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Citations for " On Persistence in Mutual Fund Performance"

by Carhart, Mark M

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  1. James J. Choi & David Laibson & Brigitte C. Madrian, 2006. "Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds," NBER Working Papers 12261, National Bureau of Economic Research, Inc.
  2. Fuenzalida, Darcy & Mongrut, Samuel & Arteaga, Jaime Raúl & Erausquin, Alexander, 2013. "Good corporate governance: Does it pay in Peru?," Journal of Business Research, Elsevier, vol. 66(10), pages 1759-1770.
  3. Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2009. "Credit ratings and the cross-section of stock returns," Journal of Financial Markets, Elsevier, vol. 12(3), pages 469-499, August.
  4. Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
  5. Soosung Hwang & Alexandre Rubesam, 2015. "The disappearance of momentum," The European Journal of Finance, Taylor & Francis Journals, vol. 21(7), pages 584-607, May.
  6. Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
  7. Ko, K. Jeremy & (James) Huang, Zhijian, 2007. "Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency," Journal of Financial Economics, Elsevier, vol. 84(2), pages 529-560, May.
  8. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper 47344, University Library of Munich, Germany.
  9. Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003. "Market timing: A decomposition of mutual fund returns," ERIM Report Series Research in Management ERS-2003-074-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  10. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
  11. Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance 1419, University of St. Gallen, School of Finance, revised Dec 2015.
  12. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  13. Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management, revised 01 Apr 2005.
  14. Avramov, Doron & Chordia, Tarun, 2006. "Predicting stock returns," Journal of Financial Economics, Elsevier, vol. 82(2), pages 387-415, November.
  15. Kalle Rinne & Matti Suominen, 2014. "Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy," LSF Research Working Paper Series 14-01, Luxembourg School of Finance, University of Luxembourg.
  16. Baik, Bok & Kang, Jun-Koo & Kim, Jin-Mo, 2010. "Local institutional investors, information asymmetries, and equity returns," Journal of Financial Economics, Elsevier, vol. 97(1), pages 81-106, July.
  17. Anastasia Petraki & Anna Zalewska, 2013. "Jumping over a low hurdle: Personal pension fund performance," The Centre for Market and Public Organisation 13/305, Department of Economics, University of Bristol, UK.
  18. Patel, Vinay & Michayluk, David, 2016. "Return predictability following different drivers of large price changes," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 202-214.
  19. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284 Edward Elgar Publishing.
  20. Krishnan, C.N.V. & Ergungor, O. Emre & Laux, Paul A. & Singh, Ajai K. & Zebedee, Allan A., 2010. "Examining bank SEOs: Are offers made by undercapitalized banks different?," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 207-234, April.
  21. Cici, Gjergji, 2011. "The relation of the disposition effect to mutual fund trades and performance," CFR Working Papers 11-05, University of Cologne, Centre for Financial Research (CFR).
  22. Adam Zaremba, 2016. "Is there a low-risk anomaly across countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(1), pages 45-65, April.
  23. Bauer, Rob & Otten, Roger & Rad, Alireza Tourani, 2006. "Ethical investing in Australia: Is there a financial penalty?," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 33-48, January.
  24. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
  25. De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne, 2010. "The plausibility of risk estimates and implied costs to international equity investments," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 623-644, September.
  26. Anup Agrawal & Tommy Cooper & Qin Lian & Qiming Wang, 2013. "Common Advisers in Mergers and Acquisitions: Determinants and Consequences," Journal of Law and Economics, University of Chicago Press, vol. 56(3), pages 691-740.
  27. Anderson, Anders, 2006. "Is online trading gambling with peanuts?," Papers 06-02, Sonderforschungsbreich 504.
  28. Leite, Paulo & Cortez, Maria Céu, 2015. "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 132-141.
  29. Joenväärä, Juha & Kosowski, Robert, 2015. "Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds," CEPR Discussion Papers 10577, C.E.P.R. Discussion Papers.
  30. Daniel Buncic & Jon E. Eggins & Robert J. Hill & David Gallagher, 2015. "Measuring fund style, performance and activity: a new style-profiling approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 29-55, 03.
  31. Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
  32. Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul, 2014. "Individual Investor Activity and Performance," Working Papers on Finance 1408, University of St. Gallen, School of Finance, revised Sep 2016.
  33. Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
  34. Hau, Harald & Lai, Sandy, 2012. "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers 8819, C.E.P.R. Discussion Papers.
  35. Ciccotello, Conrad & Greene, Jason & Ling, Leng & Rakowski, David, 2011. "Capacity and factor timing effects in active portfoliomanagement," Journal of Financial Markets, Elsevier, vol. 14(2), pages 277-300, May.
  36. Bampinas, Georgios & Panagiotidis, Theodore, 2016. "Hedging inflation with individual US stocks: A long-run portfolio analysis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 374-392.
  37. Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015. "Time-varying risk premium in large cross-sectional equity datasets," Working Papers unige:76321, University of Geneva, Geneva School of Economics and Management.
  38. David S. Lee & Alexandre Mas, 2012. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961--1999," The Quarterly Journal of Economics, Oxford University Press, vol. 127(1), pages 333-378.
  39. Doan, Phuong & Lin, Chien-Ting & Zurbruegg, Ralf, 2010. "Pricing assets with higher moments: Evidence from the Australian and us stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 51-67, February.
  40. Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S., 2015. "Short-horizon excess returns and exchange rate and interest rate effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 54-76.
  41. Anginer, Deniz & Yildizhan, Celim, 2009. "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper 53885, University Library of Munich, Germany, revised 23 Apr 2013.
  42. Anderson, Richard G. & Binner, Jane M. & Hagströmer, Björn & Nilsson, Birger, 2013. "Does Commonality in Illiquidity Matter to Investors?," Working Papers 2013:24, Lund University, Department of Economics.
  43. Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010. "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper 23556, University Library of Munich, Germany.
  44. Miguel A. Ferreira & António F. Miguel & Sofia Ramos, 2006. "The Determinants of Mutual Fund Performance: A Cross-Country Study," Swiss Finance Institute Research Paper Series 06-31, Swiss Finance Institute.
  45. Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2004. "Extracting Inflation from Stock Returns to Test Purchasing Power Parity," Working Papers 04-2, University of Pennsylvania, Wharton School, Weiss Center.
  46. Alexander Kempf & Stefan Ruenzi, 2004. "Tournaments in Mutual Fund Families," Finance 0404011, EconWPA.
  47. Jaspersen, Stefan, 2016. "Market power in the portfolio: Product market competition and mutual fund performance," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR).
  48. El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 55-66.
  49. Lai, Ming-Ming & Lau, Siok-Hwa, 2010. "Evaluating mutual fund performance in an emerging Asian economy: The Malaysian experience," Journal of Asian Economics, Elsevier, vol. 21(4), pages 378-390, August.
