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Corporate bond mutual funds and asset fire sales

Citations

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Cited by:

  1. Cotelioglu, Efe, 2024. "Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  2. Kruttli, Mathias S. & Monin, Phillip J. & Petrasek, Lubomir & Watugala, Sumudu W., 2025. "LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints," Journal of Financial Economics, Elsevier, vol. 169(C).
  3. Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
  4. Dekker, Lennart & Molestina Vivar, Luis & Weistroffer, Christian, 2024. "Passing on the hot potato: the use of ETFs by open-ended funds to manage redemption requests," Working Paper Series 2963, European Central Bank.
  5. Shohini Kundu, 2024. "Financial Covenants and Fire Sales in Closed-End Funds," Management Science, INFORMS, vol. 70(2), pages 860-884, February.
  6. Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2025. "Debt Derisking," Management Science, INFORMS, vol. 71(1), pages 615-634, January.
  7. Díaz, Juan D. & Hansen, Erwin, 2025. "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, vol. 97(C).
  8. Sirio Aramonte, 2025. "The case for supporting liquidity supply in (some corners of) non-bank intermediation," International Finance Discussion Papers 1425, Board of Governors of the Federal Reserve System (U.S.).
  9. Fatica, Serena & Panzica, Roberto, 2024. "Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 166(C).
  10. Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," ESRB Working Paper Series 150, European Systemic Risk Board.
  11. Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024. "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  12. Peterson, Mark A., 2024. "Investor flows, performance, and fragility of U.S. municipal bond mutual funds," Journal of Financial Stability, Elsevier, vol. 72(C).
  13. Thierry Roncalli & Fatma Karray-Meziou & Franc{c}ois Pan & Margaux Regnault, 2021. "Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk," Papers 2101.02110, arXiv.org.
  14. Liu, Yuekun & Riley, Timothy B., 2025. "How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences," Journal of Banking & Finance, Elsevier, vol. 173(C).
  15. Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
  16. Barbu, Alexandru & Fricke, Christoph & ,, 2020. "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers 15123, Centre for Economic Policy Research.
  17. Jeske, Vanessa, 2025. "Determinants of corporate bond mutual fund flows," Junior Management Science (JUMS), Junior Management Science e. V., vol. 10(4), pages 1028-1052.
  18. An, Li & Huang, Shiyang & Lou, Dong & Shi, Jiahong, 2021. "Why don't most mutual funds short sell?," LSE Research Online Documents on Economics 118854, London School of Economics and Political Science, LSE Library.
  19. Milan Szabo, 2022. "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1123-1151, November.
  20. Qianwen Chen & Jaewon Choi, 2024. "Reaching for Yield and the Cross Section of Bond Returns," Management Science, INFORMS, vol. 70(8), pages 5226-5245, August.
  21. Choi, Jaewon & Kronlund, Mathias & Oh, Ji Yeol Jimmy, 2022. "Sitting bucks: Stale pricing in fixed income funds," Journal of Financial Economics, Elsevier, vol. 145(2), pages 296-317.
  22. Jaewon Choi & Yesol Huh & Sean Seunghun Shin, 2024. "Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs," Management Science, INFORMS, vol. 70(1), pages 187-206, January.
  23. Zhang, Ning & Zhang, Yue & Zong, Zhe, 2023. "Fund ESG performance and downside risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 86(C).
  24. Zhu, Qifei, 2021. "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 141(2), pages 551-572.
  25. Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024. "Whose Asset Sales Matter?," IMF Working Papers 2024/168, International Monetary Fund.
  26. Mariassunta Giannetti & Chotibhak Jotikasthira, 2024. "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2063-2109.
  27. Nyborg, Kjell G. & Woschitz, Jiri, 2025. "Robust difference-in-differences analysis when there is a term structure," Journal of Financial Economics, Elsevier, vol. 170(C).
  28. Chen, Yuting & Dunne, Peter, 2024. "First-mover advantage in funds revisited," Research Technical Papers 6/RT/24, Central Bank of Ireland.
  29. Koo, Minjae & Muslu, Volkan, 2023. "Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management," Journal of Banking & Finance, Elsevier, vol. 154(C).
