False discoveries in style timing of Chinese mutual funds

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Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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On Persistence in Mutual Fund Performance

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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge · Econometric Reviews · 1992 · 3.3K citations

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Mutual Fund Flows and Performance in Rational Markets

Jonathan Berk, Richard C. Green · Journal of Political Economy · 2004 · 2.2K citations

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