Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis

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

1980 • 25,774 citations

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Green and competitive: ending the stalemate

1995 • 3,776 citations

Mutual Fund Performance

1966 • 3,489 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

1997 • 2,812 citations

Value versus Growth: The International Evidence

1998 • 2,126 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 • 1,677 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

Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

1993 • 911 citations

Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds

1993 • 831 citations

Socially Responsible Mutual Funds (corrected)

2000 • 679 citations

Performance Persistence

1995 • 675 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 citations

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

1987 • 612 citations

On the Timing Ability of Mutual Fund Managers

2001 • 590 citations

Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry

1996 • 513 citations

How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, …

1998 • 512 citations

A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques

1994 • 500 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

The Performance of Mutual Funds in the Period 1945-1964

2002 • 367 citations

THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS

1995 • 319 citations

Socially Responsible Investment and Corporate Social and Environmental Reporting in the UK: An Exploratory Study

2001 • 304 citations

Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects

1997 • 285 citations

The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation

1993 • 242 citations

The Investment Performance of UK “Ethical” Unit Trusts

1992 • 220 citations

On the Timing Ability of Mutual Fund Managers

2000 • 194 citations

Survivorship Bias and Mutual Fund Performance

1997 • 162 citations

The Performance Of Ethical Unit Trusts: Choosing An Appropriate Benchmark

1994 • 146 citations

Social Responsibility and Portfolio Performance

1981 • 143 citations

Ethical investment and the corporate reporting function

1991 • 139 citations

Mutual Fund Performance and Seemingly Unrelated Assets

2001 • 129 citations

A descriptive study of social responsibility mutual funds

1988 • 124 citations

UK unit trust performance 1980–1989: A passive time-varying approach

1992 • 119 citations

Relative Performance Evaluation of Mutual Funds: A Non‐Parametric Approach

2001 • 106 citations

A Test of the Persistence in the Performance of UK Managed Funds

1999 • 91 citations

AN EXAMINATION OF THE SELECTIVITY AND MARKET TIMING PERFORMANCE OF UK UNIT TRUSTS

1995 • 82 citations

Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

2002 • 79 citations

Assessing the Market Timing Performance of Managed Portfolios

1985 • 78 citations

A CROSS‐SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL

1992 • 76 citations

Monthly Measurement of Daily Timers

1998 • 70 citations

Towards a theory of social investment: A review essay

1990 • 61 citations

The financial performance of European ethical funds 1996-1998

2002 • 57 citations

How Are Derivatives Used? Evidence from the Mutual Fund Industry

1996 • 56 citations

An exploration of ethical investment in the UK

1992 • 54 citations

The Weekend and ‘Reverse’ Weekend Effects: An Analysis by Month of the Year, Week of the Month, and Industry

2003 • 38 citations

A Nonparametric Test of Market (Mis-) Timing

2001 • 27 citations

Buy High, Sell Low

1995 • 16 citations

Evaluating mutual funds on a small market: is benchmark selection crucial?

2000 • 15 citations

Performance evaluation of Norwegian mutual funds

1991 • 11 citations

Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-Sector Managed Funds

2004 • 7 citations

A responsible investment?—an overview of the socially responsible investment community

2001 • 6 citations

Contrarian and Momentum Strategies in the Spanish Stock Market

2003 • 6 citations

Unit trust objectives and investor choice

1986 • 5 citations

Market Volatility and Perverse Timing Performance of Mutual Fund Managers

1999 • 4 citations

Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing Versus Performance Hedging

1998 • 1 citations

Deleted Work

1955 • 0 citations