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Information content when mutual funds deviate from benchmarks

Jiang, Hao; Verbeek, Marno; Wang, Yu - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2038-2053

Persistent link: https://www.econbiz.de/10010403577

Better than the original? : the relative success of copycat funds

Verbeek, Marno; Wang, Yu - In: Journal of banking & finance 37 (2013) 9, pp. 3454-3471

Persistent link: https://www.econbiz.de/10010126394

Information Content When Mutual Funds Deviate from Benchmarks

Jiang, Hao - 2013

The consensus wisdom of active mutual fund managers, as reflected in their average over- and underweighting decisions, contains valuable information about future stock returns. Analyzing a comprehensive sample of active U.S. equity funds 1984-2008, we find that stocks heavily overweighted by...

Persistent link: https://www.econbiz.de/10013093749

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655

Persistent link: https://www.econbiz.de/10001533480

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000674748

Eliminating biases in evaluating mutual fund performance from a survivorship free sample

Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - 1998

Persistent link: https://www.econbiz.de/10000986461

Eliminating biases in evaluating mutual fund performance from a survivorship free sample

Horst, Jenke R. ter - 1998

Persistent link: https://www.econbiz.de/10000989950

Eliminating look-ahead bias in evaluating persistence in mutual fund performance

Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - In: Journal of empirical finance 8 (2001) 4, pp. 345-373

Persistent link: https://www.econbiz.de/10001607050

Market timing : a decomposition of mutual fund returns

Swinkels, Laurens (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001806367

Market timing : a decomposition of mutual fund returns

Swinkels, Laurens (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001830133

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