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ETF liquidation determinants
16 references·1 citing·34 second hopsampled
ETF liquidation determinants (2018)ETF liquidation determinantsInefficiencies in the Pricing of Exchange-Traded Funds (2017)Inefficiencies in the Pricing…What Drives ETF Flows? (2014)What Drives ETF Flows?Conventional mutual index funds versus exchange-traded funds (2010)Conventional mutual index fun…Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry (2008)Employment risk, compensation…Employment Risk, Compensation Incentives and Managerial Risk Taking: Evidence from the Mutual Fund Industry (2007)Employment Risk, Compensation…Exit Decisions in the U.S. Mutual Fund Industry (2005)Exit Decisions in the U.S. Mu…The Benchmark Index ETF Performance Problem (2004)The Benchmark Index ETF Perfo…Family Values and the Star Phenomenon: Strategies of Mutual Fund Families (2003)Family Values and the Star Ph…Family Values and the Star Phenomenon: Strategies of Mutual Fund Families (2003)Family Values and the Star Ph…The Determinants of Mutual Fund Starts (1999)The Determinants of Mutual Fu…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Performance Persistence (1995)Performance PersistenceConsumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds (2024)Understanding dynamic return …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Limits of Arbitrage (1995)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Unobserved Actions of Mutual Funds (2006)Mutual Fund Incubation (2010)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)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Household Finance (2006)Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Tournaments in Mutual-Fund Families (2007)Risk Shifting and Mutual Fund Performance (2011)Entrusted loans: A close look at China's shadow banking system (2019)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Mutual Fund Attributes and Investor Behavior (2007)The Cross-Section of Expected Stock Returns (1992)BEYOND DICHOTOMY: THE CURVILINEAR RELATIONSHIP BETWEEN SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE (2006)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions (2006)UK mutual fund performance: Skill or luck? (2007)Information flows within financial conglomerates: Evidence from the banks–mutual funds relation (2008)Survivorship Bias in Performance Studies (1992)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)
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References

  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,614 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1995Performance Persistence946 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 2003Family Values and the Star Phenomenon: Strategies of Mutual Fund Families489 cited
  • 2008Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry314 cited
  • 2003Family Values and the Star Phenomenon: Strategies of Mutual Fund Families282 cited
  • 1999The Determinants of Mutual Fund Starts230 cited
  • 2010Conventional mutual index funds versus exchange-traded funds206 cited
  • 2017Inefficiencies in the Pricing of Exchange-Traded Funds148 cited
  • 2004The Benchmark Index ETF Performance Problem120 cited
  • 2014What Drives ETF Flows?98 cited
  • 2007Employment Risk, Compensation Incentives and Managerial Risk Taking: Evidence from the Mutual Fund Industry95 cited

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2005
Exit Decisions in the U.S. Mutual Fund Industry
75 cited

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  • 2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds16 cited