleifer, Andrei & Vishny, Robert W., 1992. "The Structure and Performance of the Money Management Industry," Scholarly Articles 10498059, Harvard University Department of Economics.
    7. Malkiel, Burton G, 1995. " Returns from Investing in Equity Mutual Funds 1971 to 1991," Journal of Finance, American Finance Association, vol. 50(2), pages 549-72, June.
    8. Bajaj, Mukesh & Vijh, Anand M, 1995. " Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements," Journal of Finance, American Finance Association, vol. 50(1), pages 255-79, March.
    9. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June.
    10. Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
    11. Golec, Joseph H., 1996. "The effects of mutual fund managers' characteristics on their portfolio performance, risk and fees," Financial Services Review, Elsevier, vol. 5(2), pages 133-147.
    12. William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management.
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