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Original Articles

Evidence for the seasonality of European equity fund performance

References

  • Brown, K., Harlow, W. and Starks, L. (1996) Of tournaments and temptations: an analysis of managerial incentives in the mutual fund industry, The Journal of Finance, 51, 85–110. doi:10.1111/j.1540-6261.1996.tb05203.x
  • Carhart, M. (1997) On persistence in mutual fund performance, The Journal of Finance, 52, 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x
  • Fama, E. and French, K. (1993) Common risk factors in the returns on stocks and bonds, Journal of Financial Economics, 33, 3–56. doi:10.1016/0304-405X(93)90023-5
  • Gallagher, D. and Pinnuck, M. (2006) Seasonality in fund performance: an examination of the portfolio holdings and trades of investment managers, Journal of Business Finance & Accounting, 33, 1240–66. doi:10.1111/j.1468-5957.2006.00018.x

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