355
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Do mutual fund managers manipulate?

&

References

  • Benson, K. L., Faff, R. W. and Smith, T. (2010) The simultaneous relation between fund flows and returns, Australian Journal of Management, 35, 51–68. doi:10.1177/0312896209354217
  • Berk, J. B. and Green, R. C. (2004) Mutual fund flows and performance in rational markets, Journal of Political Economy, 112, 1269–95. doi:10.1086/424739
  • Bollen, N. P. B. and Pool, V. K. (2008) Conditional return smoothing in the hedge fund industry, Journal of Financial and Quantitative Analysis, 43, 267–98. doi:10.1017/S0022109000003525
  • Bollen, N. P. B. and Pool, V. K. (2009) Do hedge fund managers misreport returns? Evidence from the pooled distribution, The Journal of Finance, 64, 2257–88. doi:10.1111/j.1540-6261.2009.01500.x
  • Goetzmann, W., Ingersoll, J., Spiegel, M. et al. (2007) Portfolio performance manipulation and manipulation-proof performance measures, Review of Financial Studies, 20, 1503–46. doi:10.1093/rfs/hhm025
  • Henriksson, R. D. and Merton, R. C. (1981) On market timing and investment performance. II. Statistical procedures for evaluating forecasting skills, Journal of Business, 54, 513–33.
  • Huang, J., Wei, K. D. and Yan, H. (2007) Participation costs and the sensitivity of fund flows to past performance, The Journal of Finance, 62, 1273–311. doi:10.1111/j.1540-6261.2007.01236.x
  • Ornelas, J. R. H., Silva Júnior, A. F. and Fernandes, J. L. B. (2012) Yes, the choice of performance measure does matter for ranking of US mutual funds, International Journal of Finance & Economics, 17, 61–72. doi:10.1002/ijfe.437
  • Sensoy, B. A. (2009) Performance evaluation and self-designated benchmark indexes in the mutual fund industry, Journal of Financial Economics, 92, 25–39. doi:10.1016/j.jfineco.2008.02.011
  • Sortino, F., van der Meer, R. and Plantinga, A. (1999) The Dutch triangle, Journal of Portfolio Management, 26, 50–8.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.