SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds
10 references·2 citing·50 second hop
Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds (2002)Who Cares About Shareholders? Arbitrage-P…The dilution impact of daily fund flows on open-end mutual funds (2002)The dilution impact of daily …Day Trading International Mutual Funds: Evidence and Policy Solutions (2001)Day Trading International Mut…Aggregate price effects of institutional trading: a study of mutual fund flow and market returns (2001)Aggregate price effects of in…Exploiting International Stock Market Correlations with Open‐end International Mutual Funds (1998)Exploiting International Stoc…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns (1994)A Tale of Three Schools: Insi…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns (1991)Do Bulls and Bears Move Acros…The Intertemporal Relation Between the U. S. and Japanese Stock Markets (1990)The Intertemporal Relation Be…International Transmission of Stock Market Movements (1989)International Transmission of…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…Inefficiencies in the Pricing of Exchange-Traded Funds (2011)Inefficiencies in the Pricing…Side-by-Side Management of Hedge Funds and Mutual Funds (2009)Side-by-Side Management of He…Permanent and Temporary Components of Stock Prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Lunch break and intraday volatility of stock returns (1992)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Market efficiency around the clock some supporting evidence using foreign-based derivatives (1995)Testing for financial spillovers in calm and turbulent periods (2006)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Aggregate mutual fund flows and security returns (1995)The Behavior of Stock Prices Around Institutional Trades (1995)Chapter 16 Are financial assets priced locally or globally? (2003)Measuring investor sentiment with mutual fund flows (2010)Market-wide attention, trading, and stock returns (2015)The Behavior of Stock-Market Prices (1965)A Theory of Intraday Patterns: Volume and Price Variability (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns (1995)A Parametric Nonlinear Model of Term Structure Dynamics (1999)Multifractality in Asset Returns: Theory and Evidence (2002)International Diversification of Investment Portfolios (1970)Transmission of Volatility Between Stock Markets (1989)Pre and post-October 1987 stock market linkages between U.S. and Asian markets (1995)Cross-market linkages between U.S. and Japanese precious metals futures trading (2004)Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission (2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Common stochastic trends in international stock markets (1992)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Dynamic Volume-Return Relation of Individual Stocks (2002)Efficiency and the Bear: Short Sales and Markets Around the World (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Costly Search and Mutual Fund Flows (1998)Equity Returns at the Turn of the Month (2008)The Price Pressure of Aggregate Mutual Fund Flows (2010)Anticipated and Repeated Shocks in Liquid Markets (2013)Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios (2009)Is “voting with your feet” an effective mutual fund governance mechanism? (2010)Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios (2011)Improved Forecasting of Mutual Fund Alphas and Betas (2007)Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation (2008)
this work references cited by second hop

References

  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 2001Aggregate price effects of institutional trading: a study of mutual fund flow and market returns401 cited
  • 1994A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns374 cited
  • 2002The dilution impact of daily fund flows on open-end mutual funds200 cited
  • 1990The Intertemporal Relation Between the U. S. and Japanese Stock Markets189 cited
  • 2001Day Trading International Mutual Funds: Evidence and Policy Solutions142 cited
  • 1998Exploiting International Stock Market Correlations with Open‐end International Mutual Funds61 cited
  • 1991Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns53 cited

Cited by

  • 2009Side-by-Side Management of Hedge Funds and Mutual Funds27 cited
  • 2011Inefficiencies in the Pricing of Exchange-Traded Funds27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work