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Citations for "Costly Search and Mutual Fund Flows"

by Erik R. Sirri & Peter Tufano

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  1. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
  2. Karen L. Benson & David R. Gallagher & Patrick Teodorowski, 2007. "Momentum investing and the asset allocation decision," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 571-598.
  3. Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.
  4. 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.
  5. Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2010. "The hot hand belief and the gambler’s fallacy in investment decisions under risk," Theory and Decision, Springer, vol. 68(4), pages 445-462, April.
  6. Javier Gil-Bazo & Pablo Ruiz-Verdu & Andre A. P. Santos, 2008. "The performance of socially responsible mutual funds: the role of fees and management companies," Business Economics Working Papers wb083409, Universidad Carlos III, Departamento de Economía de la Empresa.
  7. Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013. "Tax deferral and mutual fund inflows: evidence from a quasi-natural experiment," Temi di discussione (Economic working papers) 938, Bank of Italy, Economic Research and International Relations Area.
  8. Fernando Estrada, 2010. "Theory of Argumentation in Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 18-22, June.
  9. ter Horst, Jenke R. & Nijman, Theo E. & Verbeek, Marno, 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 345-373, September.
  10. Muñoz, Fernando & Vargas, María & Vicente, Ruth, 2014. "Fund flow bias in market timing skill. Evidence of the clientele effect," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 257-269.
  11. 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.
  12. 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.
  13. Carlos Alves & Victor Mendes, 2007. "Are mutual fund investors in jail?," Applied Financial Economics, Taylor & Francis Journals, vol. 17(16), pages 1301-1312.
  14. Berkowitz, Michael K. & Kotowitz, Yehuda, 2002. "Managerial quality and the structure of management expenses in the US mutual fund industry," International Review of Economics & Finance, Elsevier, vol. 11(3), pages 315-330.
  15. repec:oup:restud:v:77:y:2010:i:2:p:730-778 is not listed on IDEAS
  16. Ping Hu & Jayant Kale & Ajay Subramanian, 2003. "Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence," Levine's Bibliography 666156000000000349, UCLA Department of Economics.
  17. Nanda, Vikram & Narayanan, M. P. & Warther, Vincent A., 2000. "Liquidity, investment ability, and mutual fund structure," Journal of Financial Economics, Elsevier, vol. 57(3), pages 417-443, September.
  18. Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
  19. Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  20. Luis Vicente & Cristina Ortiz & Laura Andreu, 2011. "Is the Average Investor Smarter than the Average Euro?," Journal of Financial Services Research, Springer, vol. 40(3), pages 143-161, December.
  21. Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2012. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09, University of Cologne, Centre for Financial Research (CFR).
  22. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," NBER Working Papers 15529, National Bureau of Economic Research, Inc.
  23. Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
  24. 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.
  25. Dimitri Vayanos & Paul Woolley, 2011. "An institutional Theory of Momentum and Reversal," FMG Discussion Papers dp666, Financial Markets Group.
  26. Bernhardt, Dan & Davies, Ryan J., 2005. "Painting the tape: Aggregate evidence," Economics Letters, Elsevier, vol. 89(3), pages 306-311, December.
  27. Vidal, Marta & Vidal-García, Javier & Lean, Hooi Hooi & Uddin, Gazi Salah, 2015. "The relation between fees and return predictability in the mutual fund industry," Economic Modelling, Elsevier, vol. 47(C), pages 260-270.
  28. Andrew Ang & Sergiy Gorovyy & Gregory B. van Inwegen, 2011. "Hedge Fund Leverage," NBER Working Papers 16801, National Bureau of Economic Research, Inc.
  29. Todd Houge & Jay Wellman, 2007. "The Use and Abuse of Mutual Fund Expenses," Journal of Business Ethics, Springer, vol. 70(1), pages 23-32, January.
  30. Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
  31. Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015. "Do social factors influence investment behavior and performance? Evidence from mutual fund holdings," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 112-126.
  32. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16 [rev.], University of Cologne, Centre for Financial Research (CFR).
  33. Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz, 2009. "Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 84-93, March.
  34. : Constantinos Antonio & : John A. Doukas & : Avanidhar Subrahmanyam, 2013. "Investor Sentiment and Beta Pricing," Working Papers wpn13-05, Warwick Business School, Finance Group.
  35. Yang-pin Shen & Chiuling Lu & Zong-Han Lin, 2012. "International Real Estate Mutual Fund Performance: Diversification or Costly Information?," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 394-413, April.
