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 |
1 |
38 |
0 |
1 |
6 |
153 |
Analyst recommendations, mutual fund herding, and overreaction in stock prices |
0 |
1 |
1 |
63 |
1 |
4 |
7 |
301 |
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis |
0 |
0 |
1 |
130 |
3 |
3 |
6 |
490 |
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 |
0 |
12 |
145 |
Do ETFs increase liquidity? |
0 |
0 |
5 |
28 |
0 |
2 |
23 |
86 |
Endogenous benchmarks |
1 |
1 |
1 |
29 |
2 |
2 |
4 |
103 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
0 |
130 |
0 |
3 |
7 |
518 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
2 |
157 |
1 |
1 |
5 |
579 |
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 |
1 |
61 |
1 |
4 |
8 |
222 |
Governance and shareholder value in delegated portfolio management: The case of closed-end funds |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
51 |
Holding Horizon: A New Measure of Active Investment Management |
0 |
0 |
0 |
113 |
0 |
0 |
3 |
416 |
International characteristic-based asset pricing |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
30 |
Investing in mutual funds when returns are predictable |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
119 |
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
47 |
Mutual Fund Return Predictability in Partially Segmented Markets |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
28 |
Network centrality and pension fund performance |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
98 |
Picking Funds with Confidence |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
148 |
Picking Funds with Confidence |
0 |
0 |
0 |
44 |
1 |
1 |
4 |
154 |
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 |
0 |
15 |
0 |
1 |
3 |
61 |
Runs on Money Market Funds |
0 |
0 |
0 |
55 |
0 |
1 |
3 |
125 |
Runs on money market mutual funds |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
106 |
Runs on money market mutual funds |
0 |
0 |
0 |
44 |
0 |
2 |
3 |
116 |
Seasonal asset allocation: Evidence from mutual fund flows |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
125 |
Style Migration and the Cross-Section of Stock Returns |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
21 |
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think |
0 |
0 |
1 |
52 |
2 |
4 |
15 |
144 |
The Investment Value of Mutual Fund Portfolio Disclosure |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
57 |
The cross-section of conditional mutual fund performance in European stock markets |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
125 |
The freedom of information act and the race towards information acquisition |
0 |
1 |
2 |
16 |
1 |
2 |
4 |
51 |
The investment value of mutual fund portfolio disclosure |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
144 |
The performance of European equity mutual funds |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
178 |
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
79 |
Total Working Papers |
1 |
3 |
17 |
1,424 |
16 |
38 |
148 |
5,533 |
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 |
1 |
40 |
1 |
3 |
8 |
183 |
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis |
0 |
0 |
7 |
340 |
2 |
8 |
29 |
1,061 |
Decentralized Investment Management: Evidence from the Pension Fund Industry |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
119 |
Do Fund Managers Misestimate Climatic Disaster Risk |
0 |
3 |
22 |
274 |
0 |
9 |
69 |
682 |
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
3 |
246 |
3 |
7 |
20 |
803 |
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings |
0 |
0 |
1 |
26 |
0 |
0 |
7 |
102 |
Institutional Trading around Corporate News: Evidence from Textual Analysis |
0 |
1 |
1 |
26 |
1 |
3 |
5 |
79 |
Investing in mutual funds when returns are predictable |
0 |
0 |
1 |
104 |
0 |
1 |
8 |
329 |
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
56 |
Investor Flows to Asset Managers: Causes and Consequences |
1 |
2 |
8 |
105 |
1 |
2 |
16 |
262 |
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
41 |
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
1 |
3 |
14 |
1,839 |
5 |
11 |
55 |
5,567 |
Mutual Fund Herding and the Impact on Stock Prices |
0 |
0 |
7 |
376 |
1 |
4 |
28 |
1,323 |
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses |
1 |
2 |
2 |
41 |
1 |
3 |
11 |
133 |
Mutual fund performance evaluation with active peer benchmarks |
0 |
0 |
4 |
127 |
1 |
3 |
19 |
443 |
Network centrality and delegated investment performance |
0 |
0 |
3 |
41 |
0 |
1 |
8 |
168 |
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts |
0 |
1 |
4 |
83 |
0 |
3 |
9 |
236 |
Performance evaluation with portfolio holdings information |
0 |
0 |
0 |
93 |
1 |
1 |
2 |
255 |
Picking funds with confidence |
0 |
0 |
2 |
34 |
1 |
1 |
5 |
125 |
Runs on Money Market Mutual Funds |
0 |
0 |
2 |
53 |
0 |
1 |
8 |
246 |
Seasonal Asset Allocation: Evidence from Mutual Fund Flows |
0 |
0 |
0 |
30 |
1 |
4 |
12 |
201 |
The Freedom of Information Act and the Race Toward Information Acquisition |
0 |
0 |
1 |
18 |
0 |
1 |
6 |
89 |
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers |
0 |
0 |
1 |
97 |
2 |
3 |
11 |
388 |
The cross section of conditional mutual fund performance in European stock markets |
0 |
0 |
1 |
82 |
0 |
1 |
2 |
225 |
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds |
0 |
0 |
1 |
8 |
0 |
0 |
4 |
60 |
Total Journal Articles |
3 |
12 |
87 |
4,127 |
21 |
71 |
348 |
13,176 |