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Window Dressing and Equity Mutual Funds
8 references·2 citing·44 second hop
Window Dressing and Equity Mutual Funds (2001)Window Dressing and Equity Mutual FundsLeaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds (2002)Leaning for the Tape: Evidenc…Another Look at Mutual Fund Tournaments (2001)Another Look at Mutual Fund T…Mutual Fund Share Classes and Broker Incentives (1999)Mutual Fund Share Classes and…Investment Decisions Depend on Portfolio Disclosures (1999)Investment Decisions Depend o…Portfolio Disclosures and Year-End Price Shifts (1997)Portfolio Disclosures and Yea…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Window Dressing by Pension Fund Managers (1991)Window Dressing by Pension Fu…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Portfolios in disguise? Window dressing in bond fund holdings (2011)Portfolios in disguise? Windo…The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior (2006)The Effect of the Frequency o…The impact of institutional trading on stock prices (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Risk Taking by Mutual Funds as a Response to Incentives (1997)Mutual fund trades and the value of contradictory private information (2009)Mutual Funds (2013)Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)The Persistence of Risk-Adjusted Mutual Fund Performance (1996)On Persistence in Mutual Fund Performance (1997)INFLUENCES AND TRENDS IN MUTUAL FUND EXPENSE RATIOS (2001)Purchase and Redemption Patterns of US Equity Mutual Funds (2004)Are mutual fund fees excessive? (2012)Costly Search and Mutual Fund Flows (1998)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The anomalous stock market behavior of small firms in January (1983)Predicting returns in the stock and bond markets (1986)Daily Momentum and Contrarian Behavior of Index Fund Investors (2002)Liquidity or Credit Risk? The Determinants of Very Short‐Term Corporate Yield Spreads (2007)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Market Reaction Surrounding the Filing of Periodic SEC Reports (2009)Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance (2015)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives in Elimination Tournaments (1985)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Continuous Auctions and Insider Trading (1985)The Cross-Section of Expected Stock Returns (1992)Judging Fund Managers by the Company They Keep (2005)Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution (2009)Contractibility and Transparency of Financial Statement Information Prepared Under IFRS: Evidence from Debt Contracts Around IFRS Adoption (2015)Common risk factors in the returns on stocks and bonds (1993)Tournaments in Mutual-Fund Families (2007)Equilibrium prices in the presence of delegated portfolio management (2011)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresInstitutional trades and intraday stock price behavior (1993)Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization (2006)
this work references cited by second hop

References

  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1991Window Dressing by Pension Fund Managers689 cited
  • 2002Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds363 cited
  • 2001Another Look at Mutual Fund Tournaments330 cited
  • 1997Portfolio Disclosures and Year-End Price Shifts193 cited
  • 1999Investment Decisions Depend on Portfolio Disclosures181 cited
  • 1999Mutual Fund Share Classes and Broker Incentives47 cited

Cited by

  • 2006The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior24 cited
  • 2011Portfolios in disguise? Window dressing in bond fund holdings22 cited

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