SSRN Electronic Journal · 2012 · 71 citations · 53 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementActive Portfolio ManagementAsset AllocationInvestment FundsLiquidity RiskMarket LiquidityPension FundsActive Fund ManagementActive Investment ManagementActive Security SelectionPassive Fund ManagementPassive Security SelectionPension Fund AllocationPension Fund InvestingPension Fund Liquidity
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On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16
Costly Search and Mutual Fund Flows
Erik R. Sirri, Peter Tufano · The Journal of Finance · 1998 · 3.4K citations