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AGARWAL, V. and N.Y. NAIK, 2004. Risks and Portfolio Decisions Involving Hedge Funds . Review of Financial Studies. [Cited by 50 ]
AMIN, G. and H. KAT, 2003. Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias 1994-2001. forthcoming Journal of Alternative Investments. [Cited by 6 ]
AMIN, G. and H. KAT, 2003. Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias over the Period 1994-2001. Journal of Alternative Investments. [Cited by 10 ]
ANTUNOVICH, P. and D.S. LASTER, 1999. Do investors mistake a good company for a good investment? . [Cited by 8 ]
ARIAS, S., 2001. Evalulacion de Performance. Survivorship Bias para las AFJP en Argentina. Trabajo Final, Maestria en Finanzas, Universidad del CEMA. [Cited by 1 ]
ARNOTT, R.D., A.L. BERKIN and J. YE, 2000. How Well Have Taxable Investors Been Served in the 1980s and 1990s? . Journal of Portfolio Management (Summer). [Cited by 5 ]
BAKER, R.D. and R.J. LIMMACK, 2001. UK Take-overs and Acquiring Company Wealth Changes: The Impact of Survivorship and other Potential … . University of sterling, Paper EFMA Congress. [Cited by 6 ]
BARBER, B.M. and J.D. LYON, 1997. Firm size, book-to-market ratio, and security returns: A holdout sample of financial firms . Journal of Finance. [Cited by 48 ]
BARTOV, E., F.A. GUL and J.S.L. TSUI, 2000. Discretionary-accruals models and audit qualifications . Journal of Accounting and Economics. [Cited by 49 ]
BAUER, R., K. KOEDIJK and R. OTTEN, 2002. International evidence on ethical mutual fund performance and investment style . [Cited by 18 ]
BECCHETTI, L. and G. TROVATO, 2002. The Determinants of Growth for Small and Medium Sized Firms. The Role of the Availability of … . Small Business Economics. [Cited by 19 ]
BERGSTRESSER, D., J.M. POTERBA and M.P. PAGE, 2000. Do after-tax returns affect mutual fund inflows? . [Cited by 43 ]
BIAS, S., 1997. Investment Style in the Returns of CTAs.”. Journal of Portfolio Management. [Cited by 1 ]
BLAKE, C., E. ELTON and M. GRUBER, 1996. Survivorship Bias and Mutual Fund Performance. Review of Financial Studies. [Cited by 2 ]
BLITZER, D., 1995. Survivorship Bias: Comment.''. The Journal of Portfolio Management,(Winter 1995). [Cited by 2 ]
BROOKS, C. and H. KAT, 2002. The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors . Journal of Alternative Investments. [Cited by 28 ]
BROWN, S., W. GOETZMANN and R. IBBOTSON, 1992. S. Ross, 1992,“Survivorship Bias in Performance Studies”. Review of Financial Studies. [Cited by 12 ]
BROWN, S.G., et al. , 1992 : Survivorship Bias in Performance Studies,". Review of Financial Studies. [Cited by 1 ]
BROWN, S.J. and W.N. GOETZMANN, 1992. Attrition and Mutual Fund Performance: Evidence from a Survivorship-Bias Free Database'. [Cited by 1 ]
BROWN, S.J., et al. , 1992. Survivorship bias in performance studies . Review of Financial Studies. [Cited by 152 ]
BROWN, S.J., et al. , 1995. Performance persistence . Journal of Finance. [Cited by 220 ]
BROWN, S.J., et al. , 1997. Rejoinder: The J-shape of performance persistence given survivorship bias . Review of Economics and Statistics. [Cited by 7 ]
BROWN, S.J., W.N. GOETZMANN and J. PARK, 1997. Conditions for survival: Changing risk and the performance of hedge fund managers and CTAs . Review of Financial Studies. [Cited by 17 ]
BROWN, Stephen J., William N. GOETZMANN and Stephen A. ROSS, 1995. Survival , Journal of Finance
CARHART, M.M., 1995. Survivorship Bias and Mutual Fund Performance. Unpublished Ph. D. dissertation, Graduate School of Business …. [Cited by 6 ]
CARHART, M.M., et al. , 2002. Mutual Fund Survivorship . Review of Financial Studies. [Cited by 48 ]
