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Citations for "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization"

by Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik

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  1. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
  2. Bernhard Silli & Randolph B Cohen & Christopher Polk, 2008. "Best ideas," LSE Research Online Documents on Economics 24471, London School of Economics and Political Science, LSE Library.
  3. Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L., 2009. "Do active fund managers care about capital gains tax efficiency?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 257-270, April.
  4. Karagiannidis, Iordanis, 2012. "The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios," Review of Financial Economics, Elsevier, vol. 21(3), pages 153-158.
  5. Cici, Gjergji, 2011. "The prevalence of the disposition effect in mutual funds' trades," CFR Working Papers 11-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  6. Jiang, George J. & Yao, Tong & Yu, Tong, 2007. "Do mutual funds time the market? Evidence from portfolio holdings," Journal of Financial Economics, Elsevier, vol. 86(3), pages 724-758, December.
  7. Tibor Besedes & Cary Deck & Sarah Quintanar & Sudipta Sarangi & Mikhael Shor, 2012. "Free-Riding and Performance in Collaborative and Non-Collaborative Groups," Working papers 2012-21, University of Connecticut, Department of Economics.
  8. Narulita, Wista A. & Parwada, Jerry T., 2012. "Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1217-1236.
  9. Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740 - 781.
  10. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  11. Karen Benson & Marion Hutchinson & Ashwin Sriram, 2011. "Governance in the Australian Superannuation Industry," Journal of Business Ethics, Springer, vol. 99(2), pages 183-200, March.
  12. Agarwal, Vikas & Ma, Linlin & Mullally, Kevin, 2015. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  13. Massa, Massimo & Reuter, Jonathan & Zitzewitz, Eric, 2010. "When should firms share credit with employees? Evidence from anonymously managed mutual funds," Journal of Financial Economics, Elsevier, vol. 95(3), pages 400-424, March.
  14. Wen-Hsiu Chou & William Hardin, 2014. "Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 379-412, October.
  15. repec:dau:papers:123456789/7347 is not listed on IDEAS
  16. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2010. "Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences," Review of Finance, European Finance Association, vol. 15(2), pages 441-474.
  17. Khorana, Ajay & Servaes, Henri & Wedge, Lei, 2007. "Portfolio manager ownership and fund performance," Journal of Financial Economics, Elsevier, vol. 85(1), pages 179-204, July.
  18. Jank, Stephan & Wedow, Michael, 2008. "Sturm und Drang in money market funds: when money market funds cease to be narrow," Discussion Paper Series 2: Banking and Financial Studies 2008,20, Deutsche Bundesbank, Research Centre.
  19. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Rational Attention Allocation Over the Business Cycle," NBER Working Papers 15450, National Bureau of Economic Research, Inc.
  20. Jonathan Reuter & Eric Zitzewitz, 2010. "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach," NBER Working Papers 16329, National Bureau of Economic Research, Inc.
  21. Andonov, Aleksandar & Eichholtz, Piet & Kok, Nils, 2015. "Intermediated investment management in private markets: Evidence from pension fund investments in real estate," Journal of Financial Markets, Elsevier, vol. 22(C), pages 73-103.
  22. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers," Journal of Finance, American Finance Association, vol. 60(6), pages 2801-2824, December.
  23. Jonathan Fletcher & Patricia Ntozi-Obwale, 2009. "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 21-44, August.
  24. Cashman, George D., 2010. "Pay-performance sensitivity and firm size: Insights from the mutual fund industry," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 400-412, September.
  25. Yi, Li & He, Lei, 2016. "False discoveries in style timing of Chinese mutual funds," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 194-208.
  26. Friedman, Daniel & Abraham, Ralph, 2009. "Bubbles and crashes: Gradient dynamics in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 922-937, April.
  27. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
  28. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  29. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J.M., 2008. "Performance information dissemination in the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 11(2), pages 144-159, May.
  30. Avramov, Doron & Wermers, Russ, 2006. "Investing in mutual funds when returns are predictable," Journal of Financial Economics, Elsevier, vol. 81(2), pages 339-377, August.
  31. Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
  32. Bodnaruk, Andriy & Massa, Massimo & Simonov, Andrei, 2008. "Investment Banks as Insiders and the Market for Corporate Control," CEPR Discussion Papers 6953, C.E.P.R. Discussion Papers.
  33. Jacquelyn Humphrey & Darren Lee, 2011. "Australian Socially Responsible Funds: Performance, Risk and Screening Intensity," Journal of Business Ethics, Springer, vol. 102(4), pages 519-535, September.
