Coval, Joshua (contributor); Hirshleifer, David (contributor) - 2003 - [Elektronische Ressource]
underlying security values (see, e.g., Black (1986), De Long et al (1990) and Lee et al
(1991)). Several studies have documented … of whether superior performance persistence exists has been examined
most extensively for mutual funds. Most studies of …
This paper studies a dataset provided by a large discount brokerage firm on the trades
placed by 115,856 accounts from …