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Mutual fund portfolio trading and investor flow
16 references·0 citing·38 second hop
Mutual fund portfolio trading and investor flow (2009)Mutual fund portfolio trading and investo…Participation Costs and the Sensitivity of Fund Flows to Past Performance (2007)Participation Costs and the S…Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds (2006)Does Motivation Matter When A…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…International Evidence on Institutional Trading Behavior and Price Impact (2004)International Evidence on Ins…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds (2002)Leaning for the Tape: Evidenc…Increased Correlation in Bear Markets (2002)Increased Correlation in Bear…Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time (2001)Liquidity, Volatility and Equ…Aggregate price effects of institutional trading: a study of mutual fund flow and market returns (2001)Aggregate price effects of in…Investor flows and the assessed performance of open-end mutual funds (1999)Investor flows and the assess…How Are Derivatives Used? Evidence from the Mutual Fund Industry (1999)How Are Derivatives Used? Evi…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…The structure of mutual fund charges (1996)The structure of mutual fund …Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Aggregate mutual fund flows and security returns (1995)Aggregate mutual fund flows a…Risk, Return, and Equilibrium: Empirical Tests (1973)On the Impossibility of Informationally Efficient Markets (1980)On Persistence in Mutual Fund Performance (1997)On the Timing Ability of Mutual Fund Managers (2001)Short-Term Persistence in Mutual Fund Performance (2004)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (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)Asset Fire Sales (and Purchases) in Equity Markets (2005)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)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)Do Demand Curves for Stocks Slope Down? (1986)Permanent and Temporary Components of Stock Prices (1988)Investor Sentiment and the Closed-End Fund Puzzle (1991)Why does IPO volume fluctuate so much? (2002)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices (2000)Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow (2008)Common risk factors in the returns on stocks and bonds (1993)The Relation between Price and Performance in the Mutual Fund Industry (2009)Behavioral biases of mutual fund investors (2011)Risk Shifting and Mutual Fund Performance (2011)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Just How Much Do Individual Investors Lose by Trading? (2008)
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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
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1995Aggregate mutual fund flows and security returns734 cited
  • 1999Investor flows and the assessed performance of open-end mutual funds731 cited
  • 2007Participation Costs and the Sensitivity of Fund Flows to Past Performance559 cited
  • 1999How Are Derivatives Used? Evidence from the Mutual Fund Industry424 cited
  • 2001Aggregate price effects of institutional trading: a study of mutual fund flow and market returns401 cited
  • 2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time378 cited
  • 2002Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds363 cited
  • 1996The structure of mutual fund charges357 cited
  • 2006Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds311 cited
  • 2004International Evidence on Institutional Trading Behavior and Price Impact

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286 cited
  • 2002Increased Correlation in Bear Markets283 cited
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