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Yet another look at mutual fund tournaments

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  • Goriaev, A.P.

    (Tilburg University)

  • Nijman, T.E.

    (Tilburg University)

  • Werker, B.J.M.

    (Tilburg University)

Abstract

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Bibliographic Info

Paper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-167598.

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Date of creation: 2005
Date of revision:
Publication status: Published in Journal of Empirical Finance (2005) v.12, p.127-138
Handle: RePEc:ner:tilbur:urn:nbn:nl:ui:12-167598

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Web page: http://www.tilburguniversity.edu/

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References

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  1. Godfrey,L. G., 1991. "Misspecification Tests in Econometrics," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521424592.
  2. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. Khorana, Ajay, 1996. "Top management turnover An empirical investigation of mutual fund managers," Journal of Financial Economics, Elsevier, Elsevier, vol. 40(3), pages 403-427, March.
  4. Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
  5. Jonathan B. Berk & Richard C. Green, 2004. "Mutual Fund Flows and Performance in Rational Markets," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 112(6), pages 1269-1295, December.
  6. Busse, Jeffrey A., 2001. "Another Look at Mutual Fund Tournaments," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 36(01), pages 53-73, March.
  7. Chamberlain, Gary & Rothschild, Michael, 1982. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," Scholarly Articles 3230355, Harvard University Department of Economics.
  8. Erik R. Sirri & Peter Tufano, 1998. "Costly Search and Mutual Fund Flows," Journal of Finance, American Finance Association, American Finance Association, vol. 53(5), pages 1589-1622, October.
  9. Brown, Keith C & Harlow, W V & Starks, Laura T, 1996. " Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry," Journal of Finance, American Finance Association, American Finance Association, vol. 51(1), pages 85-110, March.
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Citations

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Cited by:
  1. Terry Hallahan & Robert Faff & Karen Benson, 2008. "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer, Springer, vol. 33(3), pages 205-220, June.
  2. Lóránth, Gyöngyi & Sciubba, Emanuela, 2002. "Relative Performance, Risk and Entry in the Mutual Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3504, C.E.P.R. Discussion Papers.
  3. Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, Elsevier, vol. 103(2), pages 377-392.
  4. Cheung, Stephen L. & Coleman, Andrew, 2012. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," Working Papers, University of Sydney, School of Economics 2012-13, University of Sydney, School of Economics.
  5. Carlos Alves & Victor Mendes, 2011. "Does performance explain mutual fund flows in small markets? The case of Portugal," Portuguese Economic Journal, Springer, Springer, vol. 10(2), pages 129-147, August.
  6. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper, Tilburg University, Center for Economic Research 2002-2, Tilburg University, Center for Economic Research.
  7. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2014. "Institutional investors and long-term investment : evidence from Chile," Policy Research Working Paper Series 6922, The World Bank.
  8. Lütje, Torben, 2004. "To Be Good or To Be Better: Asset Managers Attitudes Towards Herding," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-297, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  9. Sheng, Jiliang & Wang, Jian & Wang, Xiaoting & Yang, Jun, 2014. "Asymmetric contracts, cash flows and risk taking of mutual funds," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 435-442.
  10. Antonio Scalia & Benjamin Sahel, 2012. "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 840, Bank of Italy, Economic Research and International Relations Area.
  11. Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton, 2012. "Changes to mutual fund risk: Intentional or mean reverting?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(1), pages 112-120.
  12. Daniela Beckmann & Lukas Menkhoff, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Kyklos, Wiley Blackwell, Wiley Blackwell, vol. 61(3), pages 364-384, 08.
  13. Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6893, C.E.P.R. Discussion Papers.
  14. Hallahan, Terrence & Faff, Robert, 2009. "Tournament behavior in Australian superannuation funds: A non-parametric analysis," Global Finance Journal, Elsevier, vol. 19(3), pages 307-322.
  15. Spiegel, Matthew & Zhang, Hong, 2013. "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, Elsevier, vol. 108(2), pages 506-528.
  16. Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.

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