CARPENTER, J. and A. LYNCH, 1999. Survivorship Bias and Reversals in Mutual Fund Performance'. Journal of Financial Economics. [Cited by 2 ]
CARPENTER, J.N. and A.W. LYNCH, 1999. Survivorship bias and attrition e! ects in measures of performance persistence . Journal of Financial Economics. [Cited by 40 ]
CHANCE, D.M. and M.L. HEMLER, 2001. The performance of professional market timers: daily evidence from executed strategies . Journal of Financial Economics. [Cited by 16 ]
CHEUNG, Y.W. and K.S. LAI, 1997. On cross-country differences in the persistence of real exchange rates . [Cited by 48 ]
CHEVALIER, J., G. ELLISON and M.P. PAGE, 1999. Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and … . The Journal of Finance. [Cited by 99 ]
CHOI, J.J. and E. ELYASIANI, 1997. Derivative exposure and the interest rate and exchange rate risks of US banks . Journal of Financial Services Research. [Cited by 11 ]
DAHLQUIST, M., S. ENGSTROEM and P. SOEDERLIND, 2000. Performance and characteristics of Swedish mutual funds . Journal of Financial and Quantitative Analysis. [Cited by 26 ]
DAVIS, J.L., 1994. The cross-section of realized stock returns: The pre-COMPUSTAT evidence . Journal of Finance. [Cited by 76 ]
DAVIS, J.L., 1996. The cross-section of stock returns and survivorship bias: Evidence from delisted stocks . Quarterly Review of Economics and Finance. [Cited by 4 ]
DELLVA, W.L. and G.T. OLSON, 1998. The relationship between mutual fund fees and expenses and their effects on performance . The Financial Review. [Cited by 15 ]
DEMIRGUEC-KUNT, A., E. DETRAGIACHE and P. GUPTA, 2000. Inside the crisis: an empirical analysis of banking systems in distress . [Cited by 31 ]
DESAI, H. and P.C. JAIN, 1995. An analysis of the recommendations of the superstar money managers at Barron's annual roundtable . Journal of Finance. [Cited by 25 ]
DIMSON, E., et al. , 2001. Value versus Growth in the UK Stock Market, 1955 to 2000 . [Cited by 3 ]
EJ, E., M.J. GRUBER and C.R. BLAKE, 1996. ???Survivorship bias and mutual fund performance “. Review of Financial Studies. [Cited by 1 ]
ELFAKHANI, S. and J. WEI, 2003. The survivorship bias, share price effect, and small firm effect in Canadian markets . Review of Financial Economics. [Cited by 1 ]
ELSAS, R., et al. , 1998. Empirical Analysis of Credit Relationships in Small Firms Financing: Sampling Design and Descriptive … . Universitaet Frankfurt-CFS Working Paper. [Cited by 21 ]
ELTON, E.J., M.J. GRUBER and C.R. BLAKE, 1995. Survivorship Bias and Mutual Fund Performance," New York University Salomon Center Working Paper. S-95-14, Marc. [Cited by 1 ]
ELTON, E.J., M.J. GRUBER and C.R. BLAKE, 1996. The persistence of risk-adjusted mutual fund performance . Journal of Business. [Cited by 120 ]
ELTON, E.J., M.J. GRUBER and C.R. BLAKE, 1996. Survivorship bias and mutual fund performance . Review of Financial Studies. [Cited by 79 ]
ELTON, E.J., M.J. GRUBER and C.R. BLAKE, 1996. Survivor bias and mutual fund performance . Review of Financial Studies. [Cited by 4 ]
ELTON, E.J., M.J. GRUBER and C.R. BLAKE, 2001. A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and … . The Journal of Finance. [Cited by 32 ]
EVANS, R.B., 2003. Mutual Fund Incubation and Termination: The Endogeneity of Survivorship Bias . Wharton School of Business Manuscript, April. [Cited by 2 ]
FARRINGTON, S.M., et al. , 1998. Systematic Analysis of hMSH 2 and hMLH 1 in Young Colon Cancer Patients and Controls . The American Journal of Human Genetics. [Cited by 65 ]
FLUCK, Z., B.G. MALKIEL and R.E. QUANDT, 1997. The predictability of stock returns: A cross-sectional simulation . Review of Economics and Statistics. [Cited by 4 ]
FREEMAN, M.C. and I.R. DAVIDSON, 1999. Estimating the equity premium . The European Journal of Finance. [Cited by 5 ]
FRINO, A. and D. GALLAGHER, 2001. Tracking S&P 500 Index Funds . Journal of Portfolio Management. [Cited by 22 ]
FUNG, W. and D. HSIEH, 1997. Investment Style and Survivorship Bias in the Returns of CTAs: The Information Content of Track …. Journal of Portfolio Management. [Cited by 11 ]
FUNG, W. and D.A. HSIEH, 1997. Empirical characteristics of dynamic trading strategies: the case of hedge funds . Review of Financial Studies. [Cited by 147 ]
FUNG, W. and D.A. HSIEH, 1997. Survivorship bias and investment style in the returns of CTAs, 24, p. 30.41. Journal of Portfolio Management. [Cited by 1 ]
FUNG, W. and D.A. HSIEH, 1997. Survivorship Bias and Investment Style in the Returns of CTAs. Journal of Portfolio Management. [Cited by 26 ]
FUNG, W. and D.A. HSIEH, 2002. Hedge-Fund Benchmarks: Information Content and Biases . Financial Analysts Journal. [Cited by 20 ]
FUNG, W., et al. , 1997. … and Survivorship Bias in the Historical Returns of Commodity Trading AdvisorsCTA Survivorship Bias . Journal of Portfolio Management. [Cited by 2 ]
FUNG, W., D. HSIEH and P.F.P. PRINCIPAL, 1998. Performance Attribution and Style Analysis: From Mutual Funds to Hedge Funds. . Fung and Hsieh. [Cited by 13 ]
GARCIA, C.B. and F.J. GOULD, 1993. Survivorship bias. Journal of Portfolio Management. [Cited by 3 ]
GOETZMANN, W.N. and S. BROWN, 1993. Attrition and mutual fund performance: evidence from a survivorship-bias free database. [Cited by 3 ]
GOETZMANN, W.N., 1994. How costly is the fall from fashion?: survivorship bias in the painting market. [Cited by 2 ]
GRUBER, M.J., 1996. Another Puzzle: The Growth in Actively Managed Mutual Funds . Journal of Finance. [Cited by 295 ]
HALLAHAN, T.A., 1999. The information content of portfolio performance history and persistence in fund performance: An … . Accounting and Finance. [Cited by 9 ]
HALLAHAN, T.C.E.A. and R.W.F. AFF, 2001. Induced persistence or reversals in fund performance?: the eVect of survivorship bias . Applied Financial Economics. [Cited by 11 ]
HARVEY, C.R. and M.P. PAGE, 1995. Predictable risk and returns in emerging markets . Review of Financial Studies. [Cited by 255 ]
HELLMAN, T. and M. PURI, 2000. The interaction between product market and financing strategy: the role of venture capital . Review of Financial Studies. [Cited by 158 ]
HENDRICKS, D. and J. PATEL, andR. Zeckhauser, 1997, TheJ-shapeofperformance persistence given Survivorship Bias. The Review of Economics and Statistics. [Cited by 1 ]
HENDRICKS, D., J. PATEL and R. ZECKHAUSER, 1993. Hot hands in mutual funds: Short-run persistence of relative performance, 1974-1988 . Journal of Finance. [Cited by 123 ]
HENDRICKS, D., J. PATEL and R. ZECKHAUSER, 1995. The J-shape of performance persistence given survivorship bias . [Cited by 19 ]
HENDRICKS, D., J. PATEL and R. ZECKHAUSER, 1995. The J-Shape of Performance Persistence Given Survivorship Bias," John F. Kennedy School of Government at Harvard University working …. [Cited by 1 ]
HO, L.C.J., C.S. LIU and D.A. ZIEBART, 1998. Price reversal and drift following earnings announcements . The Financial Review. [Cited by 5 ]
HU, S., 1997. Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the … . Working Paper. [Cited by 9 ]
HUANG, S.S., et al. , 1998. Survival prolongation in HIV-associated progressive multifocal leukoencephalopathy treated with … . J Neurovirol. [Cited by 13 ]
HWANG, S. and S.E. SATCHELL, 1999. Modelling emerging market risk premia using higher moments . International Journal of Finance & Economics. [Cited by 26 ]
JORION, Philippe and William N. GOETZMANN, 2000. A Century of Global Stock Markets
KANG, J.K., et al. , 1999. The underreaction hypothesis and the new issue puzzle: evidence from Japan . Review of Financial Studies. [Cited by 38 ]
KASHYAP, A.K. and J.C. STEIN, 2004. Cyclical Implications of the Basel II Capital Standards . Economic Perspectives. [Cited by 15 ]
KAT, H.M. and G.S. AMIN, 2001. Welcome to the dark side: hedge fund attrition and survivorship bias over the period 1994-2001 . [Cited by 2 ]
KONINGS, J., H. LEHMANN and M.E. SCHAFFER, 1996. Job creation and job destruction in a transition economy: ownership, firm size, and gross job flows … . [Cited by 54 ]
KRITZMAN, M. and S. PAGE, 2003. The Hierarchy of Investment Choice: A Normative Interpretation. . Journal of Portfolio Management, Summer. [Cited by 6 ]
LA, R., 1993. Survivorship bias and the predictability of stock returns in the Compustat sample. [Cited by 3 ]
LEV, B. and T. SOUGIANNIS, 1999. Penetrating the Book-to-Market Black Box: The R & D Effect . Journal of Business Finance & Accounting. [Cited by 21 ]
LI, H., sity. Y, Xu, 1999, Can survival bias explain the” equity premium puzzle”. working paper, Cornell Univ. [Cited by 1 ]
LI, H. and Y. XU, 2002. Survival Bias and the Equity Premium Puzzle . The Journal of Finance. [Cited by 12 ]
LI, H. and Y. XU, 1999. Can Survival Bias Explain the Equity Premium Puzzle? . Social Science Research Network, Working Paper. [Cited by 2 ]
LIANG, B., 2000. Hedge Funds: The Living and the Dead . Journal of Financial and Quantitative Analysis. [Cited by 63 ]
LIEW, J. and M. VASSALOU, 2000. Can book-to-market, size and momentum be risk factors that predict economic growth . Journal of Financial Economics. [Cited by 122 ]
LO, A., 2001. Risk Management for Hedge Funds: Introduction and Overview . Financial Analysts Journal. [Cited by 42 ]
MACKENZIE, D. and Y. MILLO, 2001. Negotiating a Market, Performing Theory: The Historical Sociology of a Financial Derivatives … . Manuscript. Department of Sociology, University of Edinburgh. [Cited by 13 ]
MALKIEL, B.G., 1995. Returns from investing in equity mutual funds 1971 to 1991 . Journal of Finance. [Cited by 243 ]
MEHRA, R. and E.C. PRESCOTT, 2003. The equity premium: why is it a puzzle? . [Cited by 1046 ]
PARK, J., S. BROWN and W. GOETZMANN, 1999. Performance Benchmarks and Survivorship Bias for Hedge Funds and Commodity Trading Advisors. Hedge Fund News. [Cited by 5 ]
RICHTER, A., et al. , 1996. The performance of de novo private firms in Russian manufacturing . [Cited by 30 ]
RITTER, J., 2003. Economic Growth and Equity Returns . University of Florida Working. [Cited by 5 ]
ROSEN, H. and P. WILLEN, 2002. Risk, Return and Self-Employment . [Cited by 7 ]
RUBINSTEIN, M., 2000. Rational markets--yes or no?: the affirmative case . [Cited by 58 ]
SAWICKI, J. and F. ONG, 2000. Evaluating managed fund performance using conditional measures: Australian evidence . Pacific-Basin Finance Journal. [Cited by 16 ]
SHARPE, W.F. and V.A. CHARLOTTESVILLE, 1991. The Arithmetic of Active Management . Financial Analysts Journal. [Cited by 26 ]
SIEGEL, J.J. and R.H. THALER, 1997. Anomalies: The Equity Premium Puzzle . Journal of Economic Perspectives. [Cited by 48 ]
STORESLETTEN, K., C.I. TELMER and A. YARON, 2004. Cyclical Dynamics in Idiosyncratic Labor Market Risk . Journal of Political Economy. [Cited by 41 ]
TAYLOR, J.D., 1999. Does survivorship bias matter. [Cited by 1 ]
TER, J.R., T.E. NIJMAN and M. VERBEEK, 2001. Eliminating look-ahead bias in evaluating persistence in mutual fund performance q . Journal of Empirical Finance. [Cited by 9 ]
VAN, J., E. SLAGTER and D. VAN, 2003. Stock selection strategies in emerging markets . Journal of Empirical Finance. [Cited by 6 ]
WERMERS, R., 1997. Momentum investment strategies of mutual funds, performance persistence, and survivorship bias . Unpublished Working Paper, University of Colorado,[ …. [Cited by 33 ]