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Yet another look at mutual fund tournaments

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Author Info

  • 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. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. 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, vol. 51(1), pages 85-110, March.
  3. Erik R. Sirri & Peter Tufano, 1998. "Costly Search and Mutual Fund Flows," Journal of Finance, American Finance Association, vol. 53(5), pages 1589-1622, October.
  4. Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
  5. Chamberlain, Gary & Rothschild, Michael, 1983. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," Econometrica, Econometric Society, vol. 51(5), pages 1281-304, September.
  6. Jonathan B. Berk & Richard C. Green, 2004. "Mutual Fund Flows and Performance in Rational Markets," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1269-1295, December.
  7. Busse, Jeffrey A., 2001. "Another Look at Mutual Fund Tournaments," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(01), pages 53-73, March.
  8. Godfrey,L. G., 1991. "Misspecification Tests in Econometrics," Cambridge Books, Cambridge University Press, number 9780521424592, October.
  9. Khorana, Ajay, 1996. "Top management turnover An empirical investigation of mutual fund managers," Journal of Financial Economics, Elsevier, vol. 40(3), pages 403-427, March.
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Citations

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Cited by:
  1. Carlos Alves & Victor Mendes, 2011. "Does performance explain mutual fund flows in small markets? The case of Portugal," Portuguese Economic Journal, Springer, vol. 10(2), pages 129-147, August.
  2. Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
  3. Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, Center for Economic and Financial Research (CEFIR).
  4. Scalia, Antonio & Sahel, Benjamin, 2011. "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series 1377, European Central Bank.
  5. Terry Hallahan & Robert Faff & Karen Benson, 2008. "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer, vol. 33(3), pages 205-220, June.
  6. Beckmann, Daniela & Menkhoff, Lukas, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Hannover Economic Papers (HEP) dp-391, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  7. Cheung, Stephen L. & Coleman, Andrew, 2011. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," IZA Discussion Papers 5704, Institute for the Study of Labor (IZA).
  8. Sheng, Jiliang & Wang, Jian & Wang, Xiaoting & Yang, Jun, 2014. "Asymmetric contracts, cash flows and risk taking of mutual funds," Economic Modelling, Elsevier, vol. 38(C), pages 435-442.
  9. Anthony Tay & Jacques Olivier, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Working Papers 10-2008, Singapore Management University, School of Economics, revised Jun 2008.
  10. 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.
  11. Spiegel, Matthew & Zhang, Hong, 2013. "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, vol. 108(2), pages 506-528.
  12. 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, vol. 36(1), pages 112-120.
  13. Gyöngyi Lóránth & Emanuela Sciubba, 2006. "Relative Performance, Risk and Entry in the Mutual Fund Industry," Birkbeck Working Papers in Economics and Finance 0612, Birkbeck, Department of Economics, Mathematics & Statistics.
  14. Lütje, Torben, 2004. "To Be Good or To Be Better: Asset Managers Attitudes Towards Herding," Hannover Economic Papers (HEP) dp-297, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  15. 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 2002-2, Tilburg University, Center for Economic Research.

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