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Swing Pricing and Fragility in Open-end Mutual Funds
16 references·0 citing·43 second hop
Swing Pricing and Fragility in Open-end Mutual Funds (2019)Swing Pricing and Fragility in Open-end M…Investor flows and fragility in corporate bond funds (2017)Investor flows and fragility …Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks (2012)Understanding Bank Runs: The …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)Payoff complementarities and …Demand–Deposit Contracts and the Probability of Bank Runs (2005)Demand–Deposit Contracts and …Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks (2004)Unique Equilibrium in a Model…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Investor flows and the assessed performance of open-end mutual funds (1999)Investor flows and the assess…Career Concerns of Mutual Fund Managers (1999)Career Concerns of Mutual Fun…The Operating Performance of Firms Conducting Seasoned Equity Offerings (1997)The Operating Performance of …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Distinguishing Panics and Inf…Banking Panics, Information, and Rational Expectations Equilibrium (1988)Banking Panics, Information, …Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…A model of reserves, bank runs, and deposit insurance (1980)A model of reserves, bank run…An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Optimal Financial Crises (1998)Liquidity Shortages and Banking Crises (2002)A Macroprudential Approach to Financial Regulation (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)The Capital Structure Puzzle (1984)The Capital Structure Puzzle (1984)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Inefficient Markets (2000)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)The Nature of the Firm (1937)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)The Cross-Section of Expected Stock Returns (1992)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)Manias, Panics, and Crashes: A History of Financial Crises (1979)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Collective Risk Management in a Flight to Quality Episode (2007)Continuous Auctions and Insider Trading (1985)Illiquidity and stock returns: cross-section and time-series effects (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Where's the Greenium? (2019)Climate Change News Risk and Corporate Bond Returns (2020)Agency Problems and the Theory of the Firm (1980)Rank-Order Tournaments as Optimum Labor Contracts (1981)Outside directors and CEO turnover (1988)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)The Geography of Equity Analysis (2005)Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition (2011)Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 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
  • 1980A model of reserves, bank runs, and deposit insurance1,069 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
  • 1988Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications710 cited
  • 1988Banking Panics, Information, and Rational Expectations Equilibrium708 cited
  • 2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
  • 2017Investor flows and fragility in corporate bond funds

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632 cited
  • 2012Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks459 cited
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