Concepedia

Factor Persistence

Factor Persistence is a financial research construct that denotes the empirical tendency of a factor's historical risk-adjusted return performance to endure over time and across varying market conditions, distinguishing it from ephemeral or spurious statistical anomalies in asset pricing.

86

Publications

26.9K

Citations

182

Authors

158

Institutions

Publications per year

2017–2026

17

Parents

Publications

86

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

, , +17

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations

, , +17

Habit Persistence, Asset Returns, and the Business Cycle

Michele Boldrín, Lawrence J. Christiano, Jonas D. M. Fisher · American Economic Review · 2001 · 1.1K citations

, , +16

Inflation Persistence

Jeffrey C. Fuhrer, George R. Moore · The Quarterly Journal of Economics · 1995 · 871 citations

, , +10

Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance

Jon A. Christopherson, Wayne E. Ferson, Debra Glassman · Review of Financial Studies · 1998 · 458 citations

, , +16

1–5 of 86

Authors

182

  1. CA
    Cornelis A. Los

    University of California, Irvine, United States

    4 publications · 157 citations

    4

    h-index

  2. AT
    Andrea Tamoni

    Rutgers, The State University of New Jersey, United States

    3 publications · 42 citations

    3

    h-index

  3. SZ
    Sijing Zong

    California State University, Stanislaus, United States

    2 publications · 68 citations

    2

    h-index

  4. BY
    Bing Yu

    Nanjing University of Aeronautics and Astronautics, China

    2 publications · 89 citations

    2

    h-index

  5. PM
    Paulo M.M. Rodrigues

    University of Algarve, Portugal

    2 publications · 68 citations

    2

    h-index

1–5 of 182

Institutions

158

  1. Universidade Nova de Lisboa

    Lisbon, Portugal

    4 h-index

    4 publications

    98 citations

  2. Cornell University

    Ithaca, United States

    3 h-index

    4 publications

    591 citations

  3. Rutgers, The State University of New Jersey

    New Brunswick, United States

    3 h-index

    3 publications

    42 citations

  4. Kent State University

    Kent, United States

    3 h-index

    3 publications

    106 citations

  5. Charles University

    Prague, Czechia

    2 h-index

    2 publications

    71 citations

  6. Federal Reserve Bank of Boston

    Boston, United States

    2 h-index

    3 publications

    1.9K citations

  7. University of Alicante

    Alicante, Spain

    2 h-index

    2 publications

    104 citations

  8. Bank of England

    London, United Kingdom

    2 h-index

    2 publications

    67 citations

1–8 of 158

Venues

  1. SSRN Electronic Journal

    Repository · 16 publications · 677 citations

    13

    h-index

  2. The Journal of Finance

    6 publications · 20.5K citations

    6

    h-index

  3. 2

    h-index

  4. Journal of Financial Economics

    2 publications · 67 citations

    2

    h-index

  5. Journal of Futures Markets

    2 publications · 36 citations

    2

    h-index

1–5