On understanding mutual fund terminations
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Volume (Year): 33 (2009)
Issue (Month): 1 (January)
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References listed on IDEAS
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- Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M., 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Other publications TiSEM 144f0bd4-7142-4af6-aeda-0, Tilburg University, School of Economics and Management.
- Mark Grinblatt & Sheridan Titman, "undated".
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23-88, Wharton School Rodney L. White Center for Financial Research.
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- Guercio, Diane Del & Tkac, Paula A., 2008.
"Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow,"
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- Diane Del Guercio & Paula A. Tkac, 2001. "Star power: the effect of Morningstar ratings on mutual fund flows," FRB Atlanta Working Paper 2001-15, Federal Reserve Bank of Atlanta.
- Darryll Hendricks & Jayendu Patel & Richard Zeckhauser, 1997. "The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 161-166, May.
- 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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