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Βιβλιογραφία
 

Η ακόλουθη βιβλιογραφία είναι διαθέσιμη από τις βιβλιοθήκες της Τράπεζας Ελλάδος και των Οικονομικών Πανεπιστημίων.

Η Ένωση Θεσμικών Επενδυτών ευχαριστεί τον Δρα. Γιώργο Λελεδάκη, στέλεχος του Χρηματιστηρίου Αξιών Αθηνών (Τμήμα Έρευνας και Ανάπτυξης του X.A.), για την ευγενή παραχώρηση της συλλεκτικής του εργασίας σχετικά με τη βιβλιογραφία και τη γενικότερη διεθνή συγγραφική δραστηριότητα επί των Αμοιβαίων Κεφαλαίων.

  • Baks Klaas P., Metrick Andrew and Wachter,Jessica, (2001), Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation, Journal of Finance, 56(1), pp. 45-85.
  • Busse Jeffrey A., (2001), Another Look at Mutual Fund Tournaments, Journal of Financial and Quantitative Analysis, 36(1), pp. 53-73.
  • Edelen Roger M. and Warner Jerold B., (2001), Aggregate Price Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns, Journal of Financial Economics, 59(2), pp. 195-220.
  • Bhargava Rahul and Dubofsky David A., (2001), A Note on Fair Value Pricing of Mutual Funds, Journal of Banking and Finance, 25(2), pp. 339-54.
  • Engen Eric M. and Lehnert Andreas, (2000), Mutual Funds and the U.S. Equity Market, Federal Reserve Bulletin, 86(12), pp 797-812.
  • Chamorro Jose M. and Perez de Villarreal Jose M., (2000), Mutual Fund Evaluation: A Portfolio Insurance Approach: A Heuristic Application in Spain, Insurance Mathematics and Economics, 27(1), pp 83-104.
  • Ter Horst Jenke and Verbeek Marno, (2000), Estimating Short-Run Persistence in Mutual Fund Performance, Review of Economics and Statistics, 82(4), pp. 646-55.
  • Bers Martina K. and Madura Jeff, (2000), The Performance Persistence of Closed-End Funds, Financial Review, 35(3), pp. 33-51.
  • Rowe Wei Wang and Davidson Wallace N., (2000), Fund Manager Succession in Closed-End Mutual Funds, Financial Review, 35(3), pp. 53-78.
  • Arnott Robert D., Berkin Andrew L. and Ye Jia, (2000), How Well Have Taxable Investors Been Served in the 1980s and 1990s? Journal of Portfolio Management, 26(4), pp. 84-93.
  • Nanda Vikram, Narayanan M.P. and Warther Vincent A., (2000), Liquidity, Investment Ability, and Mutual Fund Structure, Journal of Financial Economics, 57(3), pp. 417-43.
  • Kim Moon, Shukla Ravi and Tomas Michael, (2000), Mutual Fund Objective Misclassification, Journal of Economics and Business, 52(4), pp. 309-23.
  • Wermers Russ, (2000), Mutual Fund Performance: An Empirical Decomposition into Stock Picking Talent, Style, Transactions Costs, and Expenses, Journal of Finance, 55(4), pp. 1655-95.
  • Moskowitz Tobias J. (2000), Mutual Fund Performance: An Empirical Decomposition into Stock Picking Talent, Style, Transactions Costs, and Expenses: Discussion, Journal of Finance, 55(4), pp. 1695-1703.
  • Fung William and Hsieh David A., (2000), Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases, Journal of Financial and Quantitative Analysis, 35(3), pp. 291-307.
  • Chen Hsiu Lang, Jegadeesh Narasimhan and Wermers Russ, (2000), The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers, Journal of Financial and Quantitative Analysis, 35(3), pp. 343-68.
  • Gibson Scott, Safieddine Assem and Titman Sheridan, (2000), Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings, Journal of Financial and Quantitative Analysis, 35(3), pp. 369-86.
  • Kallberg Jarl G., Liu Crocker L. and Trzcinka Charles, (2000), The Value Added from Investment Managers: An Examination of Funds of REITs, Journal of Financial and Quantitative Analysis, 35(3), pp. 387-408.
  • Dahlquist Magnus, Engstrom Stefan and Soderlind Paul, (2000), Performance and Characteristics of Swedish Mutual Funds, Journal of Financial and Quantitative Analysis, 35(3), pp. 409-23.
  • Blake Christopher R. and Morey Matthew R., (2000), Morningstar Ratings and Mutual Fund Performance, Journal of Financial and Quantitative Analysis, 35(3), pp. 451-83.