  36. Vikash Ramiah & Imad Moosa & Ben O'Neill & Milica Backulja & Amel Jacoub & Terry Hallahan & John Vaz, 2012. "Tournament behaviour in Malaysian managed funds," International Journal of Managerial Finance, Emerald Group Publishing, vol. 8(4), pages 381-399.
  37. Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers 6893, C.E.P.R. Discussion Papers.
  38. William N. Goetzmann & Sharon Oster, 2013. "Competition Among University Endowments," NBER Chapters, in: How the Financial Crisis and Great Recession Affected Higher Education, pages 99-126 National Bureau of Economic Research, Inc.
  39. Patricia Charléty, 2001. "La gestion institutionnelle : incitations données aux gérants et performances," Revue d'Économie Financière, Programme National Persée, vol. 63(3), pages 107-123.
  40. Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
  41. Kaplan, Steve & Schoar, Antoinette, 2004. "Private Equity Performance: Returns, Persistence and Capital Flows," Working papers 4446-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  42. Vassilis Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series 4275, CESifo Group Munich.
  43. Gharghori, Philip & Mudumba, Shifali & Veeraraghavan, Madhu, 2007. "How smart is money? An investigation into investor behaviour in the Australian managed fund industry," Pacific-Basin Finance Journal, Elsevier, vol. 15(5), pages 494-513, November.
  44. 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.
  45. Dewenter, Ralf & Heimeshoff, Ulrich, 2014. "Do expert reviews really drive demand? Evidence from a German car magazine," DICE Discussion Papers 151, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  46. Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers 0320, University of Vienna, Department of Economics.
  47. Jonathan Witmer, 2012. "Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices," Staff Working Papers 12-25, Bank of Canada.
  48. Sugato Chakravarty & Meifang Xiang, 2012. "The International Evidence on Discouraged Small Businesses," Working Papers 1013, Purdue University, Department of Consumer Sciences.
  49. Gutierrez, Roberto Jr. & Prinsky, Christo A., 2007. "Momentum, reversal, and the trading behaviors of institutions," Journal of Financial Markets, Elsevier, vol. 10(1), pages 48-75, February.
  50. Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2014. "Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.3], University of Cologne, Centre for Financial Research (CFR).
  51. Benson, Karen L. & Humphrey, Jacquelyn E., 2008. "Socially responsible investment funds: Investor reaction to current and past returns," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1850-1859, September.
  52. Gottesman, Aron A. & Morey, Matthew R., 2006. "Manager education and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 145-182, March.
  53. Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
  54. Cuoco, Domenico & Kaniel, Ron, 2011. "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, vol. 101(2), pages 264-296, August.
  55. Aguiar, Mark & Gopinath, Gita, 2006. "Defaultable debt, interest rates and the current account," Journal of International Economics, Elsevier, vol. 69(1), pages 64-83, June.
  56. Cespa, Giovanni & Vives, Xavier, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  57. Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
  58. Olaf Hübler & Lukas Menkhoff, 2011. "Do Women Manage Smaller Funds?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 107-126, February.
  59. Sendhil Mullainathan & Joshua Schwartzstein & Andrei Shleifer, 2006. "Coarse Thinking and Persuasion," NBER Working Papers 12720, National Bureau of Economic Research, Inc.
  60. Assenza, T. & Brock, W.A. & Hommes, C.H., 2012. "Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises," CeNDEF Working Papers 12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  61. Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015. "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, vol. 70(2), pages 805-838, 04.
  62. Ortiz, Cristina & Sarto, José Luis & Vicente, Luis, 2012. "Portfolios in disguise? Window dressing in bond fund holdings," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 418-427.
  63. Bernd Scherer, 2010. "A note on asset management and market risk," Financial Markets and Portfolio Management, Springer, vol. 24(3), pages 309-320, September.
  64. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  65. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.3], University of Cologne, Centre for Financial Research (CFR).
  66. Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2003. "When in peril, retrench: Testing the portfolio channel of contagion," Economics Working Papers 864, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2005.
  67. 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.
  68. Christian E. Weller & Jeffrey Wenger, 2008. "Prudent Investors: The Asset Allocation of Public Pension Plans," Working Papers wp175, Political Economy Research Institute, University of Massachusetts at Amherst.
  69. John B. Shoven & Joel Dickson & Clemens Sialm, 2000. "Tax Externalities of Equity Mutual Funds," NBER Working Papers 7669, National Bureau of Economic Research, Inc.
  70. Jondeau, E. & Rockinger, M., 2004. "The Bank Bias: Segmentation of French Fund Families," Working papers 107, Banque de France.
  71. Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
  72. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers amz2472, Yale School of Management, revised 11 Sep 2009.