  50. Zaremba, Adam & Szyszka, Adam, 2016. "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, vol. 38(C), pages 546-564.
  51. Kempf, Alexander & Ruenzi, Stefan, 2005. "Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry," CFR Working Papers 05-07, University of Cologne, Centre for Financial Research (CFR).
  52. Jonathan Fletcher & Andrew Marshall, 2014. "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 67-89, February.
  53. Yves Jégourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Working Papers hal-00646542, HAL.
  54. Klasa, Sandy & Litov, Lubomir P. & Neyland, Jordan & Sepe, Simone M., 2013. "Does Legal Counsel Expertise Add Value? Evidence from Mergers and Acquisitions," Working Papers 13-27, University of Pennsylvania, Wharton School, Weiss Center.
  55. Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2015. "The Real Value of China's Stock Market," NBER Working Papers 20957, National Bureau of Economic Research, Inc.
  56. David Solomon & Eugene Soltes, 2015. "What Are We Meeting For? The Consequences of Private Meetings with Investors," Journal of Law and Economics, University of Chicago Press, vol. 58(2), pages 325-355.
  57. Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios, 2012. "Higher co-moments and asset pricing on London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 913-922.
  58. Tyler Muir & Erkko Etula & Tobias Adrian, 2011. "Broker-Dealer Leverage and the Cross-Section of Stock Returns," 2011 Meeting Papers 1448, Society for Economic Dynamics.
  59. Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009. "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1065-1080, August.
  60. Grinstein, Yaniv & Rossi, Stefano, 2014. "Good Monitoring, Bad Monitoring," CEPR Discussion Papers 9960, C.E.P.R. Discussion Papers.
  61. Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
  62. Jonathan B. Berk & Jules H. van Binsbergen, 2012. "Measuring Managerial Skill in the Mutual Fund Industry," NBER Working Papers 18184, National Bureau of Economic Research, Inc.
  63. Fabio Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," CeRP Working Papers 128, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  64. Kliger, Doron & Levy, Ori & Sonsino, Doron, 2003. "On absolute and relative performance and the demand for mutual funds--experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 52(3), pages 341-363, November.
  65. Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V., 2016. "Investor response to online value line rank changes: Foreign versus local stocks," Global Finance Journal, Elsevier, vol. 30(C), pages 10-26.
  66. Ko, Kwangsoo & Kim, Keunsoo & Cho, Sung Hoon, 2007. "Characteristics and performance of institutional and foreign investors in Japanese and Korean stock markets," Journal of the Japanese and International Economies, Elsevier, vol. 21(2), pages 195-213, June.
  67. Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market frictions, investor heterogeneity and persistence in mutual fund performance," Economics Working Papers 1473, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2015.
  68. Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
  69. Bart Frijns & Dimitris Margaritis & Maria Psillaki, 2012. "Firm efficiency and stock returns," Journal of Productivity Analysis, Springer, vol. 37(3), pages 295-306, June.
  70. Yaman Ö. Erzurumlu & Vladimir Kotomin, 2016. "Mutual Funds’ Soft Dollar Arrangements: Determinants, Impact on Shareholder Wealth, and Relation to Governance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(1), pages 95-119, August.
  71. Giovanna Menardi & Francesco Lisi, 2012. "Are performance measures equally stable?," Annals of Finance, Springer, vol. 8(4), pages 553-570, November.
  72. Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2016. "The Granular Nature of Large Institutional Investors," NBER Working Papers 22247, National Bureau of Economic Research, Inc.
  73. Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
  74. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Department of Business and Management Science, Norwegian School of Economics, revised 21 Jun 2007.
  75. Edgardo E. Zablotsky, 2001. "Eficiencia del mercado de Capitales. Una ilustración," CEMA Working Papers: Serie Documentos de Trabajo. 194, Universidad del CEMA.
  76. Semenov, Andrei, 2015. "The small-cap effect in the predictability of individual stock returns," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 178-197.
  77. González-Urteaga, Ana & Rubio, Gonzalo, 2017. "The joint cross-sectional variation of equity returns and volatilities," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 17-34.
  78. Zhang, Yue, 2015. "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 309-326.
  79. Gerritsen, Dirk F., 2016. "Are chartists artists? The determinants and profitability of recommendations based on technical analysis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 179-196.
  80. Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012. "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1149-1175.
  81. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "A diagnostic criterion for approximate factor structure," Papers 1612.04990, arXiv.org.
  82. David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2004. "PIPE Dreams? The Performance of Companies Issuing Equity Privately," NBER Working Papers 11011, National Bureau of Economic Research, Inc.
  83. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2013. "Defined Contribution Pension Plans: Sticky or Discerning Money?," NBER Working Papers 19569, National Bureau of Economic Research, Inc.
  84. Ting Luo & Zhiguo Xiao, 2015. "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 515-542, November.
  85. van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003. "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February.
  86. Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong, 2015. "Herding on fundamental information: A comparative study," Post-Print hal-01092519, HAL.
  87. Artmann, Sabine & Finter, Philipp & Kempf, Alexander, 2011. "Determinants of expected stock returns: Large sample evidence from the German market," CFR Working Papers 10-01 [rev.], University of Cologne, Centre for Financial Research (CFR).
  88. Pantzalis, Christos & Park, Jung Chul, 2009. "Equity market valuation of human capital and stock returns," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1610-1623, September.
  89. Edmans, Alex, 2011. "Does the stock market fully value intangibles? Employee satisfaction and equity prices," Journal of Financial Economics, Elsevier, vol. 101(3), pages 621-640, September.
  90. Ian Tonks, 2002. "(UBS Pensions Series 1) Performance Persistence of Pension Fund Managers," FMG Discussion Papers dp423, Financial Markets Group.
  91. Rudolf F. Klein & K. Victor Chow, 2010. "Sentiment Effect and Market Portfolio Inefficiency," Working Papers 10-08, Department of Economics, West Virginia University.
  92. Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006. "Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December.
  93. Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014. "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, vol. 31(C), pages 17-31.
  94. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
  95. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2016. "Is idiosyncratic volatility priced in commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 219-226.
  96. Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2014. "On the robustness of persistence in mutual fund performance," Working Papers 2014/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  97. George Cashman & David Harrison & Michael Seiler, 2014. "Advisor Choice in Asia-Pacific Property Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 48(2), pages 271-298, February.
  98. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014. "Global Style Portfolios Based on Country Indices," MPRA Paper 53094, University Library of Munich, Germany.
  99. Li, Xi & Paulson, Nicholas & Schnitkey, Gary, 2015. "Is Farm Management Skill Persistent?," 2015 Conference, August 9-14, 2015, Milan, Italy 212047, International Association of Agricultural Economists.