  • Barnhill Theodore M., Joutz Frederick L. and Maxwell, William F., (2000), Factors Affecting the Yields on Noninvestment Grade Bond Indices: A Cointegration Analysis Journal of Empirical Finance, 7(1), pp. 57-86.
  • Jain Prem C. and Wu Joanna Shuang, (2000), Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows, Journal of Finance, 55(2), pp. 937-58.
  • Baierl Gary T. and Chen Peng, (2000), Choosing Managers and Funds, Journal of Portfolio Management, 26(2), pp. 47-53. Altman Edward and Suggitt Heather, (2000), Default Rates in the Syndicated Bank Loan Market: A Mortality Analysis, Journal of Banking and Finance, 24(1-2), pp. 229-53.
  • Busse Jeffrey, (1999), Volatility Timing in Mutual Funds: Evidence from Daily Returns, Review of Financial Studies, 12(5), pp. 1009-41.
  • Khorana Ajay and Servaes Henri, (1999), The Determinants of Mutual Fund Starts, Review of Financial Studies, 12(5), pp. 1043-74.
  • Fernando Chitru S., Krishnamurthy Srinivasan and Spindt Paul, (1999), Is Share Price Related to Marketability? Evidence from Mutual Fund Share Splits, Financial Management, 28(3), pp. 54-67.
  • Bailey Warren, Chung Y. Peter and Kang Jun koo ,(1999), Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? Journal of Financial and Quantitative Analysis, 34(4), pp. 489-511. Fung, William and Hsieh David, (1999), A Primer on Hedge Funds, Journal of Empirical Finance, 6(3), pp. 309-31.
  • Edelen Roger, (1999), Investor Flows and the Assessed Performance of Open-End Mutual Funds, Journal of Financial Economics, 53(3), pp. 439-66.
  • Latzko David, (1999), Economies of Scale in Mutual Fund Administration, Journal of Financial Research, 22(3), pp. 331-39.
  • Detzler Miranda Lam, (1999), The Performance of Global Bond Mutual Funds, Journal of Banking and Finance, 23(8), pp. 1195-1217.
  • Lunde Asger, Timmermann Allan and Blake David, (1999), The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis, Journal of Empirical Finance, 6(2), pp. 121-52.
  • Chevalier Judith and Ellison, Glenn, (1999), Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance, Journal of Finance, 54(3), pp. 875-99.
  • Zheng Lu, (1999), Is Money Smart? A Study of Mutual Fund Investors Fund Selection Ability, Journal of Finance, 54(3), pp. 901-33.
  • Keim Donald B., (1999), An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks, Journal of Financial Economics, 51(2), pp. 173-94.
  • Wermers Russ, (1999), Mutual Fund Herding and the Impact on Stock Prices, Journal of Finance, 54(2), pp. 581-622.
  • Koski Jennifer and Pontiff Jeffrey, (1999), How Are Derivatives Used? Evidence from the Mutual Fund Industry, Journal of Finance, 54(2), pp. 791-816.
  • Neal Robert and Wheatley Simon, (1998), Do Measures of Investor Sentiment Predict Returns? Journal of Financial and Quantitative Analysis, 33(4), pp. 523-47.
  • Sirri Erik and Tufano Peter, (1998), Costly Search and Mutual Fund Flows, Journal of Finance, 53(5), pp. 1589-1622. Barclay Michael J., Pearson Neil and Weisbach Michael S., (1998), Open-End Mutual Funds and Capital-Gains Taxes, Journal of Financial Economics, 49(1), July, pp. 3-43.
  • Bogle John C., (1998), The Implications of Style Analysis for Mutual Fund Performance Evaluation, Journal of Portfolio Management, 24(4), Summer 1998, pp. 34-42.
  • Kao G. Wenchi, Cheng Louis and Chan Kam, (1998), International Mutual Fund Selectivity and Market Time during Up and Down Market Conditions, Financial Review, 33(2), pp. 127-44.
  • Alexander Gordon, Jones Jonathan and Nigro Peter, (1997), Investor Self-Selection: Evidence from a Mutual Fund Survey, Managerial and Decision Economics, 18(7-8), pp. 719-29.
  • Rozeff Michael, (1998), Stock Splits: Evidence from Mutual Funds, Journal of Finance, 53(1), pp. 335-49. Eckbo Espen and Smith David, (1998), The Conditional Performance of Insider Trades, Journal of Finance, 53(2), pp. 467-98. Christopherson Jon, Ferson Wayne and Glassman Debra, (1998), Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance, Review of Financial Studies, 11(1), pp. 111-42.
