Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A matter of style: The causes and consequences of style drift in institutional portfolios |
0 |
0 |
2 |
38 |
0 |
2 |
11 |
152 |
Analyst recommendations, mutual fund herding, and overreaction in stock prices |
0 |
0 |
1 |
62 |
0 |
1 |
7 |
297 |
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis |
0 |
0 |
2 |
129 |
0 |
1 |
7 |
486 |
Decentralized Investment Management: Evidence from the Pension Fund Industry |
0 |
0 |
1 |
52 |
0 |
0 |
1 |
214 |
Decentralized investment management: evidence from the pension fund industry |
0 |
0 |
0 |
20 |
0 |
2 |
15 |
145 |
Do ETFs increase liquidity? |
0 |
2 |
3 |
26 |
0 |
5 |
21 |
79 |
Endogenous benchmarks |
0 |
0 |
1 |
28 |
0 |
1 |
5 |
101 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
0 |
130 |
1 |
2 |
2 |
513 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
2 |
156 |
0 |
0 |
4 |
577 |
False discoveries in mutual fund performance: Measuring luck in estimated alphas |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
219 |
Forecasting stock returns through an efficient aggregation of mutual fund holdings |
0 |
0 |
4 |
61 |
0 |
2 |
7 |
217 |
Governance and shareholder value in delegated portfolio management: The case of closed-end funds |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
51 |
Holding Horizon: A New Measure of Active Investment Management |
0 |
0 |
0 |
113 |
0 |
1 |
4 |
415 |
International characteristic-based asset pricing |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
30 |
Investing in mutual funds when returns are predictable |
0 |
0 |
1 |
22 |
0 |
1 |
3 |
117 |
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
46 |
Mutual Fund Return Predictability in Partially Segmented Markets |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
27 |
Network centrality and pension fund performance |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
98 |
Picking Funds with Confidence |
0 |
0 |
2 |
46 |
0 |
1 |
6 |
148 |
Picking Funds with Confidence |
0 |
0 |
0 |
44 |
1 |
1 |
3 |
153 |
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
80 |
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply |
0 |
0 |
1 |
15 |
0 |
1 |
5 |
60 |
Runs on Money Market Funds |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
124 |
Runs on money market mutual funds |
0 |
0 |
0 |
23 |
0 |
1 |
6 |
106 |
Runs on money market mutual funds |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
113 |
Seasonal asset allocation: Evidence from mutual fund flows |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
125 |
Style Migration and the Cross-Section of Stock Returns |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
19 |
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think |
0 |
0 |
2 |
52 |
1 |
1 |
40 |
139 |
The Investment Value of Mutual Fund Portfolio Disclosure |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
56 |
The cross-section of conditional mutual fund performance in European stock markets |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
125 |
The freedom of information act and the race towards information acquisition |
0 |
1 |
2 |
15 |
0 |
2 |
4 |
49 |
The investment value of mutual fund portfolio disclosure |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
144 |
The performance of European equity mutual funds |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
178 |
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
78 |
Total Working Papers |
0 |
3 |
25 |
1,417 |
4 |
34 |
177 |
5,481 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices |
0 |
0 |
2 |
39 |
0 |
1 |
9 |
178 |
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis |
0 |
0 |
11 |
339 |
1 |
3 |
27 |
1,049 |
Decentralized Investment Management: Evidence from the Pension Fund Industry |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
119 |
Do Fund Managers Misestimate Climatic Disaster Risk |
1 |
6 |
23 |
270 |
4 |
15 |
79 |
667 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
6 |
246 |
1 |
3 |
21 |
795 |
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings |
0 |
0 |
2 |
26 |
0 |
2 |
10 |
102 |
Institutional Trading around Corporate News: Evidence from Textual Analysis |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
75 |
Investing in mutual funds when returns are predictable |
0 |
0 |
2 |
104 |
0 |
2 |
10 |
328 |
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
55 |
Investor Flows to Asset Managers: Causes and Consequences |
1 |
2 |
6 |
103 |
1 |
5 |
14 |
260 |
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds |
0 |
0 |
1 |
6 |
0 |
1 |
4 |
41 |
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
2 |
4 |
14 |
1,835 |
6 |
15 |
65 |
5,551 |
Mutual Fund Herding and the Impact on Stock Prices |
1 |
2 |
12 |
375 |
6 |
9 |
33 |
1,315 |
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses |
0 |
0 |
1 |
39 |
3 |
5 |
14 |
130 |
Mutual fund performance evaluation with active peer benchmarks |
1 |
2 |
4 |
127 |
1 |
4 |
32 |
440 |
Network centrality and delegated investment performance |
0 |
0 |
5 |
41 |
0 |
0 |
9 |
167 |
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts |
0 |
0 |
4 |
81 |
0 |
0 |
12 |
231 |
Performance evaluation with portfolio holdings information |
0 |
0 |
0 |
93 |
0 |
1 |
1 |
254 |
Picking funds with confidence |
0 |
2 |
3 |
34 |
0 |
2 |
7 |
124 |
Runs on Money Market Mutual Funds |
0 |
0 |
4 |
52 |
1 |
3 |
11 |
244 |
Seasonal Asset Allocation: Evidence from Mutual Fund Flows |
0 |
0 |
2 |
30 |
0 |
0 |
16 |
196 |
The Freedom of Information Act and the Race Toward Information Acquisition |
0 |
1 |
1 |
18 |
0 |
2 |
6 |
87 |
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers |
0 |
0 |
2 |
97 |
1 |
1 |
13 |
385 |
The cross section of conditional mutual fund performance in European stock markets |
0 |
0 |
4 |
82 |
0 |
0 |
7 |
224 |
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds |
0 |
0 |
1 |
8 |
0 |
0 |
6 |
60 |
Total Journal Articles |
6 |
19 |
110 |
4,108 |
25 |
75 |
412 |
13,077 |