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The persistence of mutual fund performance

Grinblatt, Mark - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1977-1984

Persistent link: https://www.econbiz.de/10001138519

Performance measurement without benchmarks : an examination of mutual fund returns

Grinblatt, Mark - In: The journal of business : B 66 (1993) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10001139304

The simultaneous relation between fund flows and returns

Benson, Karen; Faff, Robert W.; Smith, Tom - In: Australian journal of management 35 (2010) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10003975426

Profitability of momentum strategies : an evaluation of alternative explanations

Jegadeesh, Narasimhan; Titman, Sheridan - 1999

Persistent link: https://www.econbiz.de/10001390244

Profitability of monumentum strategies : an evaluation of alternative explanations

Jegadeesh, Narasimhan; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 699-720

Persistent link: https://www.econbiz.de/10001604130

Individual investor trading and stock returns

Kaniel, Ron (contributor); Saar, Gideon (contributor); … - 2004

This paper investigates the dynamic relation between net individual investor trading and short-horizon returns for a large cross-section of NYSE stocks. The evidence indicates that individuals tend to buy stocks following declines in the previous month and sell following price increases. We...