Survivorship bias and attrition effects in measures of performance persistence

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

1993 • 10,751 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 6,381 citations

Another Puzzle: The Growth in Actively Managed Mutual Funds

1996 • 2,132 citations

Returns from Investing in Equity Mutual Funds 1971 to 1991

1995 • 1,493 citations

The Performance of Hedge Funds: Risk, Return, and Incentives

1999 • 1,170 citations

Survivorship Bias in Performance Studies

1992 • 1,161 citations

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

1993 • 1,152 citations

The Persistence of Mutual Fund Performance

1992 • 983 citations

The Persistence of Risk-Adjusted Mutual Fund Performance

1996 • 830 citations

The Delisting Bias in CRSP Data

1997 • 699 citations

Performance Persistence

1995 • 675 citations

Do Winners Repeat?

1994 • 597 citations

Survivor Bias and Mutual Fund Performance

1996 • 585 citations

Offshore Hedge Funds: Survival and Performance, 1989–95

1999 • 532 citations

Evaluating Mutual Fund Performance

2001 • 362 citations

The J-Shape of Performance Persistence Given Survivorship Bias

1997 • 106 citations

Evaluating Mutual Fund Performance

1998 • 66 citations

Attrition and Mutual Fund Performance

1993 • 56 citations

Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias

1997 • 28 citations