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Stock selection based on Morningstar's ten-year, five-star general equity mutual funds

Listed author(s):
  • Loviscek, Anthony L.
  • Jordan, W. John
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    Article provided by Elsevier in its journal Financial Services Review.

    Volume (Year): 9 (2000)
    Issue (Month): 2 (00)
    Pages: 145-157

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    Handle: RePEc:eee:finser:v:9:y:2000:i:2:p:145-157
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    1. Chandy, P R & Peavy, John W, III & Reichenstein, William, 1993. "A Note on the Value Line Stock Highlight Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 171-179, Summer.
    2. P. R. Chandy & John W. Peavy III & William Reichenstein, 1993. "A Note On The Value Line Stock Highlight Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 171-179, 06.
    3. Mann, Steven V. & Solberg, Donald P., 1991. "Should individual investors avoid the stock market outside of January?," Financial Services Review, Elsevier, vol. 1(2), pages 101-108.
    4. Andrew Metrick, 1999. "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," Journal of Finance, American Finance Association, vol. 54(5), pages 1743-1775, October.
    5. Walker, M. Mark & Hatfield, Gay B., 1996. "Professional stock analysts' recommendations: Implications for individual investors," Financial Services Review, Elsevier, vol. 5(1), pages 13-29.
    6. Volkman, David A. & Wohar, Mark E., 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, Elsevier, vol. 5(2), pages 101-116.
    7. Gold, Steven C. & Lebowitz, Paul, 1999. "Computerized stock screening rules for portfolio selection," Financial Services Review, Elsevier, vol. 8(2), pages 61-70.
    8. Kolb, Robert W & Rodriguez, Ricardo J, 1990. "Is the Distribution of Betas Stationary?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 279-283, Winter.
    9. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
    10. Rich, Steven P. & Reichenstein, William, 1993. "Market timing for the individual investor: Using the predictability of long-horizon stock returns to enhance portfolio performance," Financial Services Review, Elsevier, vol. 3(1), pages 29-43.
    11. 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 133-157, April.
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