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Window Dressing by Pension Fund Managers

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Author Info
Lakonishok, Josef, et al
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 81 (1991)
Issue (Month): 2 (May)
Pages: 227-31
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Handle: RePEc:aea:aecrev:v:81:y:1991:i:2:p:227-31

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  1. Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 1999. "On Mutual Fund Investment Styles," NBER Working Papers 7215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Alexander Stremme, 1999. "Optimal Compensation for Fund Managers of Uncertain Type: The Information Advantages of Bonus Schemes," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-029, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  3. James M. Poterba & Scott J. Weisbenner, 1998. "Capital Gains Tax Rules, Tax Loss Trading and Turn-of-the-Year Returns," NBER Working Papers 6616, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Mitchell, Olivia S., 1993. "Public pension governance and performance : lessons for developing countries," Policy Research Working Paper Series 1199, The World Bank. [Downloadable!]
  5. Mark Grinblatt & Tobias Moskowitz, 1999. "The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence," University of California at Los Angeles, Anderson Graduate School of Management 1100, Anderson Graduate School of Management, UCLA. [Downloadable!]
    Other versions:
  6. Judith Chevalier & Glenn Ellison, 1998. "Career Concerns of Mutual Fund Managers," NBER Working Papers 6394, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are Professional Investors Sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-397, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  8. Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1991. "Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading," NBER Working Papers 3846, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  10. David K. Musto, 1997. "Investment Decisions Depend on Portfolio Disclosure," Center for Financial Institutions Working Papers 97-49, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  11. Lucy F. Ackert & George Athanassakos, 2000. "A simultaneous equations analysis of analysts’ forecast bias and institutional ownership," Working Paper 2000-5, Federal Reserve Bank of Atlanta. [Downloadable!]
  12. Louis K. C. Chan & Jason Karceski & Josef Lakonishok, 1997. "The Risk and Return from Factors," NBER Working Papers 6098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Carlos Alves & Victor Mendes, 2004. "Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market," FEP Working Papers 162, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  14. Mark Grinblatt & Matti Keloharju, 2002. "Tax-Loss Trading and Wash Sales," NBER Working Papers 8745, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  15. Amil Dasgupta & Andrea Prat, 2005. "Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing," Levine's Bibliography 784828000000000368, UCLA Department of Economics. [Downloadable!]
  16. Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, . "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers 11-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  17. Mary Margaret Myers & James M. Poterba & Douglas A. Shackelford, 2001. "Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry," NBER Working Papers 8653, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  18. William N. Goetzmann & Massimo Massa, 2000. "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers 7567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  19. Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]
  20. Javier DePeña & Luis A. Gil-Alana, 2003. "The explaining role of the Earning-Price Ratio in the Spanish Stock Market," Faculty Working Papers 03/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  21. William N. Goetzmann & Massimo Massa, 1999. "Index Funds and Stock Market Growth," NBER Working Papers 7033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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