Concepedia

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Roger M. Edelen, Richard B. Evans, Gregory B. Kadlec

SSRN Electronic Journal · 2007 · 154 citations · 26 references

DOIFull text

Open access

Concepts

References

26

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

, , +10

On Persistence in Mutual Fund Performance

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

, , +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +17

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text

, , +17

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations

, , +17