1. Analysis of Polish mutual funds performance: a Markovian approach. (2021). Filip, Dariusz ; Rogala, Tomasz.
   In: Statistics in Transition New Series.
   RePEc:exl:29stat:v:22:y:2021:i:1:p:115-130.

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1. Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing. (2012). Ekholm, Anders G..
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:3:p:349-358.

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2. On understanding mutual fund terminations. (2009). Bu, Qiang ; Lacey, Nelson.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:33:y:2009:i:1:p:80-99.

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3. Hedge funds strategies -are they consistent?. (2009). Ribeiro, Mafalda ; Santos, Machado C..
   In: Working Papers.
   RePEc:ris:cigewp:2009_010.

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4. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14903.

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5. Performance persistence and its influence on money and investor flows into Spanish pension plans. (2009). Vicente, Luis ; Ferruz, Luis ; Andreu, Laura.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:32:y:2009:i:1:p:85-100.

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6. Italian Equity Funds: Efficiency and Performance Persistence. (2008). Pelizzon, Loriana ; Casarin, Roberto ; Piva, Andrea.
   In: Working Papers.
   RePEc:ubs:wpaper:0817.

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7. Fundamental Value Investors: Characteristics and Performance. (2008). Gray, Wesley ; Kern, Andrew.
   In: MPRA Paper.
   RePEc:pra:mprapa:12620.

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8. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Da, Zhi ; Gao, Pengjie.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14609.

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9. The Small World of Investing: Board Connections and Mutual Fund Returns. (2007). Malloy, Christopher ; Frazzini, Andrea ; Cohen, Lauren.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:13121.

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10. Assessing Hedge Fund Performance: Does the Choice of Measures Matter?. (2007). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00184814.

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11. Reinforcement Learning in Investment Behavior. (2007). Metrick, Andrew ; Laibson, David ; Choi, James ; Madrain, Brigitte .
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001737.

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12. Return Differences Between Family and Non-Family Firms: Absolute and Index Differences. (2006). Mukherjee, Suranjita ; Padgett, Carol.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-11.

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13. Advertising and Portfolio Choice. (2006). Cronqvist, Henrik.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-16.

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14. Yet another puzzle? the relation between price and performance in the mutual fund industry. (2006). Gil-Bazo, Javier ; Ruiz-Verdu, Pablo.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb066519.

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15. Unobserved Actions of Mutual Funds. (2005). Zheng, Lu ; Sialm, Clemens ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11766.

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16. An Analysis of SBA Loan Defaults by Maturity Structure. (2005). Nigro, Peter ; Glennon, Dennis.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:28:y:2005:i:1:p:77-111.

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17. Mutual Fund Growth in Standard and Specialist Market Segments. (2005). Ruenzi, Stefan.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:2:p:153-167.

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18. Persistencia de resultados en los fondos de inversión españoles. (2005). Aquilue, Rafael Santamaria ; Fernandez, Alfredo Ciriaco.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:29:y:2005:i:3:p:525-573.

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19. Swedish Premium Pension Funds: Attributes and Performance. (2005). Jern, Benny.
    In: Working Papers.
    RePEc:hhb:hanken:0509.

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20. Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2005-01.

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21. Investigating performance benchmarks in the context of international trusts: Australian evidence. (2004). faff, robert ; Benson, Karen L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:9:p:631-644.

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22. On the Industry Concentration of Actively Managed Equity Mutual Funds. (2004). Zheng, Lu ; Sialm, Clemens ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10770.

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23. Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements. (2004). Wurgler, Jeffrey ; Wachter, Jessica ; Baker, Malcolm ; Litov, Lubomir.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10685.

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24. The Markovian Dynamics of Smart Money. (2004). J-H Steffi Yang, .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:797.

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25. Mutual fund managers: Does longevity imply expertise?. (2003). Porter, Gary ; Costa, Bruce.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:27:y:2003:i:2:p:224-235.

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26. Smart Fund Managers? Stupid Money?. (2003). Davies, Ryan ; Bernhardt, Dan ; Westbrook, Harvey .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-19.

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27. La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires. (2003). Herve, Fabrice.
    In: Revue Finance Contrôle Stratégie.
    RePEc:dij:revfcs:v:6:y:2003:i:q3:p:41-77.

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28. Judging Fund Managers by the Company They Keep. (2003). Pastor, Lubos ; Cohen, Randolph ; Coval, Joshua.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3717.

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29. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Harry. M Kat, ; Menexe, Faye .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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30. Judging Fund Managers by the Company They Keep. (2002). Pastor, Lubos ; Cohen, Randolph ; Coval, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9359.

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31. Mutual Fund Flows and Performance in Rational Markets. (2002). Green, Richard C. ; Berk, Jonathan B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9275.

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32. La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires.. (2002). Herve, Fabrice.
    In: Working Papers.
    RePEc:log:wpaper:2002-3.

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33. Momentum Effects and Mean Reversion in Real Estate Securities. (2002). Stevenson, Simon.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:23:n:1/2:2002:p:47-64.

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34. Star power: the effect of Morningstar ratings on mutual fund flows. (2001). Tkac, Paula ; Del Guercio, Diane.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-15.

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35. Regulating private pension funds’ structure, performance and investments: cross-country evidence. (2000). Whitehouse, Edward ; Srinivas, P. S. ; Yermo, Juan.
    In: MPRA Paper.
    RePEc:pra:mprapa:14753.

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36. Pension reform, financial literacy and public information: a case study of the United Kingdom. (2000). Whitehouse, Edward.
    In: MPRA Paper.
    RePEc:pra:mprapa:10323.

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37. Evaluating and Investing in Equity Mutual Funds. (2000). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7779.

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38. The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds. (2000). Tkac, Paula ; Del Guercio, Diane.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-21.

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39. Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry. (1999). Siggelkow, Nicolaj.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-09.

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40. The Wildcard Option in Transacting Mutual-Fund Shares. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-03.

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41. Persistence in Portuguese mutual fund performance. (1999). Maria Do Ceu Ribeiro Cortez, Dean A. Paxson, Manue, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:4:p:342-365.

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42. On Mutual Fund Investment Styles. (1999). Louis K. C. Chan, ; Lakonishok, Josef ; Chen, Hsiu-Lang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7215.

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43. Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7069.

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44. The wildcard option in transaction mutual-fund shares. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:25-99.

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45. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:18-99.

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46. Mutual Fund Returns and Market Microstructure.. (1999). Reed, Adam ; Kaniel, Ron ; Carhart, Mark ; Musto, David K..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:11-99.

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47. Why Focus? A Study of Intra-Industry Focus Effects. (1998). Siggelkow, Nicolaj.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-13.

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48. Outperformance: Does Managerial Specialization Pay?. (1997). Eichholtz, Piet ; Schweitzer, Mark ; Veld, Hans Opt .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:97-31.

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49. Offshore Hedge Funds: Survival and Performance 1989-1995. (1997). Goetzmann, William ; Brown, Stephen ; Ibbotson, Roger G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5909.

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50. Price versus Quantity: Market Clearing Mechanisms When Sellers Differ in Quality. (1996). Zeckhauser, Richard ; Metrick, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5728.

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