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Citations for "Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance"

by Judith Chevalier & Glenn Ellison

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  1. Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  2. Bottazzi, L. & Da Rin, M. & Hellmann, T., 2008. "Who are the active investors? Evidence from venture capital," Other publications TiSEM 9336411f-ac48-4fad-8a2c-d, School of Economics and Management.
  3. Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz, 2013. "Information disclosure, CEO overconfidence, and share buyback completion rates," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5486-5499.
  4. J-H Steffi Yang, 2004. "The Markovian Dynamics of "Smart Money"," Econometric Society 2004 Far Eastern Meetings 797, Econometric Society.
  5. Philipp Stephan & Rüdiger Nitzsch, 2013. "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer, vol. 27(2), pages 149-186, June.
  6. Gottesman, Aron A. & Morey, Matthew R., 2006. "Manager education and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 145-182, March.
  7. Prather, Larry J. & Middleton, Karen L., 2006. "Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 249-273, June.
  8. Sofia Johan & Dorra Najar, 2011. "The Role of Law, Corruption and Culture in Investment Fund Manager Fees," Post-Print halshs-00639925, HAL.
  9. Irwin, Scott H. & Martines-Filho, Joao & Good, Darrel L., 2003. "The Performance Of Agricultural Market Advisory Services In Corn And Soybeans," 2003 Annual meeting, July 27-30, Montreal, Canada 22256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Mercedes Alda & Luis Ferruz, 2012. "The Role of Fees in Pension Fund Performance. Evidence from Spain," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 518-535, December.
  11. Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series 2615, CESifo Group Munich.
  12. repec:dgr:kubcen:20022 is not listed on IDEAS
  13. Miklós-Thal, Jeanine & Ullrich, Hannes, 2009. "Nomination contests: theory and empirical evidence from professional soccer," ZEW Discussion Papers 09-027, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  14. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2006. "Yet Another Puzzle? The Relation Between Price And Performance In The Mutual Fund Industry," Business Economics Working Papers wb066519, Universidad Carlos III, Departamento de Economía de la Empresa.
  15. Fang, Jieyan & Kempf, Alexander & Trapp, Monika, 2014. "Fund Manager Allocation," Journal of Financial Economics, Elsevier, vol. 111(3), pages 661-674.
  16. Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010. "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers 16312, National Bureau of Economic Research, Inc.
  17. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies and the impact on operational outcomes: Evidence from funds' shareholder services," CFR Working Papers 14-04, University of Cologne, Centre for Financial Research (CFR).
  18. Kaniska Dam, 2009. "Job Matching, Competition and Managerial Incentives," Working papers DTE 460, CIDE, División de Economía.
  19. Wang, Ming-Chang & Cheng, Ming-Yuan, 2014. "The performance synergies between science and engineering and business management backgrounds of managers in high-tech mutual funds: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 211-229.
  20. Anastasia Petraki & Anna Zalewska, . "With whom and in what is it better to save? Personal pensions in the UK Abstract: This paper studies the relationship between fund and provider characteristics, and fund performance using a sample of ," The Centre for Market and Public Organisation 13/304, Department of Economics, University of Bristol, UK.
  21. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  22. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
  23. Bär, Michaela & Kempf, Alexander & Ruenzi, Stefan, 2005. "Is a team different from the sum of its parts? Evidence from mutual fund managers," CFR Working Papers 05-10, University of Cologne, Centre for Financial Research (CFR).
  24. Clare, Andrew & Motson, Nick & Sapuric, Svetlana & Todorovic, Natasa, 2014. "What impact does a change of fund manager have on mutual fund performance?," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 167-177.
  25. James Ang & Rebel Cole & Daniel Lawson, 2010. "The Role of Owner in Capital Structure Decisions: An Analysis of Single-Owner Corporations," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 14(3), pages 1-36, Fall.
  26. Judith Chevalier & Glenn Ellison, 1999. "Career Concerns Of Mutual Fund Managers," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 389-432, May.
  27. Cumming, Douglas & Fleming, Grant & Suchard, Jo-Ann, 2005. "Venture capitalist value-added activities, fundraising and drawdowns," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 295-331, February.
  28. Iannotta, Giuliano & Navone, Marco, 2012. "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 846-856.
  29. Fang, Jieyan & Kempf, Alexander & Trapp, Monika, 2012. "Fund manager allocation," CFR Working Papers 10-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  30. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, vol. 63(6), pages 2785-2815, December.
  31. Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
  32. Kauko, Karlo, 2007. "Managers and efficiency in banking," Research Discussion Papers 11/2007, Bank of Finland.
  33. Massa, Massimo & Reuter, Jonathan & Zitzewitz, Eric, 2010. "When should firms share credit with employees? Evidence from anonymously managed mutual funds," Journal of Financial Economics, Elsevier, vol. 95(3), pages 400-424, March.
  34. repec:ner:tilbur:urn:nbn:nl:ui:12-332523 is not listed on IDEAS
  35. Christopher S. Jones & Jay Shanken, 2002. "Mutual Fund Performance with Learning Across Funds," NBER Working Papers 9392, National Bureau of Economic Research, Inc.
