On the precision of public information and mutual fund performance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/jam.2015.7.pdf
Reference22 articles.
1. Barras, L., Scaillet, O. and Wermers, R. (2010) False discoveries in mutual fund performance: Measuring luck in estimating alphas. The Journal of Finance 65 (1): 179–216.
2. Beck, N. and Katz, J.N. (1995) What to do (and not to do) with time-series cross-section data. The American Political Science Review 89 (3): 634–647.
3. Bollen, N. and Busse, J. (2004) Short-term persistence in mutual fund performance. Review of Financial Studies 18 (2): 569–597.
4. Brennan, M.J. and Cao, H.H. (1997) International portfolio investment flows. The Journal of Finance 52 (5): 1851–1880.
5. Carhart, M. (1997) On persistence in mutual fund performance. The Journal of Finance 52 (1): 57–82.
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1. Influences on mutual fund performance: comparing US and Europe using qualitative comparative analysis;Economic Research-Ekonomska Istraživanja;2019-12-09
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