Academic Bibliography

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  7. Baks, Klaas, 2006, On the performance of mutual fund managers. Journal of Finance (forthcoming).
  8. Barras, Laurent, Olivier Scaillet, and Russ Wermers, 2008. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas, working paper, May.
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  10. Bollen, Nicolas P. B., and Jeffrey A. Busse, 2001. On the timing ability of mutual fund Managers. Journal of Finance 56, 1075–1094.
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  27. Chen, Hsiu-Lang, Narasimhan Jegadeesh, and Russ Wermers, 2000, The value of active mutual fund management: An examination of the stockholdings and trades of fund managers. Journal of Financial and Quantitative Analysis 35, 343–368.
  28. Chen, J. , H. Hong, M. Huang, and J. D. Kubik, 2004. Does Fund Size Erode Performance? Organizational Diseconomies and Active Money Management. American Economic Review, vol. 94, no. 5, 1276-1302.
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  34. Cremers, Martijn, Miguel Ferreira, Pedro Matos, and Laura Starks, 2011. The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance. Working Paper. April.
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  41. Ferson, Wayne E., and Kenneth Khang, 2002. Conditional performance measurement using portfolio weights: Evidence for pension funds. Journal of Financial Economics 65, 249–282.
  42. Frazzini, A. , 2005. The Disposition Effect and Underreaction to News. Journal of Finance, forthcoming.
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  55. Hunter, David, Eugene Kandel, Shmuel Kandel, and Russell Wermers, 2009. Endogenous Benchmarks. University of Maryland working paper, March.
  56. Ivkovic, Zoran, Clemens Sialm, and Scott Weisbenner, 2008. Portfolio Concentration and the Performance of Individual Investors. Journal of Financial and Quantitative Analysis, pp 613-656. (September).
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  63. Kosowski, Robert, Allan Timermann, Russ Wermers, and Hal White, 2006. Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis. Journal of Finance, December , 61-6, 2551-2595.
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