  34. Fabrice Hervé, 2008. "Fonds de retraite et performance : la famille compte-t-elle ?," Post-Print halshs-00314395, HAL.
  35. Sorhage, Christoph, 2015. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  36. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance," Working Papers 816, Barcelona Graduate School of Economics.
  37. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007. "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers 13625, National Bureau of Economic Research, Inc.
  38. Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016. "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, vol. 61(C), pages 62-77.
  39. Martijn Cremers & Antti Petajisto, 2006. "How Active is Your Fund Manager? A New Measure That Predicts Performance," Yale School of Management Working Papers amz2370, Yale School of Management, revised 01 May 2009.
  40. Andreu, Laura & Pütz, Alexander, 2012. "Are two business degrees better than one? Evidence from mutual fund managers' education," CFR Working Papers 12-01, University of Cologne, Centre for Financial Research (CFR).
  41. Chakravarty, Sugato & Xiang, Meifang, 2013. "The international evidence on discouraged small businesses," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 63-82.
  42. Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Society for Computational Economics, vol. 46(1), pages 35-53, June.
  43. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.
  44. Ainulashikin Marzuki & Andrew C. Worthington, 2011. "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance finance:201118, Griffith University, Department of Accounting, Finance and Economics.
  45. Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2014. "Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks," CEPR Discussion Papers 10217, C.E.P.R. Discussion Papers.
  46. Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014. "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 155-182.
  47. Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
  48. Galkiewicz, Dominika Paula, 2014. "Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 495, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  49. Veiga, Helena & Ramos, Sofía B. & Galán, Jorge, 2015. "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS ws1517, Universidad Carlos III de Madrid. Departamento de Estadística.
  50. Fabrice Hervé, 2006. "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO 1060903, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  51. Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian, 2012. "Fund manager duality: Impact on performance and investment behavior," CFR Working Papers 12-06, University of Cologne, Centre for Financial Research (CFR).
  52. Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander, 2015. "Speed of information diffusion within fund families," CFR Working Papers 15-02, University of Cologne, Centre for Financial Research (CFR).
  53. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
  54. Chen, Hsuan-Chi & Lai, Christine W., 2010. "Reputation stretching in mutual fund starts," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 193-207, January.
  55. Fu, Richard & Wedge, Lei, 2011. "Managerial ownership and the disposition effect," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2407-2417, September.
  56. Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
  57. Daniel Schmidt & Frank Schmielewski, 2012. "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics 228, University of Lüneburg, Institute of Economics.
  58. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
  59. Chen, Xuanjuan & Yao, Tong & Yu, Tong, 2007. "Prudent man or agency problem? On the performance of insurance mutual funds," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 175-203, April.
  60. Andreu, Laura & Pütz, Alexander, 2015. "Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?," CFR Working Papers 12-01 [rev.], University of Cologne, Centre for Financial Research (CFR).
  61. Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010. "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper 23556, University Library of Munich, Germany.
  62. Cumming, Douglas & Dai, Na, 2011. "Fund size, limited attention and valuation of venture capital backed firms," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 2-15, January.
  63. Massa, Massimo & Schumacher, David, 2015. "Subcontracting in International Asset Management: New Evidence on Market Integration," CEPR Discussion Papers 10465, C.E.P.R. Discussion Papers.
  64. Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  65. André de Souza & Anthony W. Lynch, 2012. "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers 18137, National Bureau of Economic Research, Inc.
  66. Wu, Youchang & Wermers, Russ & Zechner, Josef, 2012. "Governance and shareholder value in delegated portfolio management: The case of closed-end funds," CFR Working Papers 12-11, University of Cologne, Centre for Financial Research (CFR).
  67. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Familiarity and competition: the case of mutual funds," Economics Working Papers 1474, Department of Economics and Business, Universitat Pompeu Fabra.
  68. Alsakka, Rasha & ap Gwilym, Owain, 2010. "Leads and lags in sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2614-2626, November.
  69. Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2006. "Yet another puzzle? the relation between price and performance in the mutual fund industry," DEE - Working Papers. Business Economics. WB wb066519, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  70. Henke, Hans-Martin, 2016. "The effect of social screening on bond mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 69-84.
  71. Boone, Audra L. & White, Joshua T., 2015. "The effect of institutional ownership on firm transparency and information production," Journal of Financial Economics, Elsevier, vol. 117(3), pages 508-533.
