Mutual Fund Survivorship

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

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

1993 • 10,751 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

The Performance of Mutual Funds in the Period 1945-1964

1968 • 1,763 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 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

Returns from Investing in Equity Mutual Funds 1971 to 1991

1995 • 698 citations

Performance Persistence

1995 • 675 citations

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

1989 • 664 citations

Survivor Bias and Mutual Fund Performance

1996 • 585 citations

Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 • 538 citations

Mutual fund styles

1997 • 498 citations

Survival

1995 • 291 citations

Survivorship Bias and Mutual Fund Performance

1997 • 162 citations

The J-Shape of Performance Persistence Given Survivorship Bias

1997 • 106 citations