Performance and Characteristics of Swedish Mutual Funds
By Magnus Dahlquist, S. Engstrom, Paul Söderlind. Journal of Financial and Quantitative Analysis, 2000
295 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/495045377bf95ef9cd0e46e0c1975e86fcc7c538
How researchers see this paper
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In Economics and Econometrics
- Sofia Ramos
- A. Miguel
- Henri Servaes
- Miguel A. Ferreira
- Aneel Keswani
- Ajay Khorana
- Peter Tufano
- Anna Lusardi
In Finance
- Miguel A. Ferreira
- Sofia Ramos
- A. Miguel
- Henri Servaes
- Aneel Keswani
- Ajay Khorana
- Peter Tufano
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In Strategy and Management
- Sofia Ramos
- A. Miguel
- Henri Servaes
- Miguel A. Ferreira
- Aneel Keswani
- Peter Tufano
- Belén Villalonga
- M. Benlemlih
Citations in the corpus
- Emerging Market Mutual Fund Performance: Evidence for Poland (2011, unknown): “The negative relationship between expense ratio and risk-adjusted performance were previously reported for US industry by Elton et al. (1993), Malkiel (1995) and Carhart (1997).”
- Estimating the Dynamics of Mutual Fund Alphas and Betas (2008, unknown): “Dahlquist, Engström, and Söderlind (2000) find they can, to a limited degree, identify Swedish mutual funds with future superior performance.”
- Do Funds Make More When They Trade More (2016, unknown): “…Elton, Gruber, Das, and Hlavka (1993) and Carhart (1997) find a negative turnover-performance relation, Wermers (2000) and Edelen, Evans, and Kadlec (2007) find no significant relation, and Dahlquist, Engstr¨om and S¨oderlind (2000) and Chen, Jagadeesh and Wermers (2001) find a positive relation.”
- Explaining the Size of the Mutual Fund Industry Around the World (2005, background): “…force in the national economic landscape, but in other countries, it was small or 1 See, for example, Bams and Otten (2002), Blake and Timmermann (1998), Brown, Goetzmann, et al. (2001), Cai, Chan, and Yamada (1997), Dahlquist, Engstrom, and Soderlind (2000), and Dermine and Roller (1992).”
- The flow-performance relationship around the world (2012, unknown): “Indeed, the U.S. literature has shown that not 2 There are a limited number of studies on fund flows outside the U.S. Dahlquist, Engström, and Söderlind (2000) study Sweden, while Keswani and Stolin (2008) study the U.K. 3 There are other explanations for why investors do not sell underperformers.”
- The Determinants of Mutual Fund Performance: A Cross-Country Study (2013, background): “Dahlquist et al. (2000) find that larger equity funds tend to perform worse than smaller equity funds in Sweden.”