1. Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations. (2025). Rennie, Craig G ; Lee, Wayne Y ; Huang, Lifa.
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   RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:62-:d:1579809.

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2. How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences. (2025). Liu, Yuekun ; Riley, Timothy B.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426624002814.

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3. Once a trader, always a trader: The role of traders in fund management. (2024). Schuster, Philipp ; Cici, Gjergji ; Weishaupt, Franziska.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:283003.

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4. The market timing ability of bond mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00371-2.

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5. The performance of asset allocation mutual funds. (2024). Yin, Zhengnan ; Sherman, Meadhbh ; Osullivan, Niall.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00457-2.

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6. Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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7. Bank affiliation and timing ability of mutual funds: Evidence from China. (2024). Zhang, Xueyong ; Wang, Xiaoxiao.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000839.

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8. Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress. (2024). Gallo, Raffaele ; Branzoli, Nicola ; Portioli, Dario ; Ilari, Antonio.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000469.

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9. Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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10. Exploring the performance of US international bond mutual funds. (2023). Fletcher, Jonathan ; Littlejohn, Elizabeth ; Marshall, Andrew.
    In: The Financial Review.
    RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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11. Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions. (2023). Gallo, Raffaele ; Branzoli, Nicola ; Portioli, Dario ; Ilari, Antonio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1404_23.

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12. Actual rate of the management fee in mutual funds of different styles. (2022). Szymczyk, Ukasz ; Perez, Katarzyna.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:17:y:2022:i:4:p:969-1014.

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13. American hedge funds industry, market timing and COVID-19 crisis. (2022). ben Khelife, Soumaya ; Benkraiem, Ramzi ; Guesmi, Khaled ; Urom, Christian.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00266-0.

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14. Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds. (2022). Madhavan, Vinodh ; Gupta, Supratim ; Patel, Mayank.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00253-x.

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15. CEO inside debt and mutual fund investment decisions. (2022). Dayani, Arash.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002217.

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16. How do corporate bond investors measure performance? Evidence from mutual fund flows. (2022). Prokopczuk, Marcel ; Dang, Thuy Duong ; Hollstein, Fabian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001492.

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17. Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds. (2022). Ma, Yuyin ; Jiang, Shuyang ; Li, Shouwei ; Wang, HU.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000213.

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18. On the recent developments of mutual funds with fixed‐income holdings: a systematic review. (2022). Hejri, Abbas.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

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19. On the valuation skills of corporate bond mutual funds. (2021). Zhang, Pei ; Cici, Gjergji.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2105.

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20. Do fund managers time implied tail risk? — Evidence from Chinese mutual funds. (2021). Ni, Zhongxin ; Li, Weishu ; Wang, Linyu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000974.

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21. Towards a dead end? EMU bond market exposure and manager performance. (2021). Konstantinov, Gueorgui S ; Fabozzi, Frank J.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:116:y:2021:i:c:s026156062100084x.

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22. Does portfolio concentration affect performance? Evidence from corporate bond mutual funds. (2021). Wang, Ying ; Qin, Nan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302946.

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23. Investor sentiment in the equity market and investments in corporate-bond funds. (2021). Islam, Mohd Anisul.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002246.

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24. Risk-taking and performance of government bond mutual funds. (2021). Wang, Xiaoqiong ; Kim, Donghyun ; Li, Chengcheng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001150.

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25. Brexit: Cyclical dependence in market neutral hedge funds. (2021). Galvez, Julio ; Crego, Julio A.
    In: Working Papers.
    RePEc:bde:wpaper:2141.

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26. Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality. (2020). Zeeshan, Muhammad ; Saleem, Kashif ; Hussain, Arif ; Ishaque, Amir ; Rehman, Alam ; Shah, Raza Ullah ; Farooq, Naveed.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-04-18.

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27. Jensens alpha and the market‐timing puzzle. (2019). Bunnenberg, Sebastian ; Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:2:p:234-255.

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28. Do hedge funds time market tail risk? Evidence from option‐implied tail risk. (2019). Kim, Tong Suk ; Shin, Jungsoon ; Oh, Dongjun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:2:p:205-237.

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29. The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk. (2019). Li, Lei ; Qj, Jun ; Aragon, George O.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:168-185.

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30. Institutional herding and its price impact: Evidence from the corporate bond market. (2019). Li, YI ; Han, Song ; Cai, Fang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:139-167.

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31. Asset pricing and extreme event risk: Common factors in ILS fund returns. (2019). Eling, Martin ; ben Ammar, Semir ; Braun, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:59-78.

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32. The performance of US bond mutual funds. (2019). Zhu, Sheng ; O'Sullivan, Niall ; Sherman, Meadhbh ; Clare, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:1-8.

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33. Indirect investment and financial performance of the real estate sector in Nairobi county Kenya. (2019). Menges, William Suley ; Moranga, Kevin Getii.
    In: International Journal of Business Ecosystem & Strategy (2687-2293).
    RePEc:adi:ijbess:v:1:y:2019:i:4:p:09-18.

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34. Success and failure on the corporate bond fund market. (2018). Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0086-7.

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35. Performance of fixed-income mutual funds with regime-switching models. (2018). Liao, Yusui ; Lazrak, Skander ; Welch, Robert ; Ayadi, Mohamed A.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:217-231.

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36. Do Chinese mutual funds time the market?. (2018). Qin, Zilong ; Liu, Zilan ; Gan, Shunli ; Yi, LI ; He, Lei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:1-19.

