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 |
1 |
2 |
38 |
1 |
3 |
12 |
152 |
Analyst recommendations, mutual fund herding, and overreaction in stock prices |
0 |
0 |
1 |
62 |
0 |
1 |
8 |
297 |
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis |
0 |
0 |
3 |
129 |
0 |
2 |
8 |
486 |
Decentralized Investment Management: Evidence from the Pension Fund Industry |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
214 |
Decentralized investment management: evidence from the pension fund industry |
0 |
0 |
0 |
20 |
2 |
4 |
15 |
145 |
Do ETFs increase liquidity? |
2 |
2 |
4 |
26 |
3 |
8 |
25 |
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 |
1 |
1 |
512 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
2 |
156 |
0 |
1 |
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 |
1 |
9 |
0 |
0 |
3 |
51 |
Holding Horizon: A New Measure of Active Investment Management |
0 |
0 |
0 |
113 |
0 |
2 |
5 |
415 |
International characteristic-based asset pricing |
0 |
0 |
1 |
16 |
0 |
2 |
3 |
30 |
Investing in mutual funds when returns are predictable |
0 |
0 |
1 |
22 |
1 |
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 |
2 |
2 |
98 |
Picking Funds with Confidence |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
152 |
Picking Funds with Confidence |
0 |
0 |
2 |
46 |
0 |
2 |
6 |
148 |
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 |
1 |
1 |
5 |
60 |
Runs on Money Market Funds |
0 |
0 |
0 |
55 |
0 |
2 |
4 |
124 |
Runs on money market mutual funds |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
113 |
Runs on money market mutual funds |
0 |
0 |
0 |
23 |
1 |
3 |
6 |
106 |
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 |
0 |
0 |
39 |
138 |
The Investment Value of Mutual Fund Portfolio Disclosure |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
56 |
The cross-section of conditional mutual fund performance in European stock markets |
0 |
0 |
0 |
40 |
1 |
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 |
0 |
0 |
2 |
177 |
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 |
2 |
4 |
28 |
1,417 |
11 |
46 |
186 |
5,477 |