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Return Persistence and Fund Flows in the Worst Performing Mutual Funds

Citations

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Cited by:

  1. Jank, Stephan & Wedow, Michael, 2015. "Sturm und Drang in money market funds: When money market funds cease to be narrow," Journal of Financial Stability, Elsevier, vol. 16(C), pages 59-70.
  2. Lucia Milone & Paolo Pellizzari, 2009. "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 117-128, Springer.
  3. Viktoriya Lantushenko & Edward Nelling, 2020. "New Positions in Mutual Fund Portfolios: Implications for Fund Alpha," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 161-198, December.
  4. Berk, Jonathan B. & van Binsbergen, Jules H., 2016. "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, vol. 119(1), pages 1-23.
  5. Viktoriya Lantushenko & Edward Nelling, 2020. "Active Management in Real Estate Mutual Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 247-274, August.
  6. Wu, Youchang & Wermers, Russ & Zechner, Josef, 2012. "Governance and shareholder value in delegated portfolio management: The case of closed-end funds," CFR Working Papers 12-11, University of Cologne, Centre for Financial Research (CFR).
  7. Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
  8. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Familiarity and competition: the case of mutual funds," Economics Working Papers 1474, Department of Economics and Business, Universitat Pompeu Fabra.
  9. Yang Sun, 2021. "Index Fund Entry and Financial Product Market Competition," Management Science, INFORMS, vol. 67(1), pages 500-523, January.
  10. Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian, 2010. "Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes," MPRA Paper 34185, University Library of Munich, Germany.
  11. Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim, 2017. "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Finance Research Letters, Elsevier, vol. 22(C), pages 66-73.
  12. Dumitrescu, Ariadna & Gil-Bazo, Javier, 2018. "Market frictions, investor sophistication, and persistence in mutual fund performance," Journal of Financial Markets, Elsevier, vol. 40(C), pages 40-59.
  13. Jacquelyn E. Humphrey & Michael A. O’Brien, 2010. "Persistence and the four‐factor model in the Australian funds market: a note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(1), pages 103-119, March.
  14. Jennifer Huang & Kelsey D. Wei & Hong Yan, 2022. "Investor learning and mutual fund flows," Financial Management, Financial Management Association International, vol. 51(3), pages 739-765, September.
  15. Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 118(1), pages 1-20.
  16. Berggrun, Luis & Lizarzaburu, Edmundo, 2015. "Fund flows and performance in Brazil," Journal of Business Research, Elsevier, vol. 68(2), pages 199-207.
  17. Jeffrey Hobbs & Vivek Singh, 2015. "A comparison of buy‐side and sell‐side analysts," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 42-51, January.
  18. Miguel, António F. & Chen, Yihao, 2021. "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, vol. 78(C).
  19. Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
  20. Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos, 2009. "Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 256-272, October.
  21. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2018. "Success and failure on the corporate bond fund market," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 429-443, October.
  22. Hobbs, Jeffrey & Singh, Vivek, 2015. "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, vol. 24(C), pages 42-51.
  23. Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks, 2018. "Fund Flows, Manager Changes, and Performance Persistence [Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, vol. 22(5), pages 1911-1947.
  24. Ainulashikin Marzuki & Andrew C. Worthington, 2011. "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance finance:201118, Griffith University, Department of Accounting, Finance and Economics.
  25. Martin Rohleder, 2015. "The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector," IJFS, MDPI, vol. 3(1), pages 1-28, February.
  26. 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.
  27. 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.
  28. Dumitrescu, Ariadna & Gil-Bazo, Javier, 2018. "Market frictions, investor sophistication, and persistence in mutual fund performance," Journal of Financial Markets, Elsevier, vol. 40(C), pages 40-59.
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