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Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds
16 references·5 citing·42 second hopsampled
Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds (2018)Relative Liquidity, Fund Flows and Short‐…Understanding commonality in liquidity around the world (2011)Understanding commonality in …Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)Trading Costs and Returns for…Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…Liquidity of emerging markets (2005)Liquidity of emerging marketsLiquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Greener Pastures and the Impa…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?* (2001)Do Institutional Investors Pr…Commonality in liquidity (2000)Commonality in liquidityThe Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)The Influence of Institutiona…Institutional Investors and Equity Prices (1998)Institutional Investors and E…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda (2024)Exchange-traded funds and the…Returns behavior of ESG ETFs in the COVID‐19 market crash: Are green funds more resilient? (2023)Returns behavior of ESG ETFs …Investor attention, ETF returns, and country-specific factors (2021)Investor attention, ETF retur…The Value of ETF Liquidity (2020)The Value of ETF LiquidityDo exchange‐traded fund flows increase the volatility of the underlying index? Evidence from the emerging market in China (2019)Do exchange‐traded fund flows…The Capital Structure Puzzle (1984)Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (1996)Earnings management to avoid earnings decreases and losses (1997)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Earnings Management through Real Activities Manipulation (2003)The economic implications of corporate financial reporting (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Trading and Arbitrage in Cryptocurrency Markets (2018)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)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Common risk factors in the returns on stocks and bonds (1993)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Asset pricing with liquidity risk (2005)Continuous Auctions and Insider Trading (1985)Market Liquidity and Trading Activity (2001)Market liquidity as a sentiment indicator (2004)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Law and Finance (1998)Corporate Governance and Equity Prices (2003)How does financial reporting quality relate to investment efficiency? (2009)Do institutional investors drive corporate social responsibility? International evidence (2018)The Importance of Climate Risks for Institutional Investors (2019)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)Chapter 18 A survey of behavioral finance (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Retail Investor Sentiment and Return Comovements (2006)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Socially responsible firms (2016)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1998The Influence of Institutional Investors on Myopic R&D Investment Behavior3,013 cited
  • 2007The Colors of Investors' Money: The Role of Institutional Investors Around the World2,025 cited
  • 2000Commonality in liquidity1,748 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 2001Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?*1,280 cited
  • 1998Institutional Investors and Equity Prices1,263 cited
  • 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data1,098 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2005Liquidity of emerging markets838 cited
  • 2011Understanding commonality in liquidity around the world723 cited
  • 2003

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Greener Pastures and the Impact of Dynamic Institutional Preferences
668 cited

Cited by

  • 2023Returns behavior of ESG ETFs in the COVID‐19 market crash: Are green funds more resilient?30 cited
  • 2024Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda30 cited
  • 2020The Value of ETF Liquidity29 cited
  • 2021Investor attention, ETF returns, and country-specific factors28 cited
  • 2019Do exchange‐traded fund flows increase the volatility of the underlying index? Evidence from the emerging market in China23 cited