Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10003086545
Persistent link: https://www.econbiz.de/10002118505
Persistent link: https://www.econbiz.de/10002118560
Persistent link: https://www.econbiz.de/10002118632
Persistent link: https://www.econbiz.de/10002119058
Persistent link: https://www.econbiz.de/10002120349
Persistent link: https://www.econbiz.de/10002442853
This paper examines problems in the CRSP Survivor Bias Free U.S. Mutual Fund Database (CRSP, 1998) and compares returns contained in it to those in Morningstar. The CRSP database has an omission bias that has the same effects as survivorship bias. Although all mutual funds are listed in CRSP,...
Persistent link: https://www.econbiz.de/10005846578