Evaluating the Performance of International Mutual Funds

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

1980 • 25,774 citations

The Jackknife, the Bootstrap and Other Resampling Plans

1982 • 7,816 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

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

1977 • 3,099 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

International Portfolio Diversification with Estimation Risk

1985 • 705 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 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

Stock market seasonality

1983 • 594 citations

Market Timing and Mutual Fund Investment Performance

1984 • 458 citations

The International Crash of October 1987

1988 • 401 citations

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

1982 • 393 citations

Assessing the Market Training Performance of Managed Portfolios

1986 • 384 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

On Timing and Selectivity

1986 • 285 citations

International Arbitrage Pricing Theory: An Empirical Investigation

1986 • 249 citations

Measuring Investment Performance in a Rational Expectations Equilibrium Model

1985 • 244 citations

An Empirical Investigation of International Asset Pricing

1989 • 214 citations

The Analytics of Performance Measurement Using a Security Market Line

1985 • 120 citations

U.S.–based international mutual funds

1991 • 106 citations

International asset pricing with time-varying risk premia

1981 • 92 citations

Mathematical Methods in Investment and Finance.

1974 • 84 citations

Pricing Capital Assets in an International Setting: An Introduction

1984 • 77 citations

The Internationalization of financial markets and national economic policy

1983 • 46 citations

The Attributes, Behavior, and Performance of U.S. Mutual Funds

1990 • 23 citations

Offshore alphas

1979 • 11 citations

A Note on Performance

1981 • 2 citations