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On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
In: Working Papers.
RePEc:bfi:wpaper:2010-001.

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Cites: 37

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Cocites: 50

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  1. .

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  2. Capital immobility and the reach for yield. (2019). Moreira, Alan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:183:y:2019:i:c:p:907-951.

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  3. Competition, scale and hedge fund performance: Evidence from merger arbitrage. (2019). Jetley, Gaurav ; Rzakhanov, Zaur .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518301280.

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  4. Can alignment of active manager and investor interests be improved?. (2013). Jackson, Charles .
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:6:d:10.1057_jam.2013.26.

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  5. A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?. (2013). Wagner, Niklas ; Winter, Elisabeth .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:69-85.

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  6. Mutual Fund Performance and the Incentive to Generate Alpha. (2011). Reuter, Jonathan ; Del Guercio, Diane.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17491.

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  7. Spillover Effects in Mutual Fund Companies. (2011). Sialm, Clemens ; Tham, Mandy T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17292.

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  8. Why mutual funds underperform. (2011). Glode, Vincent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:546-559.

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  9. Broker Incentives and Mutual Fund Market Segmentation. (2010). Tkac, Paula ; Reuter, Jonathan ; Del Guercio, Diane.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16312.

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References

References cited by this document

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Cocites

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  2. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Molina, German ; Horst, Enrique Ter ; Rodriguez, Abel.
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  3. An examination of the benefits of dynamic trading strategies in U.K. closed-end funds. (2016). Fletcher, Jonathan ; Basu, Devraj .
    In: International Review of Financial Analysis.
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  4. A review of behavioural and management effects in mutual fund performance. (2016). Cuthbertson, Keith ; O'Sullivan, Niall ; Nitzsche, Dirk.
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  5. Network centrality and pension fund performance. (2015). Tonks, Ian ; Blake, David ; Rossi, Alberto G ; Wermers, Russ ; Timmermann, Allan.
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  6. The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck. (2015). Kim, Thomas ; Chung, Y.
    In: Financial Markets and Portfolio Management.
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  8. Do Funds Make More When They Trade More?. (2014). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A..
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  9. Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence of Islamic and Socially Responsible Funds. (2014). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; Abdelsalam, Omneya ; Duygun, Meryem.
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  10. Russian Mutual Funds: Skill vs. Luck. (2014). Parshakov, Petr.
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  11. False discoveries in the performance of Australian managed funds. (2014). In, Francis ; Kim, Sangbae ; Park, Raphael Jonghyeon ; Ji, Philip Inyeob.
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  39. On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
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  50. Performance evaluation with portfolio holdings information. (2006). Wermers, Russ.
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