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Information about:
Marcin Kacperczyk

Personal Details | Affiliation | Works
This is information that was supplied by Marcin Kacperczyk in registering through RePEc. If you are Marcin Kacperczyk , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Marcin
Middle Name:
Last Name: Kacperczyk
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RePEc Short-ID: pka457

Email: [This author has chosen not to make the email address public]
Homepage: http://pages.stern.nyu.edu/~sternfin/mkacperc/public_html/~mkacperc.htm
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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004. "On the Industry Concentration of Actively Managed Equity Mutual Funds," NBER Working Papers 10770, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Marcin Kacperczyk; Paul Damien; Stephen Walker, 2004. "A Bayesian semiparametric approach to pricing the S&P 500 index options," Econometric Society 2004 North American Winter Meetings 202, Econometric Society.

  4. Kacperczyk, Marcin & Zbigniew Kominek (YE), 2002. "Do Optimists Grow Faster and Invest More?," Royal Economic Society Annual Conference 2002 109, Royal Economic Society. [Downloadable!]

  5. Shimon Kogan & Burton Hollifield & Marcin Kacperczyk & Amit Seru, . "When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows," GSIA Working Papers 2007-E34, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

Articles

  1. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2379-2416, November. [Downloadable!] (restricted)
    Other versions:

  2. Marcin Kacperczyk & Amit Seru, 2007. "Fund Manager Use of Public Information: New Evidence on Managerial Skills," Journal of Finance, American Finance Association, vol. 62(2), pages 485-528, 04. [Downloadable!] (restricted)

  3. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, 08. [Downloadable!] (restricted)
    Other versions:

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (2) 2004-09-30 2005-11-19 Author is listed
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This page was last updated on 2009-11-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.