Estimating short-run persistence in mutual fund performance

J.R. Ter Horst, M.J.C.M. Verbeek

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)646-655
Number of pages9
JournalThe Review of Economics and Statistics
Volume82
Issue number4
Publication statusPublished - 2000

Cite this

Ter Horst, J. R., & Verbeek, M. J. C. M. (2000). Estimating short-run persistence in mutual fund performance. The Review of Economics and Statistics, 82(4), 646-655.
Ter Horst, J.R. ; Verbeek, M.J.C.M. / Estimating short-run persistence in mutual fund performance. In: The Review of Economics and Statistics. 2000 ; Vol. 82, No. 4. pp. 646-655.
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title = "Estimating short-run persistence in mutual fund performance",
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year = "2000",
language = "English",
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Ter Horst, JR & Verbeek, MJCM 2000, 'Estimating short-run persistence in mutual fund performance', The Review of Economics and Statistics, vol. 82, no. 4, pp. 646-655.

Estimating short-run persistence in mutual fund performance. / Ter Horst, J.R.; Verbeek, M.J.C.M.

In: The Review of Economics and Statistics, Vol. 82, No. 4, 2000, p. 646-655.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Estimating short-run persistence in mutual fund performance

AU - Ter Horst, J.R.

AU - Verbeek, M.J.C.M.

N1 - DP 9721 Pagination: 9

PY - 2000

Y1 - 2000

M3 - Article

VL - 82

SP - 646

EP - 655

JO - The Review of Economics and Statistics

JF - The Review of Economics and Statistics

SN - 0034-6535

IS - 4

ER -