  100. Chen, Xuanjuan & Yao, Tong & Yu, Tong, 2007. "Prudent man or agency problem? On the performance of insurance mutual funds," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 175-203, April.
  101. Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger.
  102. Pojarliev, Momtchil & Levich, Richard M., 2010. "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1752-1775, December.
  103. Henning, Laura Sophie, 2014. "Shareholder Voting and Merger Returns," Working Papers on Finance 1416, University of St. Gallen, School of Finance, revised Jul 2015.
  104. Bård Misund & Petter Osmundsen, 2015. "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," CESifo Working Paper Series 5687, CESifo Group Munich.
  105. Adelina Gschwandtner & Michael Hauser, 2013. "Profit Persistence and Stock Returns," Studies in Economics 1320, School of Economics, University of Kent.
  106. Lei Shi, 2010. "Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 9, April.
  107. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance icma-dp2006-05, Henley Business School, Reading University.
  108. Luis Vicente & Cristina Ortiz & Laura Andreu, 2011. "Is the Average Investor Smarter than the Average Euro?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 143-161, December.
  109. Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 309-337, September.
  110. William E. Even & David A. Macpherson, 2014. "What Do Unions Do To Pension Performance?," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 1173-1189, 07.
  111. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
  112. Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome, 2015. "Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital," HSE Working papers WP BRP 42/FE/2015, National Research University Higher School of Economics.
  113. Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
  114. Gray, Philip & Johnson, Jessica, 2011. "The relationship between asset growth and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 670-680, March.
  115. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
  116. Janusz Brzeszczyński & Graham McIntosh, 2014. "Performance of Portfolios Composed of British SRI Stocks," Journal of Business Ethics, Springer, vol. 120(3), pages 335-362, March.
  117. Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik, 2004. "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization," American Economic Review, American Economic Association, vol. 94(5), pages 1276-1302, December.
  118. Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015. "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series 15-29, Swiss Finance Institute.
  119. John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005. "Caught On Tape: Institutional Order Flow and Stock Returns," NBER Working Papers 11439, National Bureau of Economic Research, Inc.
  120. Bernhard Silli & Randolph B Cohen & Christopher Polk, 2008. "Best ideas," LSE Research Online Documents on Economics 24471, London School of Economics and Political Science, LSE Library.
  121. repec:spo:wpecon:info:hdl:2441/7o52iohb7k6srk09n0dcia0po is not listed on IDEAS
  122. Shoven, John B. & Sialm, Clemens, 2004. "Asset location in tax-deferred and conventional savings accounts," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 23-38, January.
  123. Robin Hogarth & Emre Soyer, 2010. "Econometrics and decision making: Effects of presentation mode," Economics Working Papers 1204, Department of Economics and Business, Universitat Pompeu Fabra.
  124. Banker, Rajiv & Chen, Janice Y.S. & Klumpes, Paul, 2016. "A trade-level DEA model to evaluate relative performance of investment fund managers," European Journal of Operational Research, Elsevier, vol. 255(3), pages 903-910.
  125. Zhi Da & Qianqiu Liu & Ernst Schaumburg, 2011. "Decomposing short-term return reversal," Staff Reports 513, Federal Reserve Bank of New York.
  126. Moeller, Sara B. & Schlingemann, Frederik P. & Stulz, Rene M., 2004. "Firm size and the gains from acquisitions," Journal of Financial Economics, Elsevier, vol. 73(2), pages 201-228, August.
  127. Mazouz, Khelifa & Daya, Wael & Yin, Shuxing, 2014. "Index revisions, systematic liquidity risk and the cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 283-298.
  128. Huang, Shiyang & Lou, Dong & Polk, Christopher, 2016. "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers.
  129. Inci, A. Can, 2012. "Insider trading activity, tenure length, and managerial compensation," Global Finance Journal, Elsevier, vol. 23(3), pages 151-166.
  130. Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015. "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, vol. 13(C), pages 90-96.
  131. Kevin Chiang & Ming-Long Lee, 2010. "The Role of Correlated Trading in Setting REIT Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 320-338, October.
  132. Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang, 2012. "R&D, risks and overreaction in a market with the absence of the book-to-market effect," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 11-24.
  133. Oberndorfer, Ulrich, 2008. "Returns and Volatility of Eurozone Energy Stocks," ZEW Discussion Papers 08-017, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  134. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
  135. Shen, Carl Hsin-han & Zhang, Hao, 2013. "CEO risk incentives and firm performance following R&D increases," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1176-1194.
  136. Guo, Hui, 2006. "Time-varying risk premia and the cross section of stock returns," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2087-2107, July.
  137. Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016. "Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 24-45.
  138. Evangelos Benos & Marek Jochec, 2011. "Short term persistence in mutual fund market timing and stock selection abilities," Annals of Finance, Springer, vol. 7(2), pages 221-246, May.
  139. Bertin, William J. & Prather, Laurie, 2009. "Management structure and the performance of funds of mutual funds," Journal of Business Research, Elsevier, vol. 62(12), pages 1364-1369, December.
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  1100. Radnai, Márton & Szatmári, Alexandra, 2006. "A magyar pénzpiaci alapok összehasonlító elemzése
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  1106. Hurst, Gareth & Docherty, Paul, 2015. "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 471-484.
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  1118. Wermers, Russ & Yao, Tong & Zhao, Jane, 2007. "The investment value of mutual fund portfolio disclosure," CFR Working Papers 06-09, University of Cologne, Centre for Financial Research (CFR).
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  1129. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers 25/2016, Deutsche Bundesbank, Research Centre.
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  1132. Onali, Enrico & Ginesti, Gianluca, 2015. "New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?," MPRA Paper 64266, University Library of Munich, Germany, revised 10 May 2015.
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  1136. Cline, Brandon N. & Yore, Adam S., 2016. "Silverback CEOs: Age, experience, and firm value," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 169-188.
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  1168. Hess, Dieter & Kreutzmann, Daniel & Pucker, Oliver, 2011. "Projected earnings accuracy and the profitability of stock recommendations," CFR Working Papers 10-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
  1169. Bradley, Daniel & Yuan, Xiaojing, 2013. "Information spillovers around seasoned equity offerings," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 106-118.
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  1177. Eom, Cheoljun, 2017. "Two-faced property of a market factor in asset pricing and diversification effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 190-199.
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  1179. Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014. "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, vol. 41(C), pages 117-124.
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  1188. Kim, Y. Han (Andy), 2013. "Self attribution bias of the CEO: Evidence from CEO interviews on CNBC," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2472-2489.
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  1646. J. Davies & Jonathan Fletcher & Andrew Marshall, 2015. "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 337-362, August.
