Eliminating look-ahead bias in evaluating persistence in mutual fund performance-Reference-Cited by-同舟云学术

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Eliminating look-ahead bias in evaluating persistence in mutual fund performance

Published:2001-09 Issue:4 Volume:8 Page:345-373
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

ter Horst Jenke R.,Nijman Theo E.,Verbeek Marno

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Advanced Econometrics;Amemiya,1985

2. Econometric Analysis of Panel Data;Baltagi,1995

3. Mutual fund performance: evidence from the UK;Blake;European Finance Review,1998

4. Performance persistence;Brown;The Journal of Finance,1995

5. Mutual fund styles;Brown;Journal of Financial Economics,1997

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1. Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group;Applied Economics;2023-02-25

2. Too Good to Be True: Look-ahead Bias in Empirical Option Research;SSRN Electronic Journal;2023

3. Mutual fund performance: Shouldn’t clear winners outperform both, the benchmark and the peer-group?;SSRN Electronic Journal;2021

4. Classifying Spanish mutual funds according to their survival capacity using SOM;Journal of Intelligent & Fuzzy Systems;2020-05-29

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