The cross section of conditional mutual fund performance in European stock markets

Author:

Banegas Ayelen,Gillen Ben,Timmermann Allan,Wermers Russ

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference37 articles.

1. Predicting stock returns;Avramov;Journal of Financial Economics,2006

2. Investing in mutual funds when returns are predictable;Avramov;Journal of Financial Economics,2006

3. Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation;Baks;Journal of Finance,2001

4. False discoveries in mutual fund performance;Barras;Journal of Finance,2010

5. Time-varying world market integration;Bekaert;Journal of Finance,1995

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