  • Sauer David, (1997), The Impact of Social-Responsibility Screens on Investment Performance: Evidence from the Domini 400 Social Index and Domini Equity Mutual Fund, Review of Financial Economics, 6(2), pp. 137-49.
  • Tufano Peter and Sevick Matthew, (1997), Board Structure and Fee-Setting in the U.S. Mutual Fund Industry, Journal of Financial Economics, 46(3), pp. 321-55.
  • Chevalier Judith and Ellison Glenn, (1997), Risk Taking by Mutual Funds as a Response to Incentives, Journal of Political Economy, 105(6), pp. 1167-1200.
  • Fisher Kenneth and Statman Meir, (1997), Investment Advice from Mutual Fund Companies, Journal of Portfolio Management, 24(1), pp. 9-25.
  • Agarwal Vinod and Prather Larry, (1997), Economic Rents and Mutual Fund Performance: An Empirical Investigation, Journal of Economics and Finance, 21(2), pp. 67-73.
  • Goetzmann William N. and Peles Nadav, (1997), Cognitive Dissonance and Mutual Fund Investors, Journal of Financial Research, 20(2), pp. 145-58.
  • Malhotra D. K. and McLeod Robert W. (1997), An Empirical Analysis of Mutual Fund Expenses, Journal of Financial Research, 20(2), pp. 175-90.
  • Detzler Miranda Lam and Wiggins James B., (1997), The Performance of Actively Managed International Mutual Funds, Review of Quantitative Finance and Accounting, 8(3), pp. 291-313.
  • Lettau Martin, (1997), Explaining the Facts with Adaptive Agents: The Case of Mutual Fund Flows, Journal of Economic Dynamics and Control, 21(7), pp. 1117-47.
  • Brown Stephen J. and Goetzmann William N., (1997), Mutual Fund Styles, Journal of Financial Economics, 43(3) pp. 373-99. Pontiff Jeffrey, (1997), Excess Volatility and Closed-End Funds, American Economic Review, 87(1), pp. 155-69.
  • Canner Niko, Mankiw N. Gregory and Weil David N., (1997), An Asset Allocation Puzzle, American Economic Review, 87(1), pp. 181-91.
  • Carhart Mark M., (1997), On Persistence in Mutual Fund Performance, Journal of Finance, 52(1), pp. 57-82.
  • Bowen John and Statman Meir, (1997), Performance Games, Journal of Portfolio Management, 23(2), pp. 8-15.
  • Lockwood Larry J. (1996), Macroeconomic Forces and Mutual Fund Betas, Financial Review, 31(4), pp. 747-63.
  • Santini Donald L. and Aber Jack W., (1996), Investor Response to Mutual Fund Policy Variables, Financial Review, 31(4), pp. 765-81.
  • Gallo John G., and Swanson Peggy E., (1996), Comparative Measures of Performance for U.S.-Based International Equity Mutual Funds, Journal of Banking and Finance, 20(10), pp. 1635-50.
  • Gallo John G., Apilado Vincent P. and Kolari James W., (1996), Commercial Bank Mutual Fund Activities: Implications for Bank Risk and Profitability, Journal of Banking and Finance, 20(10), pp. 1775-91.
  • Elton Edwin J., Gruber Martin J. and Blake Christopher R., (1996), Survivorship Bias and Mutual Fund Performance, Review of Financial Studies, 9(4), pp. 1097-1120.
  • Volkman David A. and Wohar Mark E., (1996), Abnormal Profits and Relative Strength in Mutual Fund Returns, Review of Financial Economics, 5(2), pp. 101-16.
  • Gruber Martin J., (1996), Another Puzzle: The Growth in Activity Managed Mutual Funds Journal of Finance, 51(3), pp. 783-810.
  • Livingston Miles and O'Neal Edward S., (1996), Mutual Fund Brokerage Commissions, Journal of Financial Research, 19(2), pp. 273-92.
  • Chen Zhiwu and Knez Peter J., (1996), Portfolio Performance Measurement: Theory and Applications, Review of Financial Studies, 9(2), pp. 511-55.
  • Ciccotello Conrad S. and Grant C. Terry, (1996), Information Pricing: The Evidence from Equity Mutual Funds, Financial Review, 31(2), pp. 365-80.
  • DeGennaro Ramon P. and Domian Dale L. (1996), Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality, Financial Review, 31(2), pp. 453-74.
  • Ferson Wayne E. and Schadt Rudi W.(1996), Measuring Fund Strategy and Performance in Changing Economic Conditions, Journal of Finance, 51(2), pp. 425-61.