  36. Capelle-Blancard, Gunther & Monjon, Stéphanie, 2014. "The Performance of Socially Responsible Funds : Does the Screening Process Matter ?," Economics Papers from University Paris Dauphine 123456789/7347, Paris Dauphine University.
  37. Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2010. "Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies," NBER Working Papers 15659, National Bureau of Economic Research, Inc.
  38. 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.
  39. Fahlenbrach, Rudiger, 2006. "Founder-CEOs, Investment Decisions, and Stock Market Performance," Working Paper Series 2004-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  40. Manuel Ammann & Markus Leuenberger & Heinrich von Wyss, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
  41. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
  42. Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2008. "When cheaper is better: Fee determination in the market for equity mutual funds," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 871-885, September.
  43. Yao, Jean-Marie, 2008. "L’économie des fonds d’investissement: Des résultats d’enquête
    [Investment funds Economy: A survey]
    ," MPRA Paper 15485, University Library of Munich, Germany.
  44. Klaas Baks & Andrew Metrick & Jessica Wachter, . "Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation," Rodney L. White Center for Financial Research Working Papers 18-99, Wharton School Rodney L. White Center for Financial Research.
  45. Nan-Yu Wang & Sen-Sung Chen & Chih-Jen Huang & Cheng-Hsin Yen, 2014. "Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 714-725.
  46. Keloharju, Matti & Knüpfer, Samuli, 2014. "Match Made at Birth? What Traits of a Million Swedes Tell Us about CEOs," Working Paper Series 1024, Research Institute of Industrial Economics.
  47. Fang, Yi & Wang, Haiping, 2014. "Fund Manager Characteristics and Performance," MPRA Paper 60012, University Library of Munich, Germany.
  48. Good, Darrel L. & Irwin, Scott H. & Martines-Filho, Joao & Hagedorn, Lewis A., 2005. "The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-2003," AgMAS Project Research Reports 14775, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  49. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2013. "Overconfidence, experience, and professionalism: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 92-101.
  50. Alexander Stremme, 1999. "Optimal Compensation for Fund Managers of Uncertain Type: The Information Advantages of Bonus Schemes," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-029, New York University, Leonard N. Stern School of Business-.
  51. Cronqvist, Henrik, 2006. "Advertising and Portfolio Choice," Working Paper Series 2006-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  52. Bryant, Lonnie L., 2012. "“Down but Not Out” mutual fund manager turnover within fund families," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 569-593.
  53. Fang, Yi & Wang, Haiping, 2014. "Fund Manager Characteristics and Performance," MPRA Paper 60013, University Library of Munich, Germany.
  54. Shu, Pei-Gi & Yeh, Yin-Hua & Chiu, Shean-Bii & Chen, Hsuan-Chi, 2005. "Are Taiwanese individual investors reluctant to realize their losses?," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 201-223, March.
  55. Dwyer, Peggy D. & Gilkeson, James H. & List, John A., 2002. "Gender differences in revealed risk taking: evidence from mutual fund investors," Economics Letters, Elsevier, vol. 76(2), pages 151-158, July.
  56. Gloede, Oliver & Menkhoff, Lukas, 2011. "Financial professionals' overconfidence:Is it experience, function, or attitude?," Hannover Economic Papers (HEP) dp-428, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  57. 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.
  58. JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY, 2004. "Can Individual Investors Beat the Market?," Finance 0412005, EconWPA.
  59. Polwitoon, Sirapat & Tawatnuntachai, Oranee, 2006. "Diversification benefits and persistence of US-based global bond funds," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2767-2786, October.
  60. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011. "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 414-440, July.
  61. Dimitri Vayanos, 2001. "Strategic Trading in a Dynamic Noisy Market," Journal of Finance, American Finance Association, vol. 56(1), pages 131-171, 02.
  62. Irwin, Scott H. & Martines-Filho, Joao & Good, Darrel L., 2003. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2001," AgMAS Project Research Reports 14773, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  63. Good, Darrel L. & Martines-Filho, Joao & Irwin, Scott H., 2002. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2000," AgMAS Project Research Reports 14784, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  64. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Jackson, Thomas E. & Martines-Filho, Joao, 2000. "The Performance Of Agricultural Market Advisory Services In Marketing Wheat," 2000 Conference, April 17-18 2000, Chicago, Illinois 18928, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  65. Darius Palia & S. Ravid & Chia-Jane Wang, 2008. "Founders versus non-founders in large companies: financial incentives and the call for regulation," Journal of Regulatory Economics, Springer, vol. 33(1), pages 55-86, February.
  66. Subrahmanyam, Avanidhar, 2002. "Chicanery, Intelligence, and Financial Market Equilibrium," University of California at Los Angeles, Anderson Graduate School of Management qt5dn72908, Anderson Graduate School of Management, UCLA.
  67. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2006. "Portfolio Manager Ownership and Fund Performance," CEPR Discussion Papers 5931, C.E.P.R. Discussion Papers.