  73. Ivkovic, Zoran & Weisbenner, Scott, 2009. "Individual investor mutual fund flows," Journal of Financial Economics, Elsevier, vol. 92(2), pages 223-237, May.
  74. Pütz, Alexander & Ruenzi, Stefan, 2010. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
  75. Clemens Sialm & T. Mandy Tham, 2011. "Spillover Effects in Mutual Fund Companies," NBER Working Papers 17292, National Bureau of Economic Research, Inc.
  76. Cheung, Stephen L. & Coleman, Andrew, 2012. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," Working Papers 2012-13, University of Sydney, School of Economics.
  77. Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, vol. 86(2), pages 479-512, November.
  78. Paul A. Gompers & Josh Lerner, 1999. "What Drives Venture Capital Fundraising?," NBER Working Papers 6906, National Bureau of Economic Research, Inc.
  79. Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, . "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers 11-99, Wharton School Rodney L. White Center for Financial Research.
  80. Benzion, Uri & Krupalnik, Lena & Rosenfeld, Ahron & Shahrabani, Shosh & Shavit, Tal, 2012. "The effect of short-term information on long-term investment: An experimental study," Economics Letters, Elsevier, vol. 116(1), pages 20-22.
  81. Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 1999. "On Mutual Fund Investment Styles," NBER Working Papers 7215, National Bureau of Economic Research, Inc.
  82. Massa, Massimo, 2003. "How do family strategies affect fund performance? When performance-maximization is not the only game in town," Journal of Financial Economics, Elsevier, vol. 67(2), pages 249-304, February.
  83. 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.
  84. Bialkowski, Jedrzej & Otten, Roger, 2011. "Emerging market mutual fund performance: Evidence for Poland," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 118-130, August.
  85. Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
  86. Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  87. Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 2006. "Investment performance and market share: A study of the German mutual fund industry," CFS Working Paper Series 2006/06, Center for Financial Studies (CFS).
  88. Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, EconWPA.
  89. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009. "Risk Shifting and Mutual Fund Performance," NBER Working Papers 14903, National Bureau of Economic Research, Inc.
  90. Nicolaj Siggelkow, 1999. "Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry," Center for Financial Institutions Working Papers 99-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
  91. 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.
  92. Matthew Rabin & Dimitri Vayanos, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
  93. Hamdani, Assaf & Kandel, Eugene & Mugerman, Yevgeny & Yafeh, Yishay, 2015. "Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment in Israel," CEPR Discussion Papers 10911, C.E.P.R. Discussion Papers.
  94. Alexander, Gordon J. & Baptista, Alexandre M., 2010. "Active portfolio management with benchmarking: A frontier based on alpha," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2185-2197, September.
  95. John Chalmers & Jonathan Reuter, 2009. "How Do Retirees Value Life Annuities? Evidence from Public Employees," NBER Working Papers 15608, National Bureau of Economic Research, Inc.
  96. Nan-Yu Wang & Chih-Jen Huang & Ying-Lin Hsu & Shian-Chang Huang, 2015. "Using Stepwise Reality Check to Analyze Open-end Fund Investors’Herding Redemption in Taiwan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 260-272.
  97. Susan E.K. Christoffersen, 2000. "Fee Waivers in Money Market Mutual Funds," Center for Financial Institutions Working Papers 97-46, Wharton School Center for Financial Institutions, University of Pennsylvania.
  98. Forbes, Kristin J., 2010. "Why do foreigners invest in the United States?," Journal of International Economics, Elsevier, vol. 80(1), pages 3-21, January.
  99. 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.
  100. Chen, Li-Wen & Chen, Fan, 2009. "Does concurrent management of mutual and hedge funds create conflicts of interest?," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1423-1433, August.
  101. Kollmann, Tobias & Kuckertz, Andreas & Middelberg, Nils, 2014. "Trust and controllability in venture capital fundraising," Journal of Business Research, Elsevier, vol. 67(11), pages 2411-2418.
  102. Ching-mann Huang & Len-kuo Hu & Hsin-Hong Kang, 2005. "Compensation Design and Career Concerns of Fund Manager," Review of Quantitative Finance and Accounting, Springer, vol. 24(4), pages 379-397, June.
  103. Green, T. Clifton & Jame, Russell, 2013. "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, vol. 109(3), pages 813-834.
  104. Christoffersen, Susan E.K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2005. "Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada," Journal of Financial Economics, Elsevier, vol. 78(1), pages 121-144, October.
  105. Stefan Ruenzi, 2004. "Mutual Fund Growth in Standard and Specialist Market Segments," Finance 0406005, EconWPA, revised 27 Jun 2004.
  106. Justin Davis & G. Tyge Payne & Gary McMahan, 2007. "A Few Bad Apples? Scandalous Behavior of Mutual Fund Managers," Journal of Business Ethics, Springer, vol. 76(3), pages 319-334, December.
  107. 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.
  108. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, . "Mutual fund trading costs," Rodney L. White Center for Financial Research Working Papers 27-99, Wharton School Rodney L. White Center for Financial Research.
  109. Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.
  110. Fabrice Hervé, 2008. "Fonds de retraite et performance : la famille compte-t-elle ?," Post-Print hal-00488379, HAL.
  111. 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.
  112. Richard Evans & Rüdiger Fahlenbrach, 2007. "The Role of Governance in Retirement Investments: Evidence from Variable Annuities," Working Papers, Center for Retirement Research at Boston College wp2007-20, Center for Retirement Research, revised Oct 2007.
  113. 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.
  114. Brice Corgnet & Mark DeSantis & David Porter, 2015. "What Makes a Good Trader? On the Role of Quant Skills, Behavioral Biases and Intuition on Trader Performance," Working Papers 15-17, Chapman University, Economic Science Institute.
  115. Michaely, Roni & Popadak, Jillian & Vincent, Christopher, 2015. "The Deleveraging of U.S. Firms and Institutional Investors’ Role," MPRA Paper 66128, University Library of Munich, Germany.
  116. Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
  117. Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2015. "Mutual fund investment horizon and performance," CFR Working Papers 15-06, University of Cologne, Centre for Financial Research (CFR).
  118. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2013. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  119. Agarwal, Vikas & Daniel, Naveen D. & Naik, Narayan Y., 2009. "Role of managerial incentives and discretion in hedge fund performance," CFR Working Papers 04-04, University of Cologne, Centre for Financial Research (CFR).
  120. Hiroatsu Tanaka & Naohiko Baba, 2003. "Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence," Bank of Japan Working Paper Series 03-E-2, Bank of Japan.
  121. Hwang, Byoung-Hyoun, 2011. "Country-specific sentiment and security prices," Journal of Financial Economics, Elsevier, vol. 100(2), pages 382-401, May.
  122. Jonathan Reuter & Eric Zitzewitz, 2006. "Do Ads Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, Oxford University Press, vol. 121(1), pages 197-227.
  123. Woodrow T. Johnson & James M. Poterba, 2008. "Taxes and Mutual Fund Inflows Around Distribution Dates," NBER Working Papers 13884, National Bureau of Economic Research, Inc.
  124. Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015. "Do Social Factors Influence Investment Behaviour and Performance? Evidence from Mutual Fund Holdings," CEPR Discussion Papers 10740, C.E.P.R. Discussion Papers.
  125. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
  126. Obrimah, Oghenovo A. & Prakash, Puneet, 2010. "Performance reversals and attitudes towards risk in the venture capital (VC) market," Journal of Economics and Business, Elsevier, vol. 62(6), pages 537-561, November.
  127. 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.
  128. Luigi Zingales, 2009. "The Future of Securities Regulation," Working Papers 2009.7, Fondazione Eni Enrico Mattei.
  129. Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013. "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, vol. 16(2), pages 279-307.
  130. Navone, Marco & Pagani, Marco, 2015. "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 12-25.
  131. Cvitanic, Jaksa & Lazrak, Ali & Wang, Tan, 2008. "Implications of the Sharpe ratio as a performance measure in multi-period settings," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1622-1649, May.
  132. Axel Stahmer, 2015. "Fund flows inducing mispricing of risk in competitive financial markets," ESMT Research Working Papers ESMT-15-04, ESMT European School of Management and Technology.
  133. Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," NBER Working Papers 14424, National Bureau of Economic Research, Inc.
  134. Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014. "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance 1415, University of St. Gallen, School of Finance.
  135. Marilyn Clark-Murphy & Paul Gerrans & Craig Speelman, 2009. "Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia," Journal of Family and Economic Issues, Springer, vol. 30(1), pages 4-19, March.
  136. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance," Working Papers 816, Barcelona Graduate School of Economics.
  137. 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.
  138. Adams, John C. & Mansi, Sattar A. & Nishikawa, Takeshi, 2012. "Are mutual fund fees excessive?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2245-2259.
  139. Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
  140. Deaves, Richard, 2004. "Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 673-694, March.
  141. Engström, Stefan & Westerberg, Anna, 2004. "Information Costs and Mutual Fund Flows," SSE/EFI Working Paper Series in Economics and Finance 555, Stockholm School of Economics.
  142. Joshua B. Miller & Adam Sanjurjo, 2014. "A Cold Shower for the Hot Hand Fallacy," Working Papers 518, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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