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Model uncertainty, performance persistence and flows

  • Yee Loon

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    File URL: http://hdl.handle.net/10.1007/s11156-010-0177-0
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    Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

    Volume (Year): 36 (2011)
    Issue (Month): 2 (February)
    Pages: 153-205

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    Handle: RePEc:kap:rqfnac:v:36:y:2011:i:2:p:153-205
    Contact details of provider: Web page: http://springerlink.metapress.com/link.asp?id=102990

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    23. Luboš Pástor & Robert F. Stambaugh, . "Investing in Equity Mutual Funds," CRSP working papers 532, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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    32. Elton, Edwin J & Gruber, Martin J & Blake, Christopher R, 1996. "Survivorship Bias and Mutual Fund Performance," Review of Financial Studies, Society for Financial Studies, vol. 9(4), pages 1097-1120.
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    37. Jennifer Huang & Kelsey D. Wei & Hong Yan, 2007. "Participation Costs and the Sensitivity of Fund Flows to Past Performance," Journal of Finance, American Finance Association, vol. 62(3), pages 1273-1311, 06.
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