  30. Malik, Ali K. & Colak, Gonul & Löflund, Anders, 2024. "Gold, platinum, and mutual fund flows," Journal of Empirical Finance, Elsevier, vol. 79(C).
  31. Kuong, John Chi-Fong & O’Donovan, James & Zhang, Jinyuan, 2024. "Monetary policy and fragility in corporate bond mutual funds," Journal of Financial Economics, Elsevier, vol. 161(C).
  32. Islam, Mohd. Anisul, 2021. "Investor sentiment in the equity market and investments in corporate-bond funds," International Review of Financial Analysis, Elsevier, vol. 78(C).
  33. Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley, 2022. "Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, vol. 143(1), pages 277-302.
  34. Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series 2825, European Central Bank.
  35. Rzeźnik, Aleksandra, 2025. "Skilled active liquidity management: Evidence from shocks to fund flows," Journal of Empirical Finance, Elsevier, vol. 81(C).
  36. Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
  37. Ning, Wei & Zhao, Jiahua & Jiang, Fuwei, 2024. "ETFs and tail dependence: Evidence from Chinese stock market," Journal of International Money and Finance, Elsevier, vol. 149(C).
  38. Cici, Gjergji & Zhang, Pei (Alex), 2021. "On the valuation skills of corporate bond mutual funds," CFR Working Papers 21-05, University of Cologne, Centre for Financial Research (CFR).
  39. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  40. Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024. "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 165(C).
  41. Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019. "Bond Funds and Credit Risk," CEPR Discussion Papers 14134, Centre for Economic Policy Research.
  42. Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series 3025, European Central Bank.
  43. Mählmann, Thomas, 2022. "Negative externalities of mutual fund instability: Evidence from leveraged loan funds," Journal of Banking & Finance, Elsevier, vol. 134(C).
  44. Ardia, David & Guidotti, Emanuele & Kroencke, Tim A., 2024. "Efficient estimation of bid–ask spreads from open, high, low, and close prices," Journal of Financial Economics, Elsevier, vol. 161(C).
  45. Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang, 2022. "Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  46. Jing-Zhi Huang & Nan Qin & Ying Wang, 2024. "Breadth of Ownership and the Cross-Section of Corporate Bond Returns," Management Science, INFORMS, vol. 70(9), pages 5709-5730, September.
  47. Yi Li & Maureen O’Hara & Xing (Alex) Zhou, 2024. "Mutual Fund Fragility, Dealer Liquidity Provision, and the Pricing of Municipal Bonds," Management Science, INFORMS, vol. 70(7), pages 4802-4823, July.
  48. Agostino Capponi & Paul Glasserman & Marko Hans Weber, 2025. "Stress Testing Spillover Risk in Mutual Funds," Management Science, INFORMS, vol. 71(5), pages 4153-4182, May.
  49. Ewens, Michael & Faber, Jacob W., 2026. "Liquid Claims on Illiquid Assets: The Economics of Retail Access to Private Markets," SocArXiv 5897u_v1, Center for Open Science.
  50. Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022. "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, vol. 142(C).
  51. Park, Heungju & Sohn, Sungbin, 2021. "Flight to quality and implicit guarantee: Evidence from Chinese trust products," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 399-419.
  52. Sui, Cong & Chen, Nan & Yang, Mo, 2023. "Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  53. Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng, 2025. "Do investors reach for yield? Evidence from corporate bond mutual fund flows," Journal of Empirical Finance, Elsevier, vol. 83(C).
  54. Wiersema, Garbrand & Kemp, Esti & Farmer, J. Doyne, 2026. "Liquidity spirals," Working Paper Series 3169, European Central Bank.
  55. Ali Ebrahim Nejad & Saeid Hoseinzade & Aryan Molanaei, 2023. "Flight from Liquidity and Corporate Bond Yields," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(5), pages 255-283, December.
  56. Elkamhi, Redouane & Nozawa, Yoshio, 2022. "Fire-sale risk in the leveraged loan market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1120-1147.
  57. Jie Cao & Yi Li & Xintong Zhan & Weiming Zhang & Linyu Zhou, 2026. "Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds," Management Science, INFORMS, vol. 72(3), pages 1959-1986, March.
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