Short term persistence in mutual fund market timing and stock selection abilities
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-010-0173-3.pdf
Reference18 articles.
1. Berk J., Green R.: Mutual fund flows and performance in rational markets. J Polit Econ 112(6), 1269–1295 (2004)
2. Bollen N., Busse J.: On the timing ability of mutual fund managers. J Finance 56, 1075–1094 (2001)
3. Bollen N., Busse J.: Short-term persistence in mutual fund performance. Rev Financ Stud 18, 569–597 (2004)
4. Carhart M.: On persistence in mutual fund performance. J Finance 52, 57–82 (1997)
5. Ding, W.: Mutual Fund Mergers: A Long Term Analysis, Working Paper (2008)
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