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Swing Pricing and Fragility in Open-End Mutual Funds
16 references·8 citing·47 second hop
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this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 1997The Operating Performance of Firms Conducting Seasoned Equity Offerings1,098 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,090 cited
  • 2002Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks911 cited
  • 1999Career Concerns of Mutual Fund Managers859 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2004Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks782 cited
  • 1999Investor flows and the assessed performance of open-end mutual funds731 cited
  • 2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
  • 1998Career Concerns of Mutual Fund Managers

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640 cited
  • 2017Investor flows and fragility in corporate bond funds632 cited
  • Cited by

    • 2021Non-bank financial intermediaries and financial stability62 cited
    • 2021Sitting bucks: Stale pricing in fixed income funds56 cited
    • 2022Redemption in Kind and Mutual Fund Liquidity Management40 cited
    • 2023Allocating losses: Bail-ins, bailouts and bank regulation34 cited
    • 2022Maximum Drawdown as Predictor of Mutual Fund Performance and Flows33 cited
    • 2022The Modern Mutual Fund Family31 cited
    • 2020Burned by Leverage? Flows and Fragility in Bond Mutual Funds26 cited
    • 2024Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States25 cited