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Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
16 references·16 citing·22 second hopsampled
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance (2015)Mandatory Portfolio Disclosure, Stock Liq…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Commonality in liquidity (2000)Commonality in liquidityMutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…How does corporate ESG performance affect stock liquidity? Evidence from China (2023)How does corporate ESG perfor…Corporate ESG rating and stock market liquidity: Evidence from China (2023)Corporate ESG rating and stoc…Mandatory CSR expenditure and stock market liquidity (2022)Mandatory CSR expenditure and…Corporate green innovation and stock liquidity in China (2022)Corporate green innovation an…A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure (2022)A novel approach to incorpora…When an Industry Peer Is Accused of Financial Misconduct: Stigma versus Competition Effects on Non-accused Firms (2021)When an Industry Peer Is Accu…Obfuscation in mutual funds (2021)Obfuscation in mutual fundsTransaction Costs, Portfolio Characteristics, and Mutual Fund Performance (2020)Transaction Costs, Portfolio …A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)A Comprehensive Survey on Por…Mutual fund investments in private firms (2019)Mutual fund investments in pr…Is There Information Content in Information Acquisition? (2019)Is There Information Content …Mutual fund herding and stock price crashes (2018)Mutual fund herding and stock…Is Proprietary Trading Detrimental to Retail Investors? (2018)Is Proprietary Trading Detrim…Institutional Trading and Abel Noser Data (2018)Institutional Trading and Abe…To Group or Not to Group? Evidence from Mutual Fund Databases (2017)To Group or Not to Group? Evi…The Economics of Voluntary Portfolio Disclosure (2004)The Economics of Voluntary Po…Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)A five-factor asset pricing model (2014)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Market Liquidity and Funding Liquidity (2008)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2000Commonality in liquidity1,748 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited

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  • 2001Market Liquidity and Trading Activity1,555 cited
  • Cited by

    • 2022Mandatory CSR expenditure and stock market liquidity181 cited
    • 2018Mutual fund herding and stock price crashes123 cited
    • 2020A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization121 cited
    • 2017To Group or Not to Group? Evidence from Mutual Fund Databases120 cited
    • 2019Is There Information Content in Information Acquisition?111 cited
    • 2018Institutional Trading and Abel Noser Data110 cited
    • 2023Corporate ESG rating and stock market liquidity: Evidence from China109 cited
    • 2019Mutual fund investments in private firms106 cited
    • 2021When an Industry Peer Is Accused of Financial Misconduct: Stigma versus Competition Effects on Non-accused Firms105 cited
    • 2023How does corporate ESG performance affect stock liquidity? Evidence from China103 cited
    • 2020Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance93 cited
    • 2021Obfuscation in mutual funds82 cited
    • 2018Is Proprietary Trading Detrimental to Retail Investors?55 cited
    • 2022A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure55 cited
    • 2022Corporate green innovation and stock liquidity in China54 cited
    • 2004The Economics of Voluntary Portfolio Disclosure50 cited