  1647. Glode, Vincent & Green, Richard C., 2011. "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, vol. 101(1), pages 1-17, July.
  1648. Suthawan Prukumpai, 2015. "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 54-76, December.
  1649. Naes, Randi & Ødegaard, Bernt Arne, 2009. "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance 2009/19, University of Stavanger.
  1650. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers 15/07, Department of Economics, University of York.
  1651. Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2011. "The impact of investor sentiment on the German stock market," CFR Working Papers 10-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
  1652. ANNAERT, Jan & DE CEUSTER, Marc & VERSTEGEN, Kurt, 2012. "Are extreme returns priced in the stock market? European evidence," Working Papers 2012018, University of Antwerp, Faculty of Applied Economics.
  1653. Atilgan, Yigit, 2014. "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 205-215.
  1654. Nguyen, Nhut H. & Lo, Ka Hei, 2013. "Asset returns and liquidity effects: Evidence from a developed but small market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1175-1190.
  1655. Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide, 2016. "Director networks and informed traders," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 1-23.
  1656. Szabolcs Blazsek & Anna Downarowicz, 2013. "Forecasting hedge fund volatility: a Markov regime-switching approach," The European Journal of Finance, Taylor & Francis Journals, vol. 19(4), pages 243-275, April.
  1657. Jim Kyung-Soo Liew & Zhechao Zhou, 2014. "Initial Investigations of Intra-Day News Flow of S&P500 Constituents," Risks, MDPI, Open Access Journal, vol. 2(2), pages 1-89, April.
  1658. Mark Fedenia & Sherrill Shaffer & Hilla Skiba, 2012. "Information immobility, industry concentration, and institutional investors' performance," CAMA Working Papers 2012-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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  1661. Fung, William & Hsieh, David A., 2011. "The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 547-569, September.
  1662. Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2005. "Call Options and Accruals Quality," SIFR Research Report Series 34, Institute for Financial Research.
  1663. Reza Bradrania, M. & Peat, Maurice & Satchell, Stephen, 2015. "Liquidity costs, idiosyncratic volatility and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 394-406.
  1664. Christine Moorman & Simone Wies & Natalie Mizik & Fredrika J. Spencer, 2012. "Firm Innovation and the Ratchet Effect Among Consumer Packaged Goods Firms," Marketing Science, INFORMS, vol. 31(6), pages 934-951, November.
  1665. Roncalli, Thierry & Weisang, Guillaume, 2012. "Risk Parity Portfolios with Risk Factors," MPRA Paper 44017, University Library of Munich, Germany.
  1666. Krzysztof Jackowicz, 2009. "Determinants of winning and losing persistence in the Polish banking sector," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 40(3), pages 5-23.
  1667. Lys, Thomas & Naughton, James P. & Wang, Clare, 2015. "Signaling through corporate accountability reporting," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 56-72.
  1668. Benjamin R. Auer, 2016. "Do Socially Responsible Investment Policies Add or Destroy European Stock Portfolio Value?," Journal of Business Ethics, Springer, vol. 135(2), pages 381-397, May.
  1669. Domian, Dale L. & Reichenstein, William, 1997. "Performance and persistence in money market fund returns," Financial Services Review, Elsevier, vol. 6(3), pages 169-183.
  1670. Auer, Benjamin R. & Schuhmacher, Frank, 2016. "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 51-62.
  1671. Liu, Weimin, 2006. "A liquidity-augmented capital asset pricing model," Journal of Financial Economics, Elsevier, vol. 82(3), pages 631-671, December.
  1672. Du, Ding & Hu, Ou, 2012. "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 137-150.
  1673. Luís M.S. Coelho & Ruben M.T. Peixinho & Siri Terjensen, 2011. "The intraindustry effects of going concern audit reports," CEFAGE-UE Working Papers 2011_23, University of Evora, CEFAGE-UE (Portugal).
  1674. Jonathan Fletcher & Andrew Marshall, 2005. "An Empirical Examination of U.K. International Unit Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(2), pages 183-206, April.
  1675. Keiichi Kubota, 2010. "Expected return, liquidity risk, and contrarian strategy: evidence from the Tokyo Stock Exchange," Managerial Finance, Emerald Group Publishing, vol. 36(8), pages 655-679, July.
  1676. David R. Bell & Olivier Ledoit & Michael Wolf, 2012. "A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction," ECON - Working Papers 079, Department of Economics - University of Zurich, revised Dec 2013.
  1677. Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015. "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 117-126.
  1678. Susana Yu, 2012. "New empirical evidence on the investment success of momentum strategies based on relative stock prices," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 105-121, July.
  1679. Bauer, Rob & Koedijk, Kees & Otten, Roger, 2005. "International evidence on ethical mutual fund performance and investment style," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1751-1767, July.
  1680. Abhyankar, Abhay & Ho, Keng-Yu, 2006. "Long-run abnormal performance following convertible preference share and convertible bond issues: New evidence from the United Kingdom," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 97-119.
  1681. Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
  1682. Chen, XiaoHua & Lai, Yun-Ju, 2015. "On the concentration of mutual fund portfolio holdings: Evidence from Taiwan," Research in International Business and Finance, Elsevier, vol. 33(C), pages 268-286.
  1683. Erragragui, Elias & Revelli, Christophe, 2016. "Is it costly to be both shariah compliant and socially responsible?," Review of Financial Economics, Elsevier, vol. 31(C), pages 64-74.
  1684. Mamatzakis, Emmanuel & Xu, Bingrun, 2016. "Managerial attributes and equity mutual fund performance: evidence from china," MPRA Paper 76139, University Library of Munich, Germany.
  1685. Suranjita Mukherjee & Carol Padgett, 2006. "Return Differences Between Family and Non-Family Firms: Absolute and Index Differences," ICMA Centre Discussion Papers in Finance icma-dp2006-11, Henley Business School, Reading University.
  1686. Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013. "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, vol. 108(2), pages 323-348.
  1687. Huh, Sahn-Wook, 2014. "Price impact and asset pricing," Journal of Financial Markets, Elsevier, vol. 19(C), pages 1-38.
  1688. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006. "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers 12015, National Bureau of Economic Research, Inc.
  1689. Michael Busack & Wolfgang Drobetz & Jan Tille, 2017. "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 69-111, February.
  1690. Will Gans & Beat Hintermann, 2013. "Market Effects of Voluntary Climate Action by Firms: Evidence from the Chicago Climate Exchange," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 55(2), pages 291-308, June.
  1691. Soyer, Emre & Hogarth, Robin M., 2012. "The illusion of predictability: How regression statistics mislead experts," International Journal of Forecasting, Elsevier, vol. 28(3), pages 695-711.
