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Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings

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Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Why are High Risk Stocks so Crappy?
    by Eric Falkenstein in Falkenblog on 2010-11-02 04:28:00

Citations

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Cited by:

  1. Gideon Saar, 1999. "Price Impact Asymmetry of Block Trades: An Institutional Trading," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-030, New York University, Leonard N. Stern School of Business-.
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  6. Barinov, Alexander, 2017. "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 20-38.
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  8. Mohamed AROURI & Raphaëlle BELLANDO & Sébastien RINGUEDE & Anne-Gaël VAUBOURG, 2009. "Herding by instutional investors: empirical evidence from french mutual funds," LEO Working Papers / DR LEO 700, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  9. Vidal-García, Javier & Vidal, Marta, 2014. "Seasonality and idiosyncratic risk in mutual fund performance," European Journal of Operational Research, Elsevier, vol. 233(3), pages 613-624.
  10. Tai, Vivian W. & Lai, Yi-Hsun & Lin, Lin, 2014. "Local institutional shareholders and corporate hedging policies," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 287-312.
  11. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, "undated". "Mutual fund trading costs," Rodney L. White Center for Financial Research Working Papers 27-99, Wharton School Rodney L. White Center for Financial Research.
  12. Nadia Belkhir Boujelbene & Abdelfatteh Bouri & Jean-Luc Prigent, 2014. "Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 58-71, April.
  13. Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020. "Media attention and the volatility effect," Finance Research Letters, Elsevier, vol. 36(C).
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  18. Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020. "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, vol. 32(C).
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  30. Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan, 2017. "A Review on Agency Cost of Shariah Governance in Mutual Fund," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 530-538.
  31. Bülent Köksal & Cüneyt Orman, 2015. "Determinants of capital structure: evidence from a major developing economy," Small Business Economics, Springer, vol. 44(2), pages 255-282, February.
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  33. Rakowski, David & Shirley, Sara E. & Stark, Jeffrey R., 2017. "Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 91-107.
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  37. Anginer, Deniz & Yildizhan, Celim, 2009. "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper 53885, University Library of Munich, Germany, revised 23 Apr 2013.
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  40. Itzhak Venezia & Amrut Nashikkar & Zur Shapira, 2011. "Firm specific and macro herding by professional and amateur investors and their effects on market volatility," Discussion Paper Series dp586, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  41. Venezia, Itzhak & Nashikkar, Amrut & Shapira, Zur, 2011. "Firm specific and macro herding by professional and amateur investors and their effects on market volatility," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1599-1609, July.
  42. Hsieh, Shu-Fan, 2013. "Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 175-188.
  43. Joana Almeida & Raquel M. Gaspar, 2020. "Accuracy of European Stock Target Prices," Working Papers REM 2020/0115, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  44. Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A., 2010. "Institutional Ownership, Analyst Following and Share Prices," Working Papers 10-07, University of Pennsylvania, Wharton School, Weiss Center.
  45. Brown, Stephen & Hillegeist, Stephen A. & Lo, Kin, 2009. "The effect of earnings surprises on information asymmetry," Journal of Accounting and Economics, Elsevier, vol. 47(3), pages 208-225, June.
  46. Douglas O. Cook & Tian Tang, 2010. "The Impact of Regulation FD on Institutional Investor Informativeness," Financial Management, Financial Management Association International, vol. 39(3), pages 1273-1294, September.
  47. Christopher Knittel & Jeffrey Heisler & John J. Neumann & Scott Stewart, 2004. "Why Do Institutional Plan Sponsors Hire and Fire their Investment Managers?," Working Papers 1, University of California, Davis, Department of Economics.
  48. Wang, Anxing & Zhou, Jimei & Chen, Tao, 2011. "Which institutions matter to short-term market efficiency in Japan?," Research in Economics, Elsevier, vol. 65(3), pages 164-179, September.
  49. Bilinski, Pawel & Liu, Weimin & Strong, Norman, 2012. "Does liquidity risk explain low firm performance following seasoned equity offerings?," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2770-2785.
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  51. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 1999. "Transaction-cost Expenditures and the Relative Performance of Mutual Funds," Center for Financial Institutions Working Papers 00-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
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  54. Kim, Youngsoo & Lee, Bong Soo, 2007. "Limited participation and the closed-end fund discount," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 381-399, February.
  55. Ali Hortaçsu & Chad Syverson, 2004. "Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds," The Quarterly Journal of Economics, Oxford University Press, vol. 119(2), pages 403-456.
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