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Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market

Citations

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Cited by:

  1. Bao, Xin & Han, Meini & Lau, Raymond & Xu, Xiaowei, 2024. "Corporate integrity culture and credit rating assessment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
  2. 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.
  3. Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024. "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  4. Dunne, Peter & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2023. "Financial fragility in open-ended mutual funds: the role of liquidity management tools," ESRB Working Paper Series 140, European Systemic Risk Board.
  5. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
  6. Kenta Yamamoto & Tomohiro Okubo & Nobuhiro Abe & Yukio Minoura, 2025. "The Presence of Foreign Open-End Funds in Japan's Financial Markets," Bank of Japan Working Paper Series 25-E-8, Bank of Japan.
  7. Wang, Hu, 2024. "Does carbon risk exposure make funds more vulnerable?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  8. 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.
  9. Shafiullah, Muhammad & Senthilkumar, Arunachalam & Lucey, Brian M. & Naeem, Muhammad Abubakr, 2024. "Deciphering asymmetric spillovers in US industries: Insights from higher-order moments," Research in International Business and Finance, Elsevier, vol. 70(PA).
  10. Fecht, Falko & Kellers, Moritz, 2026. "Monetary policy, fragility, and fund flows," Discussion Papers 09/2026, Deutsche Bundesbank.
  11. Wang, Hu & Lian, Yuanqiang & Shen, Hong, 2025. "Does the self-holding behavior of fund managers foster fund sustainable investment?," Economic Modelling, Elsevier, vol. 151(C).
  12. Martin Farias & Javier Suarez, 2025. "A Model of Interacting Banks and Money Market Funds," Working Papers wp2025_2508, CEMFI.
  13. Lucas Dyskant & Andre C. Siva & Bruno Sultanum, 2025. "Trading choices," Nova SBE Working Paper Series wp675, Universidade Nova de Lisboa, Nova School of Business and Economics.
  14. Noam Ben-Ze'ev, 2023. "Drivers of Flows-Performance Sensitivity in Mutual Funds," Bank of Israel Working Papers 2023.06, Bank of Israel.
  15. 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).
  16. Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
  17. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022. "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  18. Walz, Stefan, 2024. "How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift," Journal of Monetary Economics, Elsevier, vol. 143(C).
  19. 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.
  20. 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).
  21. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers 18122, Centre for Economic Policy Research.
  22. Robert Czech, 2022. "Comment on "Open-ended bond funds: systemic risks and policy implications" by Stijn Claessens and Ulf Lewrick," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 63-66, December.
  23. Michelson, Noam, 2026. "Stimulating credit through banks’ unsecured debt purchases: Insights from a non-traditional measure," Journal of Financial Stability, Elsevier, vol. 82(C).
  24. 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.
  25. 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).
  26. Chen, Lili & Liu, Jianxiang, 2024. "Mutual fund illiquidity, selling pressure, and left-tail risk in stocks," Economics Letters, Elsevier, vol. 242(C).
  27. Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series 3025, European Central Bank.
  28. Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank, Research and Statistics Department.
  29. Nicoletti, Giulio & Rariga, Judit & Rodriguez d’Acri, Costanza, 2024. "Spare tyres with a hole: investment funds under stress and credit to firms," Working Paper Series 2917, European Central Bank.
  30. Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021. "Dash for Dollars," CEPR Discussion Papers 16415, Centre for Economic Policy Research.
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