  68. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  69. Berezinets, Irina & Ilina, Yulia & Muravyev, Alexander, 2011. "CEO and Board Characteristics as Determinants of Private Benefits of Control: Evidence from the Russian Stock Exchange," IZA Discussion Papers 6256, Institute for the Study of Labor (IZA).
  70. Klaas Baks & Andrew Metrick & Jessica Wachter, 1999. "Bayesian Performance Evaluation," NBER Working Papers 7069, National Bureau of Economic Research, Inc.
  71. Jonathan Reuter & Eric Zitzewitz, 2006. "Do ADS Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, MIT Press, vol. 121(1), pages 197-227, 02.
  72. Irwin, Scott H. & Jackson, Thomas E. & Good, Darrel L., 1999. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Corn And Soybean Markets Over 1995-1997," AgMAS Project Research Reports 14789, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  73. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
  74. Graham, John R. & Harvey, Campbell R. & Puri, Manju, 2013. "Managerial attitudes and corporate actions," Journal of Financial Economics, Elsevier, vol. 109(1), pages 103-121.
  75. Mikhail, Michael B. & Walther, Beverly R. & Willis, Richard H., 2004. "Do security analysts exhibit persistent differences in stock picking ability?," Journal of Financial Economics, Elsevier, vol. 74(1), pages 67-91, October.
  76. Omar Masood & Bora Aktan & Sahil Chaudhary, 2009. "The investment decision-making process from a risk manager's perspective: a survey," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 1(2), pages 106-120, June.
  77. Bertrand, Marianne & Schoar, Antoinette, 2003. "Managing With Style: The Effect of Managers on Firm Policies," Working papers 4280-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  78. Robin Greenwood & Stefan Nagel, 2008. "Inexperienced Investors and Bubbles," NBER Working Papers 14111, National Bureau of Economic Research, Inc.
  79. Martin T. Bohl, Judith Lischewski and Svitlana Voronkova, 2008. "Does Regulation Hurt Pension Funds' Performance? Evidence from Strongly Regulated Pension Fund Industries," The Institute for International Integration Studies Discussion Paper Series iiisdp247, IIIS.
  80. 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.
  81. Ioannis S. Salamouris & Yaz Gulnur Muradoglu, 2010. "Estimating analyst's forecast accuracy using behavioural measures (Herding) in the United Kingdom," Managerial Finance, Emerald Group Publishing, vol. 36(3), pages 234-256, February.
  82. Carlos F. alves & Victor Mendes, 2005. "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers 184, Universidade do Porto, Faculdade de Economia do Porto.
  83. J. Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression," Working Papers 2013/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  84. Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T., 2012. "IQ, trading behavior, and performance," Journal of Financial Economics, Elsevier, vol. 104(2), pages 339-362.
  85. Michael K. Berkowitz & Yehuda Kotowitz, 1997. "The Determinants of Management Expenses," Working Papers berk-97-02, University of Toronto, Department of Economics.
  86. Nanda, Vikram & Narayanan, M. P. & Warther, Vincent A., 2000. "Liquidity, investment ability, and mutual fund structure," Journal of Financial Economics, Elsevier, vol. 57(3), pages 417-443, September.
  87. Deaves, Richard, 2004. "Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 673-694, March.
  88. Johan, Sofia & Najar, Dorra, 2011. "The Role of Law Corruption and Culture in Investment Fund Manager Fees," Economics Papers from University Paris Dauphine 123456789/5830, Paris Dauphine University.
  89. Cici, Gjergji & Gehde-Trapp, Monika & Göricke, Marc-André & Kempf, Alexander, 2014. "What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector," CFR Working Papers 14-11, University of Cologne, Centre for Financial Research (CFR).
  90. Abigail S. Hornstein & James Hounsell, 2013. "Managerial Investment in Mutual Funds," Wesleyan Economics Working Papers 2013-005, Wesleyan University, Department of Economics.
  91. Avi Goldfarb & Mo Xiao, 2008. "Who thinks about the competition? Managerial ability and strategic entry in US local telephone markets," Working Papers 08-21, NET Institute, revised Oct 2008.
  92. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.
  93. Canice Prendergast, 1996. "What Happens Within Firms? A Survey of Empirical Evidence on Compensation Policies," NBER Working Papers 5802, National Bureau of Economic Research, Inc.
  94. Keith Cuthbertson & Dirk Nitzsche & Niall O' Sullivan, 2004. "UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck," Money Macro and Finance (MMF) Research Group Conference 2004 55, Money Macro and Finance Research Group.
  95. Shavit, Tal & Benzion, Uri & Haruvy, Ernan, 2007. "Risk aversion and under-hedging," Journal of Economics and Business, Elsevier, vol. 59(3), pages 181-198.
  96. Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan, 2005. "Mutual Fund Performance: Skill Or Luck?," Money Macro and Finance (MMF) Research Group Conference 2005 4, Money Macro and Finance Research Group.
  97. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao & Jackson, Thomas E., 2000. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Corn And Soybean Markets Over 1995-1998," AgMAS Project Research Reports 14786, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  98. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Other publications TiSEM 4d4ab4a3-0443-4758-aefe-8, School of Economics and Management.
  99. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression approach," Working Papers. Serie EC 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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