  1692. Hammami Yacine & Jilani Faouzi, 2011. "Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors," Review of Middle East Economics and Finance, De Gruyter, vol. 7(2), pages 1-22, September.
  1693. Hong, Harrison & Kostovetsky, Leonard, 2012. "Red and blue investing: Values and finance," Journal of Financial Economics, Elsevier, vol. 103(1), pages 1-19.
  1694. Alexander Hölzl & Sebastian Lobe, 2016. "Predicting above-median and below-median growth rates," Review of Managerial Science, Springer, vol. 10(1), pages 105-133, January.
  1695. Karen K. Lewis, 2011. "Global asset pricing," Globalization and Monetary Policy Institute Working Paper 88, Federal Reserve Bank of Dallas.
  1696. Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "A macro-analysis of financial decisions: An examination of special dividend announcements," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 162-181.
  1697. Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016. "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, vol. 36(C), pages 212-221.
  1698. Moreno, David & Marco, Paulina & Olmeda, Ignacio, 2006. "Self-organizing maps could improve the classification of Spanish mutual funds," European Journal of Operational Research, Elsevier, vol. 174(2), pages 1039-1054, October.
  1699. Fabrice Hervé, 2006. "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO 1060903, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  1700. Benos, Evangelos & Jochec, Marek, 2013. "Patriotic name bias and stock returns," Journal of Financial Markets, Elsevier, vol. 16(3), pages 550-570.
  1701. Choi, Jong-Seo & Kwak, Young-Min & Choe, Chongwoo, 2010. "Corporate Social Responsibility and Corporate Financial Performance: Evidence from Korea," MPRA Paper 22159, University Library of Munich, Germany.
  1702. Ashish Sood & Gerard J. Tellis, 2009. "Do Innovations Really Pay Off? Total Stock Market Returns to Innovation," Marketing Science, INFORMS, vol. 28(3), pages 442-456, 05-06.
  1703. Jacquelyn Humphrey & David Tan, 2014. "Does it Really Hurt to be Responsible?," Journal of Business Ethics, Springer, vol. 122(3), pages 375-386, July.
  1704. Palomino, Frederic, 2005. "Relative performance objectives in financial markets," Journal of Financial Intermediation, Elsevier, vol. 14(3), pages 351-375, July.
  1705. Vidal-García, Javier, 2013. "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, vol. 28(C), pages 45-67.
  1706. Oleg Chuprinin & Denis Sosyura, 2016. "Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds," NBER Working Papers 22517, National Bureau of Economic Research, Inc.
  1707. Abramov, Alexander & Akshentseva, Kseniya & Radygin, Alexander, 2015. "The effectiveness of mutual funds: theoretical approaches and the experience of Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 60-86.
  1708. Terrence Martell & Gwendolyn Webb, 2008. "The performance of stocks that are reverse split," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 253-279, April.
  1709. Chiao, Chaoshin & Hueng, C. James, 2005. "Overreaction effects independent of risk and characteristics: evidence from the Japanese stock market," Japan and the World Economy, Elsevier, vol. 17(4), pages 431-455, December.
  1710. Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015. "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 239-259.
  1711. Lucas Bretschger & Filippo Lechthaler, 2012. "Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market," CER-ETH Economics working paper series 12/160, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  1712. Christopher Armstrong & David Larcker & Che-Lin Su, 2007. "Stock Options and Chief Executive Compensation," Discussion Papers 1447, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  1713. Paul G. Mahoney, 2004. "Manager-Investor Conflicts in Mutual Funds," Journal of Economic Perspectives, American Economic Association, vol. 18(2), pages 161-182, Spring.
  1714. Yuan Zhao, 2014. "Cross-sector fund performance comparison: the role of real estate mutual funds," ERES eres2014_213, European Real Estate Society (ERES).
  1715. Yamani, Ehab A. & Swanson, Peggy E., 2014. "Financial crises and the global value premium: Revisiting Fama and French," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 115-136.
  1716. Christoph Gort & Mei Wang, 2010. "Overconfidence and Active Management," Chapters, in: Handbook of Behavioral Finance, chapter 12 Edward Elgar Publishing.
  1717. Alan D. Jagolinzer, 2009. "SEC Rule 10b5-1 and Insiders' Strategic Trade," Management Science, INFORMS, vol. 55(2), pages 224-239, February.
  1718. Marshall, Andrew & Tang, Leilei, 2011. "Assessing the impact of heteroskedasticity for evaluating hedge fund performance," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 12-19, January.
  1719. Gregor Elze, 2012. "Value investor anomaly: return enhancement by portfolio replication—an empiric portfolio strategy analysis," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(4), pages 633-647, December.
  1720. Kessler, Stephan & Scherer, Bernd, 2011. "Hedge fund return sensitivity to global liquidity," Journal of Financial Markets, Elsevier, vol. 14(2), pages 301-322, May.
  1721. Chou, Pin-Huang & Ko, Kuan-Cheng & Lin, Shinn-Juh, 2010. "Do relative leverage and relative distress really explain size and book-to-market anomalies?," Journal of Financial Markets, Elsevier, vol. 13(1), pages 77-100, February.
  1722. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2007. "Portfolio manager ownership and fund performance," Journal of Financial Economics, Elsevier, vol. 85(1), pages 179-204, July.
  1723. Jeremiah Harris & Ralph Siebert, 2015. "Driven by the Discount Factor: Impact of Mergers on Market Performance in the Semiconductor Industry," CESifo Working Paper Series 5199, CESifo Group Munich.
  1724. Feng, Xunan & Zhou, Mingshan & Chan, Kam C., 2014. "Smart money or dumb money? A study on the selection ability of mutual fund investors in China," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 154-170.
  1725. Mikhail Simutin & JessieJiaxu Wang & Lars Kuehn, 2014. "A Labor Capital Asset Pricing Model," 2014 Meeting Papers 695, Society for Economic Dynamics.
  1726. Chin-Chen Chien & Cheng-Few Lee & She Chih Chiu, 2016. "Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 01-22.
  1727. Obrimah, Oghenovo A., 2016. "How important is innovation for venture capitalists’ (VCs’) market reputation?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 64-76.
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  1729. Andreu, Laura & Pütz, Alexander, 2012. "Are two business degrees better than one? Evidence from mutual fund managers' education," CFR Working Papers 12-01, University of Cologne, Centre for Financial Research (CFR).
  1730. Jen-Sin Lee & Chu-Yun Wei, 2012. "Types of Shares and Idiosyncratic Risk," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S3), pages 68-95, September.
  1731. Chi-Hsiou Hung, 2007. "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Working Papers 2007_02, Durham University Business School.
  1732. Brisker, Eric R. & Autore, Don M. & Colak, Gonul & Peterson, David R., 2014. "Executive compensation structure and the motivations for seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 330-345.