  72. Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
  73. Dass, Nishant & Nanda, Vikram & Wang, Qinghai, 2013. "Allocation of decision rights and the investment strategy of mutual funds," Journal of Financial Economics, Elsevier, vol. 110(1), pages 254-277.
  74. Arijit Mukherjee & Luis Vasconcelos, 2011. "Optimal job design in the presence of implicit contracts," RAND Journal of Economics, RAND Corporation, vol. 42(1), pages 44-69, 03.
  75. Adam, Tim & Guettler, Andre, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 204-214.
  76. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
  77. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
  78. Dahm, Laura K. & Sorhage, Christoph, 2015. "Milk or wine: Mutual funds' (dis)economies of life," CFR Working Papers 15-05, University of Cologne, Centre for Financial Research (CFR).
  79. Jiong Gong & Ping Jiang & Shu Tian, 2016. "Contractual mutual fund governance: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 543-567, April.
  80. Nanda, Vikram K. & Wang, Z. Jay & Zheng, Lu, 2009. "The ABCs of mutual funds: On the introduction of multiple share classes," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 329-361, July.
  81. Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
  82. Cici, Gjergji & Gibson, Scott & Moussawi, Rabih, 2010. "Mutual fund performance when parent firms simultaneously manage hedge funds," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 169-187, April.
  83. Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S., 2010. "Mutual fund trades and the value of contradictory private information," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 378-387, February.
  84. J. Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression," Working Papers 2013/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  85. Karagiannidis, Iordanis, 2010. "Management team structure and mutual fund performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 197-211, April.
  86. Da Rin, M. & Phalippou, L., 2014. "There is Something Special About Large Investors : Evidence From a Survey of Private Equity Limited Partners," Discussion Paper 2014-016, Tilburg University, Center for Economic Research.
  87. Jordan, Bradford D. & Riley, Timothy B., 2015. "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, vol. 118(2), pages 289-298.
  88. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression approach," Working Papers. Serie EC 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  89. Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO 1080503, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  90. Dominika Paula Gałkiewicz, 2015. "Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds," SFB 649 Discussion Papers SFB649DP2015-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  91. Jank, Stephan & Smajlbegovic, Esad, 2015. "Dissecting short-sale performance: Evidence from large position disclosures," CFR Working Papers 15-15, University of Cologne, Centre for Financial Research (CFR).
  92. Martin Rohleder, 2015. "The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 3(1), pages 3, February.
  93. Pierluigi Balduzzi & Jonathan Reuter, 2012. "Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?," NBER Working Papers 17886, National Bureau of Economic Research, Inc.
  94. Ciccotello, Conrad & Greene, Jason & Ling, Leng & Rakowski, David, 2011. "Capacity and factor timing effects in active portfoliomanagement," Journal of Financial Markets, Elsevier, vol. 14(2), pages 277-300, May.
  95. Michaela Bär & Alexander Kempf & Stefan Ruenzi, 2010. "Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers," Review of Finance, European Finance Association, vol. 15(2), pages 359-396.
  96. Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2016. "Board governance, monetary interest, and closed-end fund performance," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 196-217.
  97. Richard Kum-yew Lai, 2005. "Why Funds of Funds?," Finance 0509005, EconWPA.
  98. Debaere, Peter & Evans, Richard B., 2015. "Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective," CEPR Discussion Papers 10599, C.E.P.R. Discussion Papers.
  99. Casavecchia, Lorenzo & Tiwari, Ashish, 2016. "Cross trading by investment advisers: Implications for mutual fund performance," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 99-130.
  100. Giannetti, Mariassunta & Laeven, Luc, 2012. "Local Bias and Stock Market Conditions," CEPR Discussion Papers 8969, C.E.P.R. Discussion Papers.
  101. Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015. "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 149-165.
  102. David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016. "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, vol. 52(4), pages 347-382, May.
  103. Pedro Luiz Albertin Bono Milan & William Eid Junior, 2015. "Determinants of Portfolio Turnover for Equity Mutual Funds," Brazilian Business Review, Fucape Business School, vol. 12(5), pages 1-15, September.
  104. Fabian Garavito, 2009. "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics 29302, London School of Economics and Political Science, LSE Library.
  105. Cuthbertson, Keith & Nitzsche, Dirk, 2013. "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 86-101.
  106. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2012. "Performance inconsistency in mutual funds: An investigation of window-dressing behavior," CFR Working Papers 11-07 [rev.], University of Cologne, Centre for Financial Research (CFR).