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37. Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cheng, Tingting ; Yan, Cheng ; Cai, Biqing.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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38. Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan.
    In: Papers.
    RePEc:arx:papers:1807.09423.

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39. The Behavior of Investor Flows in Corporate Bond Mutual Funds. (2017). Chen, Yong ; Qin, Nan.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:5:p:1365-1384.

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40. Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Mende, Alexander ; Frömmel, Michael ; Frommel, Michael ; Elaut, Gert.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450.

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41. Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Eling, Martin ; Ben Ammar, Semir ; Braun, Alexander.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:21.

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42. Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market. (2016). LI, DAN ; Han, Song ; Cai, Fang.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-91.

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43. Optimal allocation of government bond funds through the business cycle. Is money smart?. (2016). Laborda, Ricardo ; Muoz, Fernando.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:46-67.

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44. Are U.S. investors blindly chasing returns in foreign countries?. (2016). Guo, Liang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:309-334.

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45. False discoveries in style timing of Chinese mutual funds. (2016). Yi, LI ; He, Lei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:194-208.

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46. The effect of social screening on bond mutual fund performance. (2016). Henke, Hans-Martin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:67:y:2016:i:c:p:69-84.

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47. Market timing and performance attribution in the ECB reserve management framework. (2016). Scalia, Antonio ; Potente, Francesco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1062_16.

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48. Loss potential and disclosures related to credit derivatives: A cross-country comparison of corporate bond funds under U.S. and German regulation. (2015). Gakiewicz, Dominika Paula.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-017.

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49. Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds. (2015). Guttler, Andre ; Adam, Tim.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-013.

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50. The Performance of Unit Trust Industry in Malaysia. (2015). Shari, Aminah.
    In: Information Management and Business Review.
    RePEc:rnd:arimbr:v:7:y:2015:i:4:p:46-54.

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51. Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation. (2015). Gakiewicz, Dominika Paula.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-017.

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52. Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds. (2015). Adam, Tim ; Guettler, Andre.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-013.

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53. Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds. (2015). Adam, Tim ; Guettler, Andre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:204-214.

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54. Consumption risk and the cross-section of government bond returns. (2015). Lee, So Yeon ; Klinkowska, Olga ; Abhyankar, Abhay.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:180-200.

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55. The Canadian Hedge Fund Industry: Performance and Market Timing. (2015). Klein, Peter ; Schweigert, Isaac ; Purdy, Daryl ; Vedrashko, Alexander.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:15:y:2015:i:3:p:283-320.

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56. Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings. (2014). Huang, Jingzhi ; Wang, Ying.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:8:p:2091-2109.

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57. Fund Manager Allocation. (2014). Trapp, Monika ; Fang, Jieyan ; Kempf, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:661-674.

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58. Performance persistence in fixed interest funds: With an eye on the post-debt crisis period. (2014). Alexakis, Christos ; Grose, Chris ; Dasilas, Apostolos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:155-182.

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59. Diversification Opportunities through Fixed-income Managed Funds in Eastern Europe. (2013). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:12:y:2013:i:1:p:1-29.

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60. Mutual fund performance in Tunisia: A multivariate GARCH approach. (2013). Hammami, Yacine ; Jilani, Faouzi ; Oueslati, Abdelmonem .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:29:y:2013:i:c:p:35-51.

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61. Can hedge funds time market liquidity?. (2013). Lo, Andrew ; liang, bing ; Cao, Charles ; Chen, Yong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:2:p:493-516.

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62. Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities. (2013). Herrmann, Ulf ; Scholz, Hendrik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2314-2328.

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63. Mutual Funds. (2013). Gruber, Martin J ; Elton, Edwin J.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1011-1061.

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64. The Search of Structural Changes in Mutual Fund Industry-Based On the ARMAX-GJR-GARCH Model. (2013). Lee, Joe-Ming.
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2013:p:308-316.

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65. Fund manager allocation. (2012). Trapp, Monika ; Fang, Jieyan ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1004r.

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66. PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS. (2012). Kargidis, Theodoros ; Grose, Chris.
    In: Scientific Bulletin - Economic Sciences.
    RePEc:pts:journl:y:2012:i:1:p:85-98.

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67. Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2012). Scalia, Antonio ; Sahel, Benjamin.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_840_12.

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68. Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas. (2011). Fisher, Adlai ; Boguth, Oliver ; Carlson, Murray ; Simutin, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:363-389.

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69. Fixed-income fund performance: Role of luck and ability in tail membership. (2011). Ayadi, Mohamed A. ; Kryzanowski, Lawrence.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:379-392.

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70. Ranking, risk-taking and effort: an analysis of the ECBs foreign reserves management. (2011). Scalia, Antonio ; Sahel, Benjamin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111377.

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71. Optimal active portolio management and relative performance drivers: theory and evidence. (2011). Violi, Roberto.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-10.

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72. The performance of corporate-bond mutual funds: Evidence based on security-level holdings. (2010). Gibson, Scott ; Cici, Gjergji.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1018.

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2. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Tee, Kai-Hong ; Luo, JI ; Li, Baibing.
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4. The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin.
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10. Performance, stock selection and market timing of the German equity mutual fund industry. (2013). Cuthbertson, Keith ; Nitzsche, Dirk.
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25. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.. (2008). Savona, Roberto ; amisano, gianni.
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31. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
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32. Investing in mutual funds when returns are predictable. (2005). wermers, russell ; Avramov, Doron.
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34. 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.
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