  1733. Humphrey, Jacquelyn E. & Lee, Darren D. & Shen, Yaokan, 2012. "Does it cost to be sustainable?," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 626-639.
  1734. Eichholtz, Piet & Kok, Nils & Yonder, Erkan, 2012. "Portfolio greenness and the financial performance of REITs," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1911-1929.
  1735. Agarwal, Vikas & Ma, Linlin & Mullally, Kevin, 2015. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  1736. Schaub, Nic & Schmid, Markus, 2013. "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 671-692.
  1737. Massa, Massimo & Rehman, Zahid, 2008. "Information flows within financial conglomerates: Evidence from the banks-mutual funds relation," Journal of Financial Economics, Elsevier, vol. 89(2), pages 288-306, August.
  1738. Chien-Wei Chen & Min-Hsien Chiang & Chi-Lin Yang, 2014. "New product preannouncements, advertising investments, and stock returns," Marketing Letters, Springer, vol. 25(2), pages 207-218, June.
  1739. Ziobrowski Alan J & Boyd James W & Cheng Ping & Ziobrowski Brigitte J., 2011. "Abnormal Returns From the Common Stock Investments of Members of the U.S. House of Representatives," Business and Politics, De Gruyter, vol. 13(1), pages 1-24, April.
  1740. Kostovetsky, Leonard, 2015. "Political capital and moral hazard," Journal of Financial Economics, Elsevier, vol. 116(1), pages 144-159.
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  1743. Andrei Salem Gonçalves & Robert Aldo Iquiapaza & Aureliano Angel Bressan, 2012. "Latent Fundamentals Arbitrage with a Mixed Effects Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 317-335.
  1744. Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto, 2017. "The return premiums to accruals quality," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 83-115, January.
  1745. Kingsley Fong & David R. Gallagher & Aaron Ng, 2005. "The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk-super-," International Review of Finance, International Review of Finance Ltd., vol. 5(1-2), pages 1-29.
  1746. Pantzalis, Christos & Ucar, Erdem, 2014. "Religious holidays, investor distraction, and earnings announcement effects," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 102-117.
  1747. Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra, 2012. "Low risk and high return: Affective attitudes and stock market expectations," CFR Working Papers 09-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  1748. Boulton, Thomas J. & Braga-Alves, Marcus V. & Kulchania, Manoj, 2014. "The flash crash: An examination of shareholder wealth and market quality," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 140-156.
  1749. Billett, Matthew T. & Garfinkel, Jon A. & Jiang, Yi, 2011. "The influence of governance on investment: Evidence from a hazard model," Journal of Financial Economics, Elsevier, vol. 102(3), pages 643-670.
  1750. Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015. "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 131-155.
  1751. Cook, Douglas O. & Wang, Huabing (Barbara), 2011. "The informativeness and ability of independent multi-firm directors," Journal of Corporate Finance, Elsevier, vol. 17(1), pages 108-121, February.
  1752. Abdelbari El Khamlichi & Mohamed Arouri & Frédéric Teulon, 2014. "Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index," Working Papers 2014-216, Department of Research, Ipag Business School.
  1753. Diacon, Stephen & Hasseldine, John, 2007. "Framing effects and risk perception: The effect of prior performance presentation format on investment fund choice," Journal of Economic Psychology, Elsevier, vol. 28(1), pages 31-52, January.
  1754. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Heterogeneity and sentiment in the stock market," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 140-151.
  1755. Cakici, Nusret & Tang, Yi & Yan, An, 2016. "Do the size, value, and momentum factors drive stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 179-204.
  1756. Eling, Martin & Faust, Roger, 2010. "The performance of hedge funds and mutual funds in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1993-2009, August.
  1757. Richard Evans & Rüdiger Fahlenbrach, 2007. "The Role of Governance in Retirement Investments: Evidence from Variable Annuities," Working Papers, Center for Retirement Research at Boston College wp2007-20, Center for Retirement Research, revised Oct 2007.
  1758. Savor, Pavel G., 2012. "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, vol. 106(3), pages 635-659.
  1759. Tienyu Hwang, 2012. "A two-pass model study of the CAPM: evidence from the UK stock market," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(2), pages 89-104, June.
  1760. Capocci, Daniel, 2006. "Neutrality of market neutral funds," Global Finance Journal, Elsevier, vol. 17(2), pages 309-333, December.
  1761. Joshua B. Miller & Adam Sanjurjo, 2015. "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," Working Papers 548, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  1762. Moore, Don A. & Kurtzberg, Terri R. & Fox, Craig R. & Bazerman, Max H., 1999. "Positive Illusions and Forecasting Errors in Mutual Fund Investment Decisions, , , ," Organizational Behavior and Human Decision Processes, Elsevier, vol. 79(2), pages 95-114, August.
  1763. Luo, Mi (Meg), 2011. "A bright side of financial constraints in cash management," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1430-1444.
  1764. Cohen, Lauren & Lou, Dong, 2012. "Complicated firms," Journal of Financial Economics, Elsevier, vol. 104(2), pages 383-400.
  1765. Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski, 2011. "The Short and Long Term Performance Persistence in the Central European Banking Industry," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(4), December.
  1766. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2005. "Portfolio performance measurement using APM-free kernel models," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 623-659, March.
  1767. Prather, Laurie & Bertin, William J. & Henker, Thomas, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, Elsevier, vol. 13(4), pages 305-326.
  1768. Weigert, Florian, 2013. "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance 1325, University of St. Gallen, School of Finance, revised Nov 2015.
  1769. Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan, 2017. "Divesting Fossil Fuels: The Implications for Investment Portfolios," MPRA Paper 76383, University Library of Munich, Germany.
  1770. Larelle Chapple & Jacquelyn Humphrey, 2014. "Does Board Gender Diversity Have a Financial Impact? Evidence Using Stock Portfolio Performance," Journal of Business Ethics, Springer, vol. 122(4), pages 709-723, July.
  1771. Panayiotis Artikis & Georgia Nifora, 2011. "The Industry Effect on the Relationship Between Leverage and Returns," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 125-145, December.
  1772. Chan, Howard & Chang, Xin & Faff, Robert & Wong, George, 2010. "Financial constraints and stock returns -- Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 306-318, June.
  1773. William Bassett & Selva Demiralp & Nathan Lloyd, 2016. "Government Support of Banks and Bank Lending," Koç University-TUSIAD Economic Research Forum Working Papers 1611, Koc University-TUSIAD Economic Research Forum.
  1774. Michael Kirchler & Florian Lindner & Utz Weitzel, 2016. "Rankings and Risk-Taking in the Finance Industry," Working Papers 2016-02, Faculty of Economics and Statistics, University of Innsbruck, revised Feb 2017.
