Does style-shifting activity predict performance? Evidence from equity mutual funds

Author:

Herrmann Ulf,Rohleder Martin,Scholz Hendrik

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference61 articles.

1. Window dressing in mutual funds;Agarwal;Review of Financial Studies,2014

2. Style drift and portfolio management for active Australian equity funds;Ainsworth;Australian Journal of Management,2008

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

4. Sources of momentum profits: Evidence on the irrelevance of characteristics;Bandarchuk;Review of Finance,2013

5. Momentum has its moments;Barroso;Journal of Financial Economics,2015

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