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The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
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  • 2016Does corporate social responsibility affect mutual fund performance and flows?278 cited
  • 2011Institutional investors and the limits of arbitrage264 cited
  • 2007UK mutual fund performance: Skill or luck?251 cited
  • 2005Just How Much Do Individual Investors Lose By Trading?248 cited
  • 2003Hedge Funds and the Technology Bubble203 cited
  • 2014Disentangling Risk and Change189 cited
  • 2001Breadth of Ownership and Stock Returns175 cited
  • 2002The Dynamics of Institutional and Individual Trading168 cited
  • 2007Local Institutional Investors, Information Asymmetries, and Equity Returns140 cited
  • 2007Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements131 cited
  • 2004Style momentum within the S&P-500 index126 cited
  • 2012Investors' Horizons and the Amplification of Market Shocks124 cited
  • 2015Hedge Fund Holdings and Stock Market Efficiency122 cited
  • 2016Capitalizing on Capitol Hill: Informed trading by hedge fund managers122 cited
  • 1999The Profitability of Momentum Strategies121 cited

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  • 2011On the High-Frequency Dynamics of Hedge Fund Risk Exposures117 cited