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Equilibrium Data Mining and Data Abundance
16 references·2 citing·35 second hop
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this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 2008The Small World of Investing: Board Connections and Mutual Fund Returns1,297 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,090 cited
  • 1999Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance1,002 cited
  • 2015Measuring skill in the mutual fund industry816 cited
  • 1982Information Acquisition in a Noisy Rational Expectations Economy639 cited
  • 2014Scale and skill in active management547 cited
  • 2013Time‐Varying Fund Manager Skill539 cited
  • 2017Presidential Address: The Scientific Outlook in Financial Economics465 cited
  • 2007Fund Manager Use of Public Information: New Evidence on Managerial Skills438 cited
  • 2016Have financial markets become more informative?409 cited
  • 2018Big Data as a Governance Mechanism383 cited

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  • 2018Cost of experimentation and the evolution of venture capital324 cited
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    • 2023AI-Powered Trading, Algorithmic Collusion, and Price Efficiency28 cited
    • 2021Too Much to Learn: The Unintended Consequences of RegTech Development on Mergers and Acquisitions17 cited