  1775. Sorhage, Christoph, 2015. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  1776. Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing, 2014. "Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 41-58.
  1777. Zheng, Dazhi & Li, Huimin & Zhu, Xiaowei, 2015. "Herding behavior in institutional investors: Evidence from China’s stock market," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 59-76.
  1778. Chaudhuri, Ranadeb & Seo, Hoontaek, 2012. "An agency theory explanation of SEO underperformance: Evidence from dual-class firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 575-588.
  1779. Barber, Brad & Lehavy, Reuven & Trueman, Brett & McNichols, Maureen, 2001. "Prophets and Losses: Reassessing the Returns to Analysts' Stock Recommendations," Research Papers 1692, Stanford University, Graduate School of Business.
  1780. Abramov, Alexander & Akshentseva, Ksenia, 2014. "The development of mutual funds in Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 35-53.
  1781. Thierry Post & Milos Kopa, 2015. "Portfolio Choice based on Third-degree Stochastic Dominance, With an Application to Industry Momentum," Koç University-TUSIAD Economic Research Forum Working Papers 1527, Koc University-TUSIAD Economic Research Forum.
  1782. Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
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  1784. Billett, Matthew T. & Flannery, Mark J. & Garfinkel, Jon A., 2011. "Frequent issuers' influence on long-run post-issuance returns," Journal of Financial Economics, Elsevier, vol. 99(2), pages 349-364, February.
  1785. Stewart Jones & Sandra van der Laan & Geoff Frost & Janice Loftus, 2008. "The Investment Performance of Socially Responsible Investment Funds in Australia," Journal of Business Ethics, Springer, vol. 80(2), pages 181-203, June.
  1786. Eli Beracha & Hilla Skiba, 2013. "Findings from a Cross-Sectional Housing Risk-Factor Model," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 289-309, August.
  1787. Homar, Timotej & Kick, Heinrich & Salleo, Carmelo, 2016. "Making sense of the EU wide stress test: a comparison with the SRISK approach," Working Paper Series 1920, European Central Bank.
  1788. Friesen, Geoffrey C. & Sapp, Travis R.A., 2007. "Mutual fund flows and investor returns: An empirical examination of fund investor timing ability," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2796-2816, September.
  1789. Cici, Gjergji & Rosenfeld, Claire, 2012. "The investment abilities of mutual fund buy-side analysts," CFR Working Papers 12-07, University of Cologne, Centre for Financial Research (CFR).
  1790. Ke, Bin & Huddart, Steven & Petroni, Kathy, 2003. "What insiders know about future earnings and how they use it: Evidence from insider trades," Journal of Accounting and Economics, Elsevier, vol. 35(3), pages 315-346, August.
  1791. Li Cai & Jinhua Cui & Hoje Jo, 2016. "Corporate Environmental Responsibility and Firm Risk," Journal of Business Ethics, Springer, vol. 139(3), pages 563-594, December.
  1792. Elizabeth Ooi & Paul Lajbcygier, 2013. "Virtue Remains After Removing Sin: Finding Skill Amongst Socially Responsible Investment Managers," Journal of Business Ethics, Springer, vol. 113(2), pages 199-224, March.
  1793. Naranjo, Andy & Porter, Burt, 2010. "Risk factor and industry effects in the cross-country comovement of momentum returns," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 275-299, March.
  1794. Bryant, Lonnie L. & Liu, Hao-Chen, 2011. "Mutual fund industry management structure, risk and the impacts to shareholders," Global Finance Journal, Elsevier, vol. 22(2), pages 101-115.
  1795. Geoffrey Booth, G. & Fung, Hung-Gay & Leung, Wai Kin, 2016. "A risk-return explanation of the momentum-reversal “anomaly”," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 68-77.
  1796. Fletcher, Jonathan & Basu, Devraj, 2016. "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 109-118.
  1797. Huang, Joshua & Mujtaba Mian, G. & Sankaraguruswamy, Srinivasan, 2009. "The value of combining the information content of analyst recommendations and target prices," Journal of Financial Markets, Elsevier, vol. 12(4), pages 754-777, November.
  1798. Sloan, Richard G. & You, Haifeng, 2015. "Wealth transfers via equity transactions," Journal of Financial Economics, Elsevier, vol. 118(1), pages 93-112.
  1799. Kam Chan & Yung Lo, 2011. "Credit ratings and long-term IPO performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 473-483, October.
  1800. Cheng, Si & Massa, Massimo & Zhang, Hong, 2015. "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers 10447, C.E.P.R. Discussion Papers.
  1801. Walkshäusl, Christian & Lobe, Sebastian, 2010. "Fundamental indexing around the world," Review of Financial Economics, Elsevier, vol. 19(3), pages 117-127, August.
  1802. Clark, Ephraim & Kassimatis, Konstantinos, 2014. "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, vol. 20(C), pages 20-38.
  1803. Jangkoo Kang & Changjun Lee & Doowon Lee, 2011. "Equity Fund Performance Persistence with Investment Style: Evidence from Korea," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 111-135, May.
  1804. Boyson, Nicole M., 2010. "Implicit incentives and reputational herding by hedge fund managers," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 283-299, June.
  1805. Sirnes, Espen, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, Elsevier, vol. 20(1), pages 37-47, January.
  1806. Teo, Melvyn, 2011. "The liquidity risk of liquid hedge funds," Journal of Financial Economics, Elsevier, vol. 100(1), pages 24-44, April.
  1807. Michael Kirchler, 2008. "It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets," Working Papers 2008-19, Faculty of Economics and Statistics, University of Innsbruck.
  1808. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
  1809. Adam Zaremba & Przemys³aw Konieczka, 2015. "The Profitability Of Following Analyst Recommendations On The Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 22-31, August.
  1810. Michael K. Berkowitz & Yehuda Kotowitz, 1997. "The Determinants of Management Expenses," Working Papers berk-97-02, University of Toronto, Department of Economics.
  1811. Bruce D. Grundy & J. Spencer Martin, "undated". "Understanding the Nature of the Risks and the Source of Rewards to Momentum Investing," Rodney L. White Center for Financial Research Working Papers 13-98, Wharton School Rodney L. White Center for Financial Research.
  1812. Paulo Maio, 2013. "Intertemporal CAPM with Conditioning Variables," Management Science, INFORMS, vol. 59(1), pages 122-141, April.
  1813. Aretz, Kevin & Shackleton, Mark B., 2011. "Omitted debt risk, financial distress and the cross-section of expected equity returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1213-1227, May.
  1814. Gottesman, Aron & Morey, Matthew, 2012. "Mutual fund corporate culture and performance," Review of Financial Economics, Elsevier, vol. 21(2), pages 69-81.
