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Citations for "Risk Taking by Mutual Funds as a Response to Incentives" by Judith A. Chevalier & Glenn D. Ellison
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Lee, Jungmin, 2004.
"Prize and Risk-Taking Strategy in Tournaments: Evidence from Professional Poker Players ,"
IZA Discussion Papers
1345, Institute for the Study of Labor (IZA).
[Downloadable!]
Gideon Saar, 1999.
"Price Impact Asymmetry of Block Trades: An Institutional Trading ,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-030, New York University, Leonard N. Stern School of Business-.
[Downloadable!]
Thomas Steenburgh, 2008.
"Effort or timing: The effect of lump-sum bonuses ,"
Quantitative Marketing and Economics ,
Springer, vol. 6(3), pages 235-256, September.
[Downloadable!] (restricted)
Brown, Martin & Falk, Armin & Fehr, Ernst, 