| How active is your fund manager? A new measure that predicts performance KJM Cremers, A Petajisto The review of financial studies 22 (9), 3329-3365, 2009 | 2231 | 2009 |
| Active share and mutual fund performance A Petajisto Financial analysts journal 69 (4), 73-93, 2013 | 554 | 2013 |
| Should benchmark indices have alpha? Revisiting performance evaluation M Cremers, A Petajisto, E Zitzewitz National Bureau of Economic Research, 2012 | 435 | 2012 |
| Inefficiencies in the pricing of exchange-traded funds A Petajisto Financial Analysts Journal 73 (1), 24-54, 2017 | 229 | 2017 |
| Why do demand curves for stocks slope down? A Petajisto Journal of Financial and Quantitative Analysis 44 (5), 1013-1044, 2009 | 154 | 2009 |
| The index premium and its hidden cost for index funds A Petajisto Journal of empirical Finance 18 (2), 271-288, 2011 | 151 | 2011 |
| Should benchmark indices have alpha? Revisiting performance evaluation M Cremers, A Petajisto, E Zitzewitz Critical Finance Review, 2008 | 54 | 2008 |
| Selection of an optimal index rule for an index fund A Petajisto Available at SSRN 1264698, 2008 | 15 | 2008 |
| Author response to “Deactivating active share” A Petajisto Financial Analysts Journal 72 (4), 11-12, 2016 | 14 | 2016 |
| Global return premiums on earnings quality, value, and size M Kozlov, A Petajisto Value, and Size (January 7, 2013), 2013 | 14 | 2013 |
| Hedge funds, mutual funds, and ETFs S Brown, A Lynch, A Petajisto Regulating Wall Street: The Dodd-Frank Act and the New Architecture of …, 2011 | 9 | 2011 |
| The index premium and its implications for index funds A Petajisto Yale ICF working paper, 2004 | 8 | 2004 |
| What makes demand curves for stocks slope down A Petajisto Yale School of Management Working Paper (November 15). Available at: http …, 2003 | 7 | 2003 |
| What is the true cost of active management? A comparison of hedge funds and mutual funds J Keppo, A Petajisto The Journal of Alternative Investments 17 (2), 9, 2014 | 6 | 2014 |
| Response to AQR’s Article Titled “Deactivating Active Share” A Petajisto | 4 | 2015 |
| When Benchmark Indices Have Alpha: Problems with Performance Evaluation M Cremers, A Petajisto, E Zitzewitz EDHEC Working Paper, 2008 | 4 | 2008 |
| Underperformance of Concentrated Stock Positions A Petajisto Available at SSRN 4541122, 2023 | 1 | 2023 |
| Characteristics of Market Trading in Exchange-Traded Funds: 2009-2010 A Petajisto Research report (August): http://www. petajisto. net/papers/etfevl5. pdf, 2011 | 1 | 2011 |
| Should Benchmark Indices Have Alpha? Revisiting Performance M Cremers, A Petajisto, E Zitzewitz Yale School of Management Working Papers, 2010 | | 2010 |
| JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS A Petajisto, TJ Chemmanur, I Paeglis, K Simonyan, C Downing, ... | | 2009 |