  107. Agarwal, Vikas & Ma, Linlin, 2013. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10, University of Cologne, Centre for Financial Research (CFR).
  108. Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B., 2014. "Average funds versus average dollars: Implications for mutual fund research," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 249-260.
  109. Cai, Yu & Lau, Sie Ting, 2015. "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 168-180.
  110. Agnesens, Julius, 2013. "A statistically robust decomposition of mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3867-3877.
  111. Massa, Massimo & Wang, Chengwei & Zhang, Hong & Zhang, Jian, 2015. "Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry," CEPR Discussion Papers 10472, C.E.P.R. Discussion Papers.
  112. Lang, Gunnar & Shen, Yu & Xu, Xian, 2014. "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers 14-007, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  113. Lopez-de-Silanes, Florencio & Phalippou, Ludovic & Gottschalg, Olivier, 2010. "Giants at the Gate: On the Cross-section of Private Equity Investment Returns," MPRA Paper 28487, University Library of Munich, Germany.
  114. Fabio Panetta & Fabiano Schivardi & Matthew Shum, 2004. "Do mergers improve information? evidence from the loan market," Proceedings 942, Federal Reserve Bank of Chicago.
  115. Benson, Karen & Faff, Robert & Smith, Tom, 2015. "Injecting liquidity into liquidity research," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 533-540.
  116. repec:luc:wpaper:13-1 is not listed on IDEAS
  117. Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander, 2015. "Speed of information diffusion within fund families," CFR Working Papers 15-02 [rev.], University of Cologne, Centre for Financial Research (CFR).
  118. Du, Ding & Huang, Zhaodan & Blanchfield, Peter J., 2009. "Do fixed income mutual fund managers have managerial skills?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 378-397, May.
  119. Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
  120. Galkiewicz, Dominika Paula, 2014. "Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds," Discussion Papers in Economics 24445, University of Munich, Department of Economics.
  121. Agarwal, Vikas & Nada, Vikram & Ray, Sugata, 2013. "Institutional investment and intermediation in the hedge fund industry," CFR Working Papers 13-03, University of Cologne, Centre for Financial Research (CFR).
  122. Gottesman, Aron & Morey, Matthew, 2012. "Mutual fund corporate culture and performance," Review of Financial Economics, Elsevier, vol. 21(2), pages 69-81.
  123. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  124. Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance," ESADE Working Papers 2013-1, ESADE Business School, Group for Research in Economics and Finance (GREF), revised Mar 2013.
  125. Cici, Gjergji & Gibson, Scott, 2010. "The performance of corporate-bond mutual funds: Evidence based on security-level holdings," CFR Working Papers 10-18, University of Cologne, Centre for Financial Research (CFR).
  126. Cheng, Si & Massa, Massimo & Zhang, Hong, 2015. "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers 10447, C.E.P.R. Discussion Papers.
  127. Anastasia Petraki & Anna Zalewska, 2013. "With whom and in what is it better to save? Personal pensions in the UK," The Centre for Market and Public Organisation 13/304, Department of Economics, University of Bristol, UK.
  128. Robert J. Bianchi & Michael E. Drew & Adam N. Walk, 2010. "On the responsible investment disclosure practices of the world's largest pension funds," Accounting Research Journal, Emerald Group Publishing, vol. 23(3), pages 302 - 318, November.
  129. Abramov, Alexander & Akshentseva, Kseniya & Radygin, Alexander, 2015. "The effectiveness of mutual funds: theoretical approaches and the experience of Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 60—86.
  130. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
  131. Sorhage, Christoph, 2014. "Outsourcing of mutual funds' non-core competencies and the impact on operational outcomes: Evidence from funds' shareholder services," CFR Working Papers 14-04, University of Cologne, Centre for Financial Research (CFR).
  132. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
  133. Hao Jiang & Michela Verardo, . "Does herding behavior reveal skill? An analysis of mutual fund performance," FMG Discussion Papers dp720, Financial Markets Group.
  134. Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
  135. Cici, Gjergji & Palacios, Luis-Felipe, 2013. "On the use of options by mutual funds: Do they know what they are doing?," CFR Working Papers 11-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
  136. Krahnen, Jan P. & Schmid, Frank A. & Theissen, Erik, 2006. "Investment performance and market share: A study of the German mutual fund industry," CFR Working Papers 06-06, University of Cologne, Centre for Financial Research (CFR).
  137. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  138. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2011. "Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds," Journal of Financial Intermediation, Elsevier, vol. 20(4), pages 562-588, October.
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