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Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters

Citations

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Cited by:

  1. Tarek Zaher, 2017. "The Value of Active Investment Strategies," NFI Working Papers 2017-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
  2. Jeremy Arkes, 2013. "Misses in “Hot Hand†Research," Journal of Sports Economics, , vol. 14(4), pages 401-410, August.
  3. Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2012. "Financial advisors: A case of babysitters?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 509-524.
  4. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Jackson, Thomas E., 2000. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Corn And Soybean Markets Over 1995-1998," AgMAS Project Research Reports 14786, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  5. Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
  6. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
  7. Scott Brown & Jose J. Cao-Alvira & Eric Powers, 2013. "Do Investment Newsletters Move Markets?," Financial Management, Financial Management Association International, vol. 42(2), pages 315-338, June.
  8. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
  9. Michael Cooper & Huseyin Gulen, 2006. "Is Time-Series-Based Predictability Evident in Real Time?," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1263-1292, May.
  10. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
  11. Fellner, Gerlinde & Guth, Werner & Maciejovsky, Boris, 2004. "Illusion of expertise in portfolio decisions: an experimental approach," Journal of Economic Behavior & Organization, Elsevier, vol. 55(3), pages 355-376, November.
  12. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, "undated". "Estimating the Returns to Insider Trading," Rodney L. White Center for Financial Research Working Papers 19-99, Wharton School Rodney L. White Center for Financial Research.
  13. Mikhail, Michael B. & Walther, Beverly R. & Willis, Richard H., 2004. "Do security analysts exhibit persistent differences in stock picking ability?," Journal of Financial Economics, Elsevier, vol. 74(1), pages 67-91, October.
  14. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  15. Irwin, Scott H. & Martines-Filho, Joao Gomes & Good, Darrel L., 2003. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2001," AgMAS Project Research Reports 14773, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  16. Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016. "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 11-22, February.
  17. Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey, 2010. "Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1111-1131, October.
  18. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Jackson, Thomas E., 2001. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Wheat Market Over 1995-1998," AgMAS Project Research Reports 14778, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  19. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The Performance of International Equity Portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
  20. Loviscek, Anthony L. & Jordan, W. John, 2000. "Stock selection based on Morningstar's ten-year, five-star general equity mutual funds," Financial Services Review, Elsevier, vol. 9(2), pages 145-157, 00.
  21. Paul Gerrans, 2006. "Morningstar ratings and future performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(4), pages 605-628, December.
  22. Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November.
  23. Elizabeth Carson & Raymond da Silva Rosa & Richard Maynier, 2004. "Returns to Australian Investment Newsletter Recommendations," Australian Journal of Management, Australian School of Business, vol. 29(1), pages 65-85, June.
  24. Iftikhar Ul Haq & Tanzeela Shaheen & Wajid Ali & Hamza Toor & Tapan Senapati & Francesco Pilla & Sarbast Moslem, 2023. "Novel Fermatean Fuzzy Aczel–Alsina Model for Investment Strategy Selection," Mathematics, MDPI, vol. 11(14), pages 1-23, July.
  25. Joao Martines-Filho, 2006. "The Performance of Agricultural Market Advisory Services in Corn and Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 162-181.
  26. Irwin, Scott H. & Good, Darrel L. & Jackson, Thomas E., 2000. "The Private Sector Approach To Grain Marketing: The Case Of Agricultural Market Advisory Services," 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL 19579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  27. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Jackson, Thomas E. & Martines-Filho, Joao Gomes, 2000. "The Performance Of Agricultural Market Advisory Services In Marketing Wheat," 2000 Conference, April 17-18 2000, Chicago, Illinois 18928, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  28. Zhang, Yuzhao & Liu, Haifei, 2021. "Stock market reactions to social media: Evidence from WeChat recommendations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  29. Hermansson, Cecilia & Song, Han-Suck, 2016. "Financial advisory services meetings and their impact on saving behavior – A difference-in-difference analysis," Journal of Retailing and Consumer Services, Elsevier, vol. 30(C), pages 131-139.
  30. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes & Batts, Ryan M., 2006. "The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004," AgMAS Project Research Reports 37513, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  31. Irwin, Scott H. & Jackson, Thomas E. & Good, Darrel L., 1999. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Corn And Soybean Markets Over 1995-1997," AgMAS Project Research Reports 14789, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  32. Andersson, Patric, 2004. "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration 2004:9, Stockholm School of Economics.
  33. Good, Darrel L. & Martines-Filho, Joao Gomes & Irwin, Scott H., 2002. "The Pricing Performance Of Market Advisory Services In Corn And Soybeans Over 1995-2000," AgMAS Project Research Reports 14784, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  34. Good, Darrel L. & Irwin, Scott H. & Martines-Filho, Joao Gomes & Hagedorn, Lewis A., 2005. "The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-2003," AgMAS Project Research Reports 14775, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
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