Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

By R. Kalra. 2001

247 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/0356ec369015f768148a3f9ccdf7e58f58422502

How researchers see this paper

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In Accounting

1. A. Ahsan
2. Md. Bokhtiar Hasan, PhD

In Finance

1. A. Ahsan
2. Md. Bokhtiar Hasan, PhD

Citations in the corpus

• Can Mutual Funds Outguess the Market: Evidence from Bangladesh? (2016, background): “Using all mutual funds in the U.S. survived between January 1, 1975 and January 1, 1995, analyzing book-to-market, size, momentum and turnover of stocks held in deciles, Chen, Jegadeesh, and Wermers [5] noticed that growth funds have distinct ability in selecting undervalued large-growth stocks.”
• The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000, unknown): “To examine which stocks are most 2Further details on the construction of this database by CDA are available in Wermers (1999).”