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Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
16 references·0 citing·32 second hopsampled
Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective (2018)Is Your Alpha Big Enough to Cover Its Tax…Indexing and active fund management: International evidence (2016)Indexing and active fund mana…Mutual Fund's R 2 as Predictor of Performance (2012)Mutual Fund's R 2 as Predicto…A Flow-Based Explanation for Return Predictability (2012)A Flow-Based Explanation for …How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)Do hedge funds deliver alpha?…Unobserved Actions of Mutual Funds (2006)Unobserved Actions of Mutual …Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows* (2005)Out of Sight, Out of Mind: Th…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Do after-tax returns affect mutual fund inflows? (2002)Do after-tax returns affect m…The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)The Value of Active Mutual Fu…Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Are Some Mutual Fund Managers…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Costly Search and Mutual Fund Flows (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)The Nature of the Firm (1937)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Household Finance (2006)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Tolerance for Failure and Corporate Innovation (2011)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Measuring skill in the mutual fund industry (2015)Betting against beta (2013)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,143 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 1999Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance1,002 cited
  • 2005Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows*867 cited
  • 2006Unobserved Actions of Mutual Funds830 cited
  • 2012A Flow-Based Explanation for Return Predictability769 cited
  • 2000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers766 cited
  • 2007Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆594 cited
  • 2012Mutual Fund's R 2 as Predictor of Performance477 cited
  • 2016

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Indexing and active fund management: International evidence
339 cited
  • 2002Do after-tax returns affect mutual fund inflows?312 cited
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