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Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment
[Which factors matter to investors? evidence from mutual fund flows]

Citations

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Cited by:

  1. Nahid Unkic & Jasmina Okicic, 2021. "The Relationship between Decision-Making Heuristics and Perceived Quality of Life," Eurasian Journal of Business and Management, Eurasian Publications, vol. 9(2), pages 90-99.
  2. Huosong Xia & Juan Weng & Sabri Boubaker & Zuopeng Zhang & Sajjad M. Jasimuddin, 2024. "Correction to: Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach," Annals of Operations Research, Springer, vol. 332(1), pages 1289-1289, January.
  3. Chen, Huaizhi, 2025. "Diversification driven demand for large stock," Journal of Financial Economics, Elsevier, vol. 172(C).
  4. Broman, Markus & Fulkerson, Jon, 2025. "Variation in the value of active share across regions of investments: Evidence from global equity funds," Journal of Banking & Finance, Elsevier, vol. 180(C).
  5. Xu, Fan, 2024. "Gambling preferences and fund company ownership: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 95(C).
  6. Malik, Ali K. & Colak, Gonul & Löflund, Anders, 2024. "Gold, platinum, and mutual fund flows," Journal of Empirical Finance, Elsevier, vol. 79(C).
  7. Shan, Junhui & Xiang, Rui & Liu, Li & Zhang, Chaoyi & Zhang, Ping, 2025. "Cross-section return dispersion and flow-performance sensitivity: Evidence from Chinese mutual fund," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
  8. Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2024. "Sustainability or performance? Ratings and fund managers’ incentives," Journal of Financial Economics, Elsevier, vol. 155(C).
  9. Sofia Brito-Ramos & Maria Céu Cortez & Florinda Silva, 2022. "Do sustainability signals diverge? An analysis of labeling schemes for socially responsible investments ," Working Papers hal-04064367, HAL.
  10. Siu Kai Choy & Jason Wei, 2023. "Investor Attention and Option Returns," Management Science, INFORMS, vol. 69(8), pages 4845-4863, August.
  11. Han, Han & Wang, Zhibin & Zhao, Xueqing, 2024. "Does cross-border investment improve mutual fund performance? Evidence from China," China Economic Review, Elsevier, vol. 86(C).
  12. 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).
  13. Michel Verlaine, 2022. "Behavioral finance and the architecture of the asset management industry," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1454-1476, December.
  14. Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can machine learning help to select portfolios of mutual funds?," Economics Working Papers 1772, Department of Economics and Business, Universitat Pompeu Fabra.
  15. Døskeland, Trond & Sjuve, André Wattø & Ørpetveit, Andreas, 2025. "Do fees matter? Investor’s sensitivity to active management fees," Journal of Empirical Finance, Elsevier, vol. 81(C).
  16. Jiang, Christine & Wang, Xianzhen, 2024. "Portfolio pumping and dumping among Chinese mutual fund companies," Journal of Banking & Finance, Elsevier, vol. 162(C).
  17. Yue Cai, 2025. "The Effects of Misperceived Managerial Skills: Evidence from Chinese Mutual Funds," Working Papers 2412, Waseda University, Faculty of Political Science and Economics.
  18. Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026. "Machine learning mutual fund flows," CFR Working Papers 26-03, University of Cologne, Centre for Financial Research (CFR).
  19. Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025. "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, vol. 81(C).
  20. Yue Xu, 2022. "Reallocation of Mutual Fund Managers and Capital Raising Ability," CREATES Research Papers 2022-11, Department of Economics and Business Economics, Aarhus University.
  21. Omori, Kozo & Kitamura, Tomoki, 2023. "Investor response to Morningstar's ratings, category information, and alpha in the Japanese mutual fund market," International Review of Financial Analysis, Elsevier, vol. 89(C).
  22. repec:bge:wpaper:1245 is not listed on IDEAS
  23. Muyang Li, 2023. "Financial investment risk prediction under the application of information interaction Firefly Algorithm combined with Graph Convolutional Network," PLOS ONE, Public Library of Science, vol. 18(9), pages 1-18, September.
  24. Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019. "Bond Funds and Credit Risk," CEPR Discussion Papers 14134, C.E.P.R. Discussion Papers.
  25. Tran, Anh & Wang, Pingle, 2023. "Barking up the wrong tree: Return-chasing in 401(k) plans," Journal of Financial Economics, Elsevier, vol. 148(1), pages 69-90.
  26. Gu, Ariel & Yoo, Hong Il, 2025. "Mutual fund performance and flow-performance relationship under ambiguity," Journal of Empirical Finance, Elsevier, vol. 84(C).
  27. Chen, Huaizhi & Evans, Richard & Sun, Yang, 2025. "Self-Declared benchmarks and fund manager intent: “Cheating” or competing?," Journal of Financial Economics, Elsevier, vol. 165(C).
  28. Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
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