Most prolific articles on passive investing
| Author | Title | Cluster | TC | PY | PR |
|---|---|---|---|---|---|
| Hortacsu and Syverson (2004) | Product differentiation, search costs and competition in the mutual fund industry: a case study of s&p 500 index funds | 1 | 217 | 2004 | 1.44 |
| Gruber (1996) | Another puzzle: the growth in actively managed mutual funds | 1 | 853 | 1996 | 1.41 |
| Elton et al. (1996) | The persistence of risk-adjusted mutual fund performance | 1 | 336 | 1996 | 0.81 |
| Hasbrouck (2003) | Intraday price formation in US equity index markets | 2 | 229 | 2003 | 2.1 |
| Elton et al. (2002) | Spiders: where are the bugs? | 2 | 105 | 2002 | 1.98 |
| Hansen et al. (2012) | Realized Garch: a joint model for returns and realized measures of volatility | 2 | 265 | 2012 | 0.58 |
| Clark and Hebb (2004) | Pension fund corporate engagement: the fifth stage of capitalism | 3 | 112 | 2004 | 0.55 |
| Avellaneda and Lee (2010) | Statistical arbitrage in the us equities market | 3 | 123 | 2010 | 0.31 |
| Malkiel and Radisich (2001) | Reflections on the EMH: 30 years later | 3 | 93 | 2005 | 0.29 |
| Irwin and Sanders (2012) | Testing the masters’ hypothesis in commodity futures markets | 4 | 152 | 2012 | 1.52 |
| Büyükşahin and Robe (2014) | Speculators, commodities and cross-market linkages | 4 | 229 | 2014 | 0.97 |
| Irwin and Sanders (2011) | Index funds, financialization and commodity futures markets | 4 | 211 | 2011 | 0.94 |
| Madhavan (2012) | Exchange-traded funds, market structure and the flash crash | 5 | 63 | 2012 | 0.91 |
| Charupat and Mu (2011) | The pricing and performance of leveraged exchange-traded funds | 5 | 52 | 2011 | 0.68 |
| Agapova (2011) | Conventional mutual index funds versus exchange-traded funds | 5 | 62 | 2011 | 0.6 |
| Gasbarro et al. (2007) | Stochastic dominance analysis of ishares | 6 | 48 | 2007 | 1.22 |
| Fong et al. (2005) | International momentum strategies: a stochastic dominance approach | 6 | 92 | 2005 | 1.07 |
| Ippolito (1989) | Efficiency with costly information: a study of mutual fund performance, 1965–1984 | 6 | 255 | 1989 | 0.6 |
| Goetzmann and Massa (2003) | Index funds and stock market growth | 7 | 79 | 2003 | 1.51 |
| Lynch and Mandenhall (1997) | New evidence on stock price effects associated with changes in the s&p 500 index | 7 | 232 | 1997 | 0.92 |
| Beneish and Gardner (1995) | Information costs and liquidity effects from changes in the dow Jones industrial average list | 7 | 59 | 1995 | 0.39 |
| Ben-David et al. (2018) | Do etfs increase volatility? | 8 | 82 | 2018 | 4.34 |
| Goetzmann and Massa (2002) | Daily momentum and contrarian behavior of index fund investors | 8 | 70 | 2002 | 0.47 |
| Gleason et al. (2004) | Analysis of intraday herding behavior among the sector etfs | 8 | 129 | 2004 | 0.32 |
| Chen and Scholtens (2018) | The urge to act: a comparison of active and passive socially responsible investment funds in the United States | 9 | 13 | 2018 | 1.87 |
| Fisch et al. (2019) | The new titans of wall street: a theoretical framework for passive investors | 9 | 14 | 2020 | 1.55 |
| Bebchuk and Hirst (2020) | The specter of the giant three | 9 | 13 | 2019 | 1.24 |
| Author | Title | Cluster | TC | PY | PR |
|---|---|---|---|---|---|
| Product differentiation, search costs and competition in the mutual fund industry: a case study of s&p 500 index funds | 1 | 217 | 2004 | 1.44 | |
| Another puzzle: the growth in actively managed mutual funds | 1 | 853 | 1996 | 1.41 | |
| The persistence of risk-adjusted mutual fund performance | 1 | 336 | 1996 | 0.81 | |
| Intraday price formation in US equity index markets | 2 | 229 | 2003 | 2.1 | |
| Spiders: where are the bugs? | 2 | 105 | 2002 | 1.98 | |
| Realized Garch: a joint model for returns and realized measures of volatility | 2 | 265 | 2012 | 0.58 | |
| Pension fund corporate engagement: the fifth stage of capitalism | 3 | 112 | 2004 | 0.55 | |
| Statistical arbitrage in the us equities market | 3 | 123 | 2010 | 0.31 | |
| Reflections on the EMH: 30 years later | 3 | 93 | 2005 | 0.29 | |
| Testing the masters’ hypothesis in commodity futures markets | 4 | 152 | 2012 | 1.52 | |
| Speculators, commodities and cross-market linkages | 4 | 229 | 2014 | 0.97 | |
| Index funds, financialization and commodity futures markets | 4 | 211 | 2011 | 0.94 | |
| Exchange-traded funds, market structure and the flash crash | 5 | 63 | 2012 | 0.91 | |
| The pricing and performance of leveraged exchange-traded funds | 5 | 52 | 2011 | 0.68 | |
| Conventional mutual index funds versus exchange-traded funds | 5 | 62 | 2011 | 0.6 | |
| Stochastic dominance analysis of ishares | 6 | 48 | 2007 | 1.22 | |
| International momentum strategies: a stochastic dominance approach | 6 | 92 | 2005 | 1.07 | |
| Efficiency with costly information: a study of mutual fund performance, 1965–1984 | 6 | 255 | 1989 | 0.6 | |
| Index funds and stock market growth | 7 | 79 | 2003 | 1.51 | |
| New evidence on stock price effects associated with changes in the s&p 500 index | 7 | 232 | 1997 | 0.92 | |
| Information costs and liquidity effects from changes in the dow Jones industrial average list | 7 | 59 | 1995 | 0.39 | |
| Do etfs increase volatility? | 8 | 82 | 2018 | 4.34 | |
| Daily momentum and contrarian behavior of index fund investors | 8 | 70 | 2002 | 0.47 | |
| Analysis of intraday herding behavior among the sector etfs | 8 | 129 | 2004 | 0.32 | |
| The urge to act: a comparison of active and passive socially responsible investment funds in the United States | 9 | 13 | 2018 | 1.87 | |
| The new titans of wall street: a theoretical framework for passive investors | 9 | 14 | 2020 | 1.55 | |
| The specter of the giant three | 9 | 13 | 2019 | 1.24 |
Note(s): The table lists the most prolific top 3 articles of the nine bibliographic clusters created on the basis of total citations (TC). PageRanks (PR) are used to rank the articles. Publishing year (PY) and First Author name are also mentioned in the table
Source(s): Authors’ own work
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