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Mutual Fund Competition, Managerial Skill, and Alpha Persistence

Citations

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Cited by:

  1. Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2021. "Determinants of non-compliant equity funds with EU portfolio concentration limits," Journal of Multinational Financial Management, Elsevier, vol. 62(C).
  2. Abis, Simona & Lines, Anton, 2024. "Broken promises, competition, and capital allocation in the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 162(C).
  3. Kong, Dongmin & Zhao, Zhao, 2024. "Overseas exposures, global events, and mutual fund performance," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 848-863.
  4. Chen, Yihao & Miguel, Antonio F. & Liu, Xiayue, 2021. "Does mutual fund family size matter? International evidence," Journal of Multinational Financial Management, Elsevier, vol. 62(C).
  5. Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2025. "The components of tracking error, interim trading and mutual fund performance," International Review of Economics & Finance, Elsevier, vol. 98(C).
  6. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020. "Fund tradeoffs," Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
  7. Li, Zhiyong & Rao, Xiao, 2023. "Exploring the zoo of predictors for mutual fund performance in China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  8. Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023. "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, vol. 86(C).
  9. Shan, Junhui & Xiang, Rui & Liu, Li & Zhang, Chaoyi & Zhang, Ping, 2025. "Cross-section return dispersion and flow-performance sensitivity: Evidence from Chinese mutual fund," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
  10. Amirul Ammar Anuar & Ahmad Azam Bin Sulaiman & Mohammad Taqiuddin Bin Mohamad, 2025. "Comparative analysis of AI-driven versus human-managed equity funds across market trends," Future Business Journal, Springer, vol. 11(1), pages 1-16, December.
  11. Beggs, William & DeVault, Luke, 2022. "Mutual fund (sub)advisor connections and crowds," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 231-252.
  12. Kostovetsky, Leonard & Ratushny, Vladimir, 2024. "Doctors managing mutual funds: Returns to specialization in asset management," Journal of Financial Markets, Elsevier, vol. 70(C).
  13. Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2024. "The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings," Finance Research Letters, Elsevier, vol. 62(PA).
  14. 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).
  15. Ørpetveit, Andreas, 2025. "Investment universe-level returns to scale and active fund management," Discussion Papers 2025/14, Norwegian School of Economics, Department of Business and Management Science.
  16. Zhang, John Fan & Wang, Yang & Du, Qingjie, 2024. "The impact of cultural distance on fund transfers in the internal capital market," Journal of Banking & Finance, Elsevier, vol. 165(C).
  17. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.
  18. Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ, 2021. "Picking funds with confidence," Journal of Financial Economics, Elsevier, vol. 139(1), pages 1-28.
  19. Chen, Chuanglian & Yuting, Lin & Bowei, Su & Shujie, Yao, 2025. "Peer effect of fund trading and the risk of individual stock," Journal of Asian Economics, Elsevier, vol. 97(C).
  20. Feldman, David & Saxena, Konark & Xu, Jingrui, 2020. "Is the active fund management industry concentrated enough?," Journal of Financial Economics, Elsevier, vol. 136(1), pages 23-43.
  21. Jeffrey A. Busse & Tarun Chordia & Lei Jiang & Yuehua Tang, 2021. "Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance," Management Science, INFORMS, vol. 67(2), pages 1227-1248, February.
  22. Xu, Wenhao & Chen, Taoqin, 2024. "Mutual fund value creation: Insights from the residual income model," Finance Research Letters, Elsevier, vol. 62(PB).
  23. Zhu, Hanbin & Ge, Yiyun, 2025. "Fund social network and MD&A disclosure quality," International Review of Financial Analysis, Elsevier, vol. 102(C).
  24. VDMV Lakshmi & Garima Sisodia & Anto Joseph & Aviral Kumar Tiwari, 2024. "The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3007-3022, July.
  25. Chen, Rui & Ren, Jinjuan, 2022. "Do AI-powered mutual funds perform better?," Finance Research Letters, Elsevier, vol. 47(PA).
  26. Alda, Mercedes & Muñoz, Fernando & Vargas, María, 2022. "Product differentiation in the socially responsible mutual fund industry," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
  27. Andreu, Laura & Gimeno, Ruth & Sarto, José Luis & Serrano, Miguel, 2025. "Reversal of divergent decisions: Wise or hasty decisions?," Research in International Business and Finance, Elsevier, vol. 76(C).
  28. Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez, 2022. "Mutual fund performance and changes in factor exposure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 17-52, March.
  29. Ge, Yiyun & Zhu, Hanbin, 2025. "Fund social network and abnormal positive tone in MD&A disclosures," International Review of Economics & Finance, Elsevier, vol. 98(C).
  30. Richard Evans & Javier Gil‐Bazo & Marc Lipson, 2024. "Mutual fund performance and manager assets: The negative effect of outside holdings," Financial Management, Financial Management Association International, vol. 53(1), pages 3-29, March.
  31. Miguel, António F. & Chen, Yihao, 2025. "How active is your (nominally) actively managed quantitative fund?," International Review of Financial Analysis, Elsevier, vol. 103(C).
  32. Bai, John Jianqiu & Tang, Yuehua & Wan, Chi & Yüksel, H. Zafer, 2022. "Fund manager skill in an era of globalization: Offshore concentration and fund performance," Journal of Financial Economics, Elsevier, vol. 145(2), pages 18-40.
  33. Puspita Ghaniy Anggraini & Mahfud Sholihin, 2023. "What do we know about managerial ability? A systematic literature review," Management Review Quarterly, Springer, vol. 73(1), pages 1-30, February.
  34. Suneel Maheshwari & Deepak Raghava Naik, 2024. "Predicting Mutual Fund Stress Levels Utilizing SEBI’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models," Risks, MDPI, vol. 12(11), pages 1-17, November.
  35. Ali, Ashiq & Chen, Xuanjuan & Yao, Tong & Yu, Tong, 2020. "Can mutual funds profit from post earnings announcement drift? The role of competition," Journal of Banking & Finance, Elsevier, vol. 114(C).
  36. William J. Hippler & M. Kabir Hassan & Luca Pezzo, 2021. "Partial adjustment towards performance‐based mutual fund returns: Evidence from U.S.‐based equity funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5864-5883, October.
  37. Zambrana, Rafael & Zapatero, Fernando, 2021. "A tale of two types: Generalists vs. specialists in asset management," Journal of Financial Economics, Elsevier, vol. 142(2), pages 844-861.
  38. Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024. "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1601-1621.
  39. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
  40. Zhuang, Zhuang & Hsin-han Shen, Carl & Yao, Juan, 2025. "Conflict of interest to declare? A study of individual-controlled funds in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
  41. Lu, Shuai & Li, Shouwei & Chen, Ning, 2022. "Robust return efficiency and herding behavior of fund managers," Finance Research Letters, Elsevier, vol. 46(PA).
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