3
H index
3
i10 index
5814
Citations
| 3 H index 3 i10 index 5814 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Carhart. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 2 |
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2024 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2024 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2024 | Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488. Full description at Econpapers || Download paper | |
2024 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
2024 | On Adaptive Portfolio Management with Dynamic Black-Litterman Approach. (2023). Hsieh, Chung-Han ; Li, Chi-Lin. In: Papers. RePEc:arx:papers:2307.03391. Full description at Econpapers || Download paper | |
2024 | Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009. Full description at Econpapers || Download paper | |
2024 | Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792. Full description at Econpapers || Download paper | |
2024 | Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475. Full description at Econpapers || Download paper | |
2024 | Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911. Full description at Econpapers || Download paper | |
2025 | Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992. Full description at Econpapers || Download paper | |
2025 | MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents. (2025). Karathanassis, Manos ; Soldatos, John ; Metaxas, Kostas ; Fatouros, George. In: Papers. RePEc:arx:papers:2502.00415. Full description at Econpapers || Download paper | |
2025 | Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310. Full description at Econpapers || Download paper | |
2024 | Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Valuation of Loss Firms: A Stock Market Perspective. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:752-776. Full description at Econpapers || Download paper | |
2024 | New bottle or new label? Distinguishing impact investing from responsible and ethical investing. (2024). Geobey, Sean ; Stephens, Phoebe ; Dordi, Truzaar ; Weber, Olaf. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:309-330. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | New blockholder and investor limited attention: Evidence from private acquisitions. (2024). Ma, Qingzhong ; Huang, Emily Jian ; Akbulut, Mehmet E ; Zhang, Athena Wei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4393-4427. Full description at Econpapers || Download paper | |
2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Why do managers announce the intention to sell large assets?. (2024). Schlingemann, Frederik P ; Ghazizadeh, Pouyan ; de Jong, Abe ; Shazia, Farhan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:641-668. Full description at Econpapers || Download paper | |
2024 | The evolution of corporate twitter usage. (2024). Riordan, Ryan ; Naughton, James P ; al Guindy, Mohamed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:819-845. Full description at Econpapers || Download paper | |
2024 | Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941. Full description at Econpapers || Download paper | |
2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781. Full description at Econpapers || Download paper | |
2024 | How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12. Full description at Econpapers || Download paper | |
2024 | Do Replications Receive Fewer Citations? A Counterfactual Approach. (2024). Reed, W. ; Logchies, Thomas ; Coup, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:24/18. Full description at Econpapers || Download paper | |
2025 | Using Large Language Models for Financial Advice. (2025). Meiler, Maximilian ; Hornuf, Lars ; Fieberg, Christian ; Streich, David J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11666. Full description at Econpapers || Download paper | |
2024 | Independent analyst research: Does it matter who pays?. (2024). Buslepp, William L ; Casey, Ryan J ; Huston, Ryan G. In: Advances in accounting. RePEc:eee:advacc:v:66:y:2024:i:c:s0882611023000597. Full description at Econpapers || Download paper | |
2024 | Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765. Full description at Econpapers || Download paper | |
2024 | Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x. Full description at Econpapers || Download paper | |
2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper | |
2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper | |
2024 | Do non-audit service failures impair auditor reputation? An analysis of KPMG advisory service scandals in Germany. (2024). Quick, Reiner ; Friedrich, Christian. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235422001356. Full description at Econpapers || Download paper | |
2024 | Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Ur, Faheem ; Ma, Xiang ; Zhu, Xingting ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249. Full description at Econpapers || Download paper | |
2024 | Is the cash-returns relationship risk induced?. (2024). Kang, Mengyao ; Liu, Chenxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001353. Full description at Econpapers || Download paper | |
2024 | Regional market uncertainty and corporate investment. (2024). Zhang, Fan ; Song, Jeongseop. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365. Full description at Econpapers || Download paper | |
2024 | Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377. Full description at Econpapers || Download paper | |
2024 | Do fund managers’ performance rely on gender and team size? Evidence from India. (2024). Chandra, Abhijeet ; Mishra, Ajay Kumar ; Majumdar, Sudipta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. Full description at Econpapers || Download paper | |
2024 | Corporate taxes, partisan politics, and stock returns. (2024). Mella, Javier. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000445. Full description at Econpapers || Download paper | |
2024 | The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268. Full description at Econpapers || Download paper | |
2024 | Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers || Download paper | |
2024 | Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712. Full description at Econpapers || Download paper | |
2024 | New findings on the asset growth anomaly: The joint effect of profitability and financing constraints. (2024). Koh, Kyungyeon. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005007. Full description at Econpapers || Download paper | |
2024 | The countdown to carbon neutrality: Implications for passive investors. (2024). Rigoni, Ugo ; Carta, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005081. Full description at Econpapers || Download paper | |
2024 | Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis. (2024). Umutlu, Mehmet ; Harb, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x. Full description at Econpapers || Download paper | |
2024 | Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415. Full description at Econpapers || Download paper | |
2024 | Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469. Full description at Econpapers || Download paper | |
2024 | Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Xue, Lingzhou ; Yao, Jiawei ; Yu, Xiufan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525. Full description at Econpapers || Download paper | |
2024 | Bipartite network influence analysis of a two-mode network. (2024). Fang, Kuangnan ; Wu, Yujia. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623002786. Full description at Econpapers || Download paper | |
2024 | Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676. Full description at Econpapers || Download paper | |
2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper | |
2025 | Industry return prediction via interpretable deep learning. (2025). Sermpinis, Georgios ; Iannino, Maria Chiara ; Zografopoulos, Lazaros ; Psaradellis, Ioannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:257-268. Full description at Econpapers || Download paper | |
2024 | Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062. Full description at Econpapers || Download paper | |
2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper | |
2024 | Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x. Full description at Econpapers || Download paper | |
2024 | Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329. Full description at Econpapers || Download paper | |
2024 | The battle between activist hedge funds and labor unions. (2024). Niu, XU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000379. Full description at Econpapers || Download paper | |
2024 | The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers || Download paper | |
2024 | The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616. Full description at Econpapers || Download paper | |
2024 | Impact analysis of mergers and acquisitions on the performance of Chinas new energy industries. (2024). Yeerken, Aruna ; Shen, Jie ; Zhu, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006874. Full description at Econpapers || Download paper | |
2024 | In search of distress premium in the Chinese energy sector. (2024). Xu, Liao ; Zhang, Zhekai ; Zhou, Zhiping. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007442. Full description at Econpapers || Download paper | |
2024 | Factor models and investment strategies in the renewable energy sector. (2024). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001919. Full description at Econpapers || Download paper | |
2024 | Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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1997 | On Persistence in Mutual Fund Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 5655 |
2002 | Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds In: Journal of Finance. [Full Text][Citation analysis] | article | 77 |
1999 | Mutual Fund Returns and Market Microstructure. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
2002 | Mutual Fund Survivorship In: The Review of Financial Studies. [Citation analysis] | article | 79 |
2022 | Measuring comprehensive carbon prices of national climate policies In: Climate Policy. [Full Text][Citation analysis] | article | 2 |
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