Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Efficient Capital Markets: II

1991 • 5,145 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Mutual Fund Performance

1966 • 3,489 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Evidence of Predictable Behavior of Security Returns

1990 • 2,552 citations

Nonparametrics: Statistical Methods Based on Ranks.

1976 • 2,118 citations

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

1976 • 1,562 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

2015 • 1,341 citations

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

1981 • 1,280 citations

Survivorship Bias in Performance Studies

1992 • 1,161 citations

Mean Reversion in Stock Prices

1996 • 1,111 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 citations

Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984

1989 • 664 citations

Portfolio Performance Evaluation: Old Issues and New Insights

1989 • 622 citations

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

1987 • 612 citations

Drawing inferences from statistics based on multiyear asset returns

1989 • 434 citations

Stocks, bonds, bills, and inflation yearbook

1993 • 385 citations

Assessing the Market Training Performance of Managed Portfolios

1986 • 384 citations

Does the Basketball Market Believe in the 'Hot Hand,'?

1989 • 316 citations

Mean-Variance Theory in Complete Markets

1982 • 276 citations

Anomalies: A Mean-Reverting Walk Down Wall Street

1989 • 262 citations

Measuring Investment Performance in a Rational Expectations Equilibrium Model

1985 • 244 citations

Real estate

1988 • 221 citations

A New Test of the Three-Moment Capital Asset Pricing Model

1989 • 175 citations

The attributes, behavior, and performance of U.S. mutual funds

1991 • 130 citations

Correcting for Heteroscedasticity in Tests for Market Timing Ability

1986 • 58 citations

Mathematical models in investment and finance

1973 • 12 citations

Estimation and Inference for Heteroscedastic Systems of Equations

1983 • 10 citations

The Dow Jones-Irwin Guide to Mutual Funds

1983 • 2 citations