  • Elton Edwin J., Gruber Martin J., Blake Christopher R., (1996), The Persistence of Risk-Adjusted Mutual Fund Performance, Journal of Business, 69(2), pp. 133-57.
  • Chordia Tarun, (1996), The Structure of Mutual Fund Charges, Journal of Financial Economics, 41(1), pp. 3-39. Brown Keith C., Harlow, W. V. and Starks Laura, (1996), Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry, Journal of Finance, 51(1), pp. 85-110.
  • Falkenstein Eric, (1996), Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings, Journal of Finance, 51(1), pp. 111-35.
  • Khorana Ajay, (1996), Top Management Turnover: An Empirical Investigation of Mutual Fund Managers, Journal of Financial Economics, 40(3), pp. 403-27.
  • Grinblatt Mark, Titman Sheridan and Wermers Russ, (1995), Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior, American Economic Review, 85(5), pp. 1088-1105. Del Guercio Diane, (1996), The Distorting Effect of the Prudent-Man Laws on Institutional Equity Investments, Journal of Financial Economics, 40(1), pp. 31-62.
  • Nesbitt Stephen L., (1995), Buy High, Sell Low: Timing Errors in Mutual Fund Allocations, Journal of Portfolio Management, 22(1), pp. 57-60.
  • Malkiel Burton, (1995), Returns from Investing in Equity Mutual Funds 1971 to 1991, Journal of Finance, 50(2), pp. 549-72.
  • Warther Vincent, (1995), Aggregate Mutual Fund Flows and Security Returns, Journal of Financial Economics, 39(2-3), pp. 209-35.
  • Shukla Ravi and van Inwegen Gregory, (1995), Do Locals Perform Better Than Foreigners?: An Analysis of UK and US Mutual Fund Managers, Journal of Economics-and Business, 47(3), pp. 241-54.
  • Grinblatt Mark and Titman Sheridan, (1994), A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques, Journal of Financial and Quantitative Analysis, 29(3), pp. 419-44.
  • Kim Chang Soo, (1994), Investor Tax-Trading Opportunities and Discounts on Closed-End Mutual Funds, Journal of Financial Research, 17(1), pp. 65-75.
  • Boot Arnoud, Greenbaum Stuart and Thakor Anjan, (1993), Reputation and Discretion in Financial Contracting, American-Economic-Review, 83(5), pp. 1165-83.
  • Goetzmann William and Ibbotson Roger G., (1994), Do Winners Repeat? Journal of Portfolio Management, 20(2), pp. 9-18.
  • Brennan Michael J. and Chordia Tarun, (1993), Brokerage Commission Schedules, Journal of Finance, 48(4), pp. 1379-1402.
  • Grinblatt Mark and Titman Sheridan, (1993), Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns, Journal of Business, 66(1), pp. 47-68.
  • Grinblatt Mark and Titman Sheridan, (1992), The Persistence of Mutual Fund Performance, Journal of Finance, 47(5), pp. 1977-84.
  • Domian Dale, (1992), Money Market Mutual Fund Maturity and Interest Rates, Journal of Money, Credit, and Banking, 24(4), pp. 519-27.
  • Golec Joseph, (1992), Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship, Journal of Financial and Quantitative Analysis, 27(1), pp. 81-95.
  • Chan Anthony and Chen Carl, (1992), How Well Do Asset Allocation Mutual Fund Managers Allocate Assets? Journal of Portfolio Management, 18(3), pp. 81-91.
  • Bogle John, (1992), Selecting Equity Mutual Funds, Journal of Portfolio Management, 18(2), pp. 94-100.
  • Lee Cheng and Rahman Shafiqur, (1991), New Evidence on Timing and Security Selection Skill of Mutual Fund Managers, Journal of Portfolio Management, 17(2), pp. 80-83.
  • Lee Cheng Few and Rahman Shafiqur, (1990), Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation, Journal of Business, 63(2), pp. 261-78.
  • Gorton Gary and Pennacchi George, (1990), Financial Intermediaries and Liquidity Creation, Journal of Finance, 45(1), pp. 49-71.
  • Grinblatt Mark and Titman Sheridan, (1989), Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings, Journal of Business, 62(3), pp. 393-416.
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  • Fabozzi Frank J., Francis Jack C. and Lee Cheng F., (1980), Generalized Functional Form for Mutual Fund Returns, Journal of Financial and Quantitative Analysis, 15(5), pp. 1107-20.
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  • Kon Stanley J., and Jen Frank C., (1978), Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression, Journal of Finance, 33(2), pp. 457-75.
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