  1815. Ng, Chi Cheong Allen & Shen, Jianfu, 2016. "Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 159-177.
  1816. Autore, Don M. & Bray, David E. & Peterson, David R., 2009. "Intended use of proceeds and the long-run performance of seasoned equity issuers," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 358-367, June.
  1817. Muteba Mwamba, John, 2014. "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper 64383, University Library of Munich, Germany.
  1818. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
  1819. Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.
  1820. Oscar V. De la Torre Torres & María Isabel Martínez Torre-Enciso, 2015. "Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, September.
  1821. Eric Fricke, 2015. "Board Holdings, Compensation and Mutual Fund Manager Turnover," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(3), pages 295-312, June.
  1822. Firth, Michael & Gong, Stephen X. & Shan, Liwei, 2013. "Cost of government and firm value," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 136-152.
  1823. Jean-Sébastien Michel, 2014. "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche 1319, CIRPEE.
  1824. Carlos F. Alves & Victor Mendes, 2006. "Mutual fund flows’ performance reaction: does convexity apply to small markets?," FEP Working Papers 204, Universidade do Porto, Faculdade de Economia do Porto.
  1825. repec:wsi:afexxx:v:11:y:2016:i:02:p:1650008-01-1650008-17 is not listed on IDEAS
  1826. Gasser, Stephan M. & Rammerstorfer, Margarethe & Weinmayer, Karl, 2017. "Markowitz revisited: Social portfolio engineering," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1181-1190.
  1827. Joanne Mar & Ron Bird & Lorenzo Casavecchia & Danny Yeung, 2009. "Fundamental Indexation: An Australian Investigation," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 1-20, June.
  1828. Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015. "Do Social Factors Influence Investment Behaviour and Performance? Evidence from Mutual Fund Holdings," CEPR Discussion Papers 10740, C.E.P.R. Discussion Papers.
  1829. Philip A. Horvath & Amit K. Sinha, 2017. "Asymmetric reaction is rational behavior," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 160-179, January.
  1830. Zhang, Huai & Zheng, Liu, 2011. "The valuation impact of reconciling pro forma earnings to GAAP earnings," Journal of Accounting and Economics, Elsevier, vol. 51(1-2), pages 186-202, February.
  1831. Clark, Ephraim & Kassimatis, Konstantinos, 2011. "An alternative measure of the "world market portfolio": Determinants, efficiency, and information content," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 724-748, September.
  1832. Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué, 2005. "Persistencia de resultados en los fondos de inversión españoles," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 525-573, September.
  1833. Vincent Chen & Samuel Tiras, 2015. "‘Other information’ as an explanatory factor for the opposite market reactions to earnings surprises," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 757-784, November.
  1834. Lucian A. Bebchuk & Alon Brav & Wei Jiang, 2015. "The Long-Term Effects of Hedge Fund Activism," NBER Working Papers 21227, National Bureau of Economic Research, Inc.
  1835. João Caldeira & Guilherme Moura & André A.P. Santos, 2012. "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, vol. 32(3), pages 1848-1857.
  1836. Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.
  1837. Chan, Pak To & Walter, Terry, 2014. "Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 177-188.
  1838. Knoeber, Charles R. & Walker, Mark D., 2013. "The effect of tougher enforcement on foreign firms: Evidence from the Adelphia perp walk," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 382-394.
  1839. Leung, Henry & Ton, Thai, 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 37-55.
  1840. Baillie, Richard T. & Cho, Dooyeon, 2016. "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 197-208.
  1841. Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian, 2013. "The impact of duality on managerial decisions and performance: Evidence from the mutual fund industry," CFR Working Papers 12-06 [rev.], University of Cologne, Centre for Financial Research (CFR).
  1842. Choy, Siu-Kai, 2015. "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 26-42.
  1843. Daniel P. J. Capocci, 2009. "The persistence in hedge fund performance: extended analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 233-255.
  1844. Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc.
  1845. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  1846. Moreno, David & Rodríguez, Rosa, 2009. "The value of coskewness in mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1664-1676, September.
  1847. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 1999. "Transaction-cost Expenditures and the Relative Performance of Mutual Funds," Center for Financial Institutions Working Papers 00-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
  1848. Philipp Stephan & Rüdiger Nitzsch, 2013. "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 149-186, June.
  1849. Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2016. "Benefits from social trading? Empirical evidence for certificates on wikifolios," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 202-210.
  1850. von Nandelstadh , Alexander & Rosenberg, Matts, 2003. "Corporate Governance Mechanisms and Firm Performance: Evidence from Finland," Working Papers 497, Hanken School of Economics.
  1851. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.
  1852. Jonathan Guryan & Melissa S. Kearney, 2005. "Lucky Stores, Gambling, and Addiction: Empirical Evidence from State Lottery Sales," NBER Working Papers 11287, National Bureau of Economic Research, Inc.
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  1854. Geczy, Christopher C., 2010. "Thoughts on the Future of the Hedge Fund Industry," Working Papers 10-15, University of Pennsylvania, Wharton School, Weiss Center.
  1855. Barber, Brad M. & Lehavy, Reuven & McNichols, Maureen & Trueman, Brett, 2006. "Buys, holds, and sells: The distribution of investment banks' stock ratings and the implications for the profitability of analysts' recommendations," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 87-117, April.
  1856. Casavecchia, Lorenzo & Tiwari, Ashish, 2016. "Cross trading by investment advisers: Implications for mutual fund performance," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 99-130.
  1857. Hoffmann, Arvid O.I. & Shefrin, Hersh, 2014. "Technical analysis and individual investors," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 487-511.
  1858. Bechmann, Ken L. & Rangvid , Jesper, 2006. "Rating mutual funds," Working Papers 2005-6, Copenhagen Business School, Department of Finance.
  1859. Kolm, Petter & Ritter, Gordon, 2017. "On the Bayesian interpretation of Black–Litterman," European Journal of Operational Research, Elsevier, vol. 258(2), pages 564-572.
  1860. Cziraki, Peter & Laux, Christian & Lóránth, Gyöngyi, 2016. "Understanding Bank Payouts during the Crisis of 2007-2009," CEPR Discussion Papers 11453, C.E.P.R. Discussion Papers.
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  1863. Abdelsalam, Omneya & Duygun, Meryem & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2014. "Do ethics imply persistence? The case of Islamic and socially responsible funds," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 182-194.
  1864. Francisco Barillas & Jay Shanken, 2015. "Comparing Asset Pricing Models," NBER Working Papers 21771, National Bureau of Economic Research, Inc.
  1865. Barinov, Alexander & Wu, Juan (Julie), 2014. "High short interest effect and aggregate volatility risk," Journal of Financial Markets, Elsevier, vol. 21(C), pages 98-122.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.