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Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters

Citations

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Cited by:

  1. Tarek Zaher, 2017. "The Value of Active Investment Strategies," NFI Working Papers 2017-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
  2. Jeremy Arkes, 2013. "Misses in “Hot Hand†Research," Journal of Sports Economics, , vol. 14(4), pages 401-410, August.
  3. Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2012. "Financial advisors: A case of babysitters?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 509-524.
  4. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & 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.
  5. Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
  6. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
  7. Scott Brown & Jose J. Cao-Alvira & Eric Powers, 2013. "Do Investment Newsletters Move Markets?," Financial Management, Financial Management Association International, vol. 42(2), pages 315-338, June.
  8. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
  9. Michael Cooper & Huseyin Gulen, 2006. "Is Time-Series-Based Predictability Evident in Real Time?," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1263-1292, May.
  10. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
  11. Fellner, Gerlinde & Guth, Werner & Maciejovsky, Boris, 2004. "Illusion of expertise in portfolio decisions: an experimental approach," Journal of Economic Behavior & Organization, Elsevier, vol. 55(3), pages 355-376, November.
  12. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, "undated". "Estimating the Returns to Insider Trading," Rodney L. White Center for Financial Research Working Papers 19-99, Wharton School Rodney L. White Center for Financial Research.
  13. 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.
  14. Irwin, Scott H. & Martines-Filho, Joao Gomes & 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.
  15. Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016. "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 11-22, February.
  16. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Jackson, Thomas E., 2001. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Wheat Market Over 1995-1998," AgMAS Project Research Reports 14778, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  17. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The Performance of International Equity Portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
  18. Loviscek, Anthony L. & Jordan, W. John, 2000. "Stock selection based on Morningstar's ten-year, five-star general equity mutual funds," Financial Services Review, Elsevier, vol. 9(2), pages 145-157, 00.
  19. Paul Gerrans, 2006. "Morningstar ratings and future performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 605-628, December.
  20. Cakici, Nusret & Zaremba, Adam, 2025. "Accounting vs technical information: what matters more for stock return predictability?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 104(C).
  21. Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November.
  22. Michael Chau & Bingjie Deng & Kar Kei Lo & Dongjun Wei & Wanghongyu Wei, 2025. "Whose Investment Advice Do You Follow? Studying the Effect of Author Attributes on Using Social Media Stock Opinions To Predict Stock Performance," Information Systems Frontiers, Springer, vol. 27(6), pages 2677-2702, December.
  23. Elizabeth Carson & Raymond da Silva Rosa & Richard Maynier, 2004. "Returns to Australian Investment Newsletter Recommendations," Australian Journal of Management, Australian School of Business, vol. 29(1), pages 65-85, June.
  24. Iftikhar Ul Haq & Tanzeela Shaheen & Wajid Ali & Hamza Toor & Tapan Senapati & Francesco Pilla & Sarbast Moslem, 2023. "Novel Fermatean Fuzzy Aczel–Alsina Model for Investment Strategy Selection," Mathematics, MDPI, vol. 11(14), pages 1-23, July.
  25. Joao Martines-Filho, 2006. "The Performance of Agricultural Market Advisory Services in Corn and Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 162-181.
  26. Irwin, Scott H. & Good, Darrel L. & Jackson, Thomas E., 2000. "The Private Sector Approach To Grain Marketing: The Case Of Agricultural Market Advisory Services," 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL 19579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  27. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Jackson, Thomas E. & Martines-Filho, Joao Gomes, 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.
  28. Zhang, Yuzhao & Liu, Haifei, 2021. "Stock market reactions to social media: Evidence from WeChat recommendations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  29. Hermansson, Cecilia & Song, Han-Suck, 2016. "Financial advisory services meetings and their impact on saving behavior – A difference-in-difference analysis," Journal of Retailing and Consumer Services, Elsevier, vol. 30(C), pages 131-139.
  30. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Batts, Ryan M., 2006. "The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004," AgMAS Project Research Reports 37513, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  31. 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.
  32. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  33. Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey, 2010. "Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1111-1131, October.
  34. Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration 2004:9, Stockholm School of Economics.
  35. Good, Darrel L. & Martines-Filho, Joao Gomes & 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.
  36. Good, Darrel L. & Irwin, Scott H. & Martines-Filho, Joao Gomes & 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.
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