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Citations for "Participation Costs and the Sensitivity of Fund Flows to Past Performance"

by Jennifer Huang & Kelsey D. Wei & Hong Yan

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  1. 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.
  2. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Other publications TiSEM 4d4ab4a3-0443-4758-aefe-8, Tilburg University, School of Economics and Management.
  3. Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers 6893, C.E.P.R. Discussion Papers.
  4. 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.
  5. 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.
  6. Tira, Giovanni & Gabrieli, Tommaso & Marcato, Gianluca, 2011. "Liquidity Black Hole and Optimal Behavioral," ERES eres2011_116, European Real Estate Society (ERES).
  7. Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
  8. Jongha Lim & Berk A. Sensoy & Michael S. Weisbach, 2013. "Indirect Incentives of Hedge Fund Managers," NBER Working Papers 18903, National Bureau of Economic Research, Inc.
  9. 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.
  10. Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
  11. 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.
  12. Martí Ballester, Carmen Pilar, 2013. "Determinants of equity pension plan flows," Economics Discussion Papers 2013-15, Kiel Institute for the World Economy.
  13. 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).
  14. Navone, Marco, 2012. "Reprint of Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2729-2741.
  15. Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
  16. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
  17. Bailey, Warren & Kumar, Alok & Ng, David, 2010. "Behavioral Biases of Mutual Fund Investors," Working Papers 10-23, University of Pennsylvania, Wharton School, Weiss Center.
  18. 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.
  19. Navone, Marco, 2012. "Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1291-1303.
  20. Iannotta, Giuliano & Navone, Marco, 2012. "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 846-856.
  21. 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.
  22. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013. "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers 13-09, University of Cologne, Centre for Financial Research (CFR).
  23. Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova, 2013. "The Lure of the Brand: Evidence from the European Mutual Fund Industry," LSF Research Working Paper Series 13-8, Luxembourg School of Finance, University of Luxembourg.
  24. 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.
  25. 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.
  26. Linh Tran Dieu, 2015. "A Comparison of Bank and Non-bank Funds in the French Market," Journal of Financial Services Research, Springer, vol. 47(3), pages 273-294, June.
  27. 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.
  28. Han, Jae-Joon & Kang, Kyeong-Hoon & Won, Seungyeon, 2013. "Fund expenses and vertical structures of the fund industry," Economic Modelling, Elsevier, vol. 35(C), pages 856-864.
  29. Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B., 2012. "The flow-performance relationship around the world," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1759-1780.
  30. Dubofsky, David A., 2010. "Mutual fund portfolio trading and investor flow," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 802-812, April.
  31. Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.
  32. Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012. "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper 36662, University Library of Munich, Germany.
  33. 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 3-30, February.
  34. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616.
  35. Nan-Yu Wang & Sen-Sung Chen & Chih-Jen Huang & Cheng-Hsin Yen, 2014. "Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 714-725.
  36. repec:luc:wpaper:13-8 is not listed on IDEAS
  37. Ber, Silke & Kempf, Alexander & Ruenzi, Stefan, 2005. "Determinanten der Mittelzuflüsse bei deutschen Aktienfonds," CFR Working Papers 05-11, University of Cologne, Centre for Financial Research (CFR).
  38. Bailey, Warren & Kumar, Alok & Ng, David, 2011. "Behavioral biases of mutual fund investors," Journal of Financial Economics, Elsevier, vol. 102(1), pages 1-27, October.
  39. repec:eco:journ1:2014-04-03 is not listed on IDEAS
  40. 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.
  41. 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.
  42. Clemens Sialm & T. Mandy Tham, 2011. "Spillover Effects in Mutual Fund Companies," NBER Working Papers 17292, National Bureau of Economic Research, Inc.
  43. 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.
  44. 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.
  45. Veronika Pool & Clemens Sialm & Irina Stefanescu, 2014. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Discussion Papers 13-021, Stanford Institute for Economic Policy Research.
  46. 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.
  47. 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).
  48. 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.
  49. 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).
  50. Carmen Pilar Martí Ballester, 2014. "Determinants of equity pension plan flows," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 125-148, June.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.