Indexing and active fund management: International evidence

Author:

Cremers Martijn,Ferreira Miguel A.,Matos Pedro,Starks Laura

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference50 articles.

1. Mutual fund's R2 as predictor of performance;Amihud;Review of Financial Studies,2013

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

3. Asset prices and institutional investors;Basak;American Economic Review,2013

4. International stock return comovements;Bekaert;Journal of Finance,2009

5. Mutual fund flows and performance in rational markets;Berk;Journal of Political Economy,2004

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