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Citations for "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization"

by Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik

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  1. Pierluigi Balduzzi & Jonathan Reuter, 2012. "Heterogeneity in Target-Date Funds: Optimal Risk Taking or Risk Matching?," NBER Working Papers 17886, National Bureau of Economic Research, Inc.
  2. Arturo Bris & Huseyin Gulen & Padmaja Kadiyala & Raghavendra Rau, 2005. "Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance," Yale School of Management Working Papers amz2658, Yale School of Management, revised 01 Sep 2006.
  3. Bär, Michaela & Kempf, Alexander & Ruenzi, Stefan, 2005. "Is a team different from the sum of its parts? Evidence from mutual fund managers," CFR Working Papers 05-10, University of Cologne, Centre for Financial Research (CFR).
  4. Jacquelyn Humphrey & Darren Lee, 2011. "Australian Socially Responsible Funds: Performance, Risk and Screening Intensity," Journal of Business Ethics, Springer, vol. 102(4), pages 519-535, September.
  5. Gottesman, Aron & Morey, Matthew, 2012. "Mutual fund corporate culture and performance," Review of Financial Economics, Elsevier, vol. 21(2), pages 69-81.
  6. Martin Rohleder, 2015. "The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 3(1), pages 3-30, February.
  7. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression approach," Working Papers. Serie EC 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  8. Cici, Gjergji & Gibson, Scott & Moussawi, Rabih, 2010. "Mutual fund performance when parent firms simultaneously manage hedge funds," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 169-187, April.
  9. Dass, Nishant & Nanda, Vikram & Wang, Qinghai, 2013. "Allocation of decision rights and the investment strategy of mutual funds," Journal of Financial Economics, Elsevier, vol. 110(1), pages 254-277.
  10. Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian, 2013. "The impact of duality on managerial decisions and performance: Evidence from the mutual fund industry," CFR Working Papers 12-06 [rev.], University of Cologne, Centre for Financial Research (CFR).
  11. Karen Benson & Marion Hutchinson & Ashwin Sriram, 2011. "Governance in the Australian Superannuation Industry," Journal of Business Ethics, Springer, vol. 99(2), pages 183-200, March.
  12. Fu, Richard & Wedge, Lei, 2011. "Managerial ownership and the disposition effect," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2407-2417, September.
  13. Andreu, Laura & Pütz, Alexander, 2012. "Are two business degrees better than one? Evidence from mutual fund managers' education," CFR Working Papers 12-01, University of Cologne, Centre for Financial Research (CFR).
  14. Edelen, Roger M. & Evans, Richard B. & Kadlec, Gregory B., 2012. "Disclosure and agency conflict: Evidence from mutual fund commission bundling," Journal of Financial Economics, Elsevier, vol. 103(2), pages 308-326.
  15. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," CESifo Working Paper Series 4984, CESifo Group Munich.
  16. Agarwal, Vikas & Nada, Vikram & Ray, Sugata, 2013. "Institutional investment and intermediation in the hedge fund industry," CFR Working Papers 13-03, University of Cologne, Centre for Financial Research (CFR).
  17. Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
  18. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  19. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Rational Attention Allocation Over the Business Cycle," NBER Working Papers 15450, National Bureau of Economic Research, Inc.
  20. Da Rin, M. & Phalippou, L., 2014. "There is Something Special About Large Investors : Evidence From a Survey of Private Equity Limited Partners," Discussion Paper 2014-010, Tilburg University, Tilburg Law and Economic Center.
  21. Friedman, Daniel & Abraham, Ralph, 2009. "Bubbles and crashes: Gradient dynamics in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 922-937, April.
  22. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2012. "Performance inconsistency in mutual funds: An investigation of window-dressing behavior," CFR Working Papers 11-07 [rev.], University of Cologne, Centre for Financial Research (CFR).
  23. Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015. "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 149-165.
  24. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2003. "The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers," NBER Working Papers 9711, National Bureau of Economic Research, Inc.
  25. Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle ?," Revue Finance Contrôle Stratégie, revues.org, vol. 11(2), pages 79-104, June.
  26. Jiang, George J. & Yao, Tong & Yu, Tong, 2007. "Do mutual funds time the market? Evidence from portfolio holdings," Journal of Financial Economics, Elsevier, vol. 86(3), pages 724-758, December.
  27. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
  28. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
  29. Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014. "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 189-199.
  30. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
  31. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2010. "Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences," Review of Finance, European Finance Association, vol. 15(2), pages 441-474.
  32. Wen-Hsiu Chou & William Hardin, 2014. "Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 379-412, October.
  33. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
  34. Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
  35. Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S., 2010. "Mutual fund trades and the value of contradictory private information," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 378-387, February.
  36. Anastasia Petraki & Anna Zalewska, 2013. "With whom and in what is it better to save? Personal pensions in the UK," The Centre for Market and Public Organisation 13/304, Department of Economics, University of Bristol, UK.
  37. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007. "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers 13625, National Bureau of Economic Research, Inc.
  38. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
  39. Cici, Gjergji, 2011. "The prevalence of the disposition effect in mutual funds' trades," CFR Working Papers 11-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  40. Narulita, Wista A. & Parwada, Jerry T., 2012. "Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1217-1236.
  41. Alsakka, Rasha & ap Gwilym, Owain, 2010. "Leads and lags in sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2614-2626, November.
  42. Chen, Hsuan-Chi & Lai, Christine W., 2010. "Reputation stretching in mutual fund starts," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 193-207, January.
  43. Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014. "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 155-182.
  44. Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013. "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, vol. 16(2), pages 279-307.
  45. repec:dgr:uvatin:2011035 is not listed on IDEAS
  46. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2007. "Portfolio manager ownership and fund performance," Journal of Financial Economics, Elsevier, vol. 85(1), pages 179-204, July.
  47. Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander, 2015. "Speed of information diffusion within fund families," CFR Working Papers 15-02, University of Cologne, Centre for Financial Research (CFR).
  48. Wu, Youchang & Wermers, Russ & Zechner, Josef, 2012. "Governance and shareholder value in delegated portfolio management: The case of closed-end funds," CFR Working Papers 12-11, University of Cologne, Centre for Financial Research (CFR).
  49. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Other publications TiSEM 4d4ab4a3-0443-4758-aefe-8, Tilburg University, School of Economics and Management.
  50. Cici, Gjergji & Palacios, Luis-Felipe, 2013. "On the use of options by mutual funds: Do they know what they are doing?," CFR Working Papers 11-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
  51. Sugato Chakravarty & Meifang Xiang, 2012. "The International Evidence on Discouraged Small Businesses," Working Papers 1013, Purdue University, Department of Consumer Sciences.
  52. Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian, 2012. "Fund manager duality: Impact on performance and investment behavior," CFR Working Papers 12-06, University of Cologne, Centre for Financial Research (CFR).
  53. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  54. Chen, Xuanjuan & Yao, Tong & Yu, Tong, 2007. "Prudent man or agency problem? On the performance of insurance mutual funds," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 175-203, April.
  55. Aggarwal, Rajesh K. & Jorion, Philippe, 2010. "The performance of emerging hedge funds and managers," Journal of Financial Economics, Elsevier, vol. 96(2), pages 238-256, May.
  56. Fabrice Hervé, 2006. "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO 1060903, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  57. J. Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression," Working Papers 2013/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  58. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
  59. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
  60. David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, 06.
  61. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
  62. Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B., 2014. "Average funds versus average dollars: Implications for mutual fund research," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 249-260.
  63. Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
  64. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2006. "Yet Another Puzzle? The Relation Between Price And Performance In The Mutual Fund Industry," Business Economics Working Papers wb066519, Universidad Carlos III, Departamento de Economía de la Empresa.
  65. Florencio Lopez-de-Silanes & Ludovic Phalippou & Oliver Gottschalg, 2011. "Giants at the Gate: On the Cross-Section of Private Equity Investment Returns," Tinbergen Institute Discussion Papers 11-035/2/DSF12, Tinbergen Institute.
  66. Gottesman, Aron A. & Morey, Matthew R., 2006. "Manager education and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 145-182, March.
  67. repec:dgr:uvatin:20110035 is not listed on IDEAS
  68. Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO 1080503, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  69. Cumming, Douglas & Dai, Na, 2011. "Fund size, limited attention and valuation of venture capital backed firms," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 2-15, January.
  70. Cashman, George D., 2010. "Pay-performance sensitivity and firm size: Insights from the mutual fund industry," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 400-412, September.
  71. Massa, Massimo & Reuter, Jonathan & Zitzewitz, Eric, 2010. "When should firms share credit with employees? Evidence from anonymously managed mutual funds," Journal of Financial Economics, Elsevier, vol. 95(3), pages 400-424, March.
  72. Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
  73. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  74. Besedes, Tibor & Deck, Cary & Quintanar, Sarah & Sarangi, Sudipta & Shor, Mikhael, 2011. "Free-Riding and Performance in Collaborative and Non-Collaborative Groups," MPRA Paper 33948, University Library of Munich, Germany.
  75. Robert J. Bianchi & Michael E. Drew & Adam N. Walk, 2010. "On the responsible investment disclosure practices of the world's largest pension funds," Accounting Research Journal, Emerald Group Publishing, vol. 23(3), pages 302 - 318, November.
  76. Karagiannidis, Iordanis, 2012. "The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios," Review of Financial Economics, Elsevier, vol. 21(3), pages 153-158.
  77. Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance," ESADE Working Papers 2013-1, ESADE Business School, Group for Research in Economics and Finance (GREF), revised Mar 2013.
  78. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
  79. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.
  80. Fabian Garavito, 2009. "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics 29302, London School of Economics and Political Science, LSE Library.
  81. Hao Jiang & Michela Verardo, . "Does herding behavior reveal skill? An analysis of mutual fund performance," FMG Discussion Papers dp720, Financial Markets Group.
  82. Ainulashikin Marzuki & Andrew C. Worthington, 2011. "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance finance:201118, Griffith University, Department of Accounting, Finance and Economics.
  83. repec:luc:wpaper:13-1 is not listed on IDEAS
  84. Agnesens, Julius, 2013. "A statistically robust decomposition of mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3867-3877.
  85. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
  86. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2011. "Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds," Journal of Financial Intermediation, Elsevier, vol. 20(4), pages 562-588, October.
  87. Martijn Cremers & Antti Petajisto, 2006. "How Active is Your Fund Manager? A New Measure That Predicts Performance," Yale School of Management Working Papers amz2370, Yale School of Management, revised 01 May 2009.
  88. Avramov, Doron & Wermers, Russ, 2006. "Investing in mutual funds when returns are predictable," Journal of Financial Economics, Elsevier, vol. 81(2), pages 339-377, August.
  89. Cuthbertson, Keith & Nitzsche, Dirk, 2013. "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 86-101.
  90. Nanda, Vikram K. & Wang, Z. Jay & Zheng, Lu, 2009. "The ABCs of mutual funds: On the introduction of multiple share classes," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 329-361, July.
  91. Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L., 2009. "Do active fund managers care about capital gains tax efficiency?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 257-270, April.
  92. André de Souza & Anthony W. Lynch, 2012. "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers 18137, National Bureau of Economic Research, Inc.
  93. Alexander Franck & Andreas Walter & Johannes Witt, 2013. "Momentum strategies of German mutual funds," Financial Markets and Portfolio Management, Springer, vol. 27(3), pages 307-332, September.
  94. Daniel Schmidt & Frank Schmielewski, 2012. "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics 228, University of Lüneburg, Institute of Economics.
  95. Karagiannidis, Iordanis, 2010. "Management team structure and mutual fund performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 197-211, April.
  96. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies and the impact on operational outcomes: Evidence from funds' shareholder services," CFR Working Papers 14-04, University of Cologne, Centre for Financial Research (CFR).
  97. Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
  98. repec:dgr:kubcen:200729 is not listed on IDEAS
  99. Lang, Gunnar & Shen, Yu & Xu, Xian, 2014. "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers 14-007, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  100. Lopez-de-Silanes, Florencio & Phalippou, Ludovic & Gottschalg, Olivier, 2010. "Giants at the Gate: On the Cross-section of Private Equity Investment Returns," MPRA Paper 28487, University Library of Munich, Germany.
  101. Chen, Hsiu-Lang & Gao, Sheldon & Hu, Xiaoqing, 2012. "Closing and cloning in open-end mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1210-1223.
  102. Agarwal, Vikas & Ma, Linlin, 2013. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10, University of Cologne, Centre for Financial Research (CFR).
  103. Szabolcs Szikszai & Tamas Badics, . "Enhanced Funds Seeking Higher Returns," Working papers wpaper43, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  104. Andonov, Aleksandar & Eichholtz, Piet & Kok, Nils, 2015. "Intermediated investment management in private markets: Evidence from pension fund investments in real estate," Journal of Financial Markets, Elsevier, vol. 22(C), pages 73-103.
  105. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  106. Du, Ding & Huang, Zhaodan & Blanchfield, Peter J., 2009. "Do fixed income mutual fund managers have managerial skills?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 378-397, May.
  107. Tim Adam & Andre Guettler, 2015. "Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds," SFB 649 Discussion Papers SFB649DP2015-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  108. Capelle-Blancard, Gunther & Monjon, Stéphanie, 2014. "The Performance of Socially Responsible Funds : Does the Screening Process Matter ?," Economics Papers from University Paris Dauphine 123456789/7347, Paris Dauphine University.
  109. Krahnen, Jan P. & Schmid, Frank A. & Theissen, Erik, 2006. "Investment performance and market share: A study of the German mutual fund industry," CFR Working Papers 06-06, University of Cologne, Centre for Financial Research (CFR).
  110. Bernhard Silli & Randolph B Cohen & Christopher Polk, 2008. "Best ideas," LSE Research Online Documents on Economics 24471, London School of Economics and Political Science, LSE Library.
  111. Ciccotello, Conrad & Greene, Jason & Ling, Leng & Rakowski, David, 2011. "Capacity and factor timing effects in active portfoliomanagement," Journal of Financial Markets, Elsevier, vol. 14(2), pages 277-300, May.
  112. Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010. "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper 23556, University Library of Munich, Germany.
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