Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ferreira, M. A., Keswani, A., Miguel, A. F. & Ramos, S. B. (2019). What determines fund performance persistence? International evidence. Financial Review. 54 (4), 679-708
Exportar Referência (IEEE) 
M. A. Ferreira et al.,  "What determines fund performance persistence? International evidence", in Financial Review, vol. 54, no. 4, pp. 679-708, 2019
Exportar BibTeX 
@article{ferreira2019_1732201768278,
	author = "Ferreira, M. A. and Keswani, A. and Miguel, A. F. and Ramos, S. B.",
	title = "What determines fund performance persistence? International evidence",
	journal = "Financial Review",
	year = "2019",
	volume = "54",
	number = "4",
	doi = "10.1111/fire.12202",
	pages = "679-708",
	url = "https://onlinelibrary.wiley.com/doi/full/10.1111/fire.12202"
}
Exportar RIS 
TY  - JOUR
TI  - What determines fund performance persistence? International evidence
T2  - Financial Review
VL  - 54
IS  - 4
AU  - Ferreira, M. A.
AU  - Keswani, A.
AU  - Miguel, A. F.
AU  - Ramos, S. B.
PY  - 2019
SP  - 679-708
SN  - 0732-8516
DO  - 10.1111/fire.12202
UR  - https://onlinelibrary.wiley.com/doi/full/10.1111/fire.12202
AB  - We study performance persistence across a global sample of equity mutual funds from 27 countries. In contrast to the existing U.S.-based evidence, we find that net performance persistence is present in the majority of fund industries, suggesting that fund manager skill is commonplace rather than a rarity. Consistent with the intuition that more competition in the mutual fund industry makes remaining a winner fund less likely but keeping a loser fund at the bottom of the performance ranks more probable, we show that competitiveness explains the cross-sectional variation in performance persistence.
ER  -