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

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  • Loviscek, Anthony L.
  • Jordan, W. John

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  • Loviscek, Anthony L. & Jordan, W. John, 2000. "Stock selection based on Morningstar's ten-year, five-star general equity mutual funds," Financial Services Review, Elsevier, vol. 9(2), pages 145-157, 00.
    • Handle: RePEc:eee:finser:v:9:y:2000:i:2:p:145-157
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    References listed on IDEAS

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    1. 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.
    2. Gold, Steven C. & Lebowitz, Paul, 1999. "Computerized stock screening rules for portfolio selection," Financial Services Review, Elsevier, vol. 8(2), pages 61-70.
    3. 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, June.
    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. 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.
    6. 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.
    7. Robert W. Kolb & Ricardo J. Rodriguez, 1990. "Is The Distribution Of Betas Stationary?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 279-283, December.
    8. 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.
    9. David A. Volkman & Mark E. Wohar, 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, John Wiley & Sons, vol. 5(2), pages 101-116.
    10. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
    11. 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.
    12. 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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    Cited by:

    1. Tarek Zaher, 2017. "The Value of Active Investment Strategies," NFI Working Papers 2017-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. Vichet Sum, 2013. "Employee Benefits And Stock Returns: A Look At Health Care Benefits," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 1-8.
    3. Paul Gerrans, 2006. "Morningstar ratings and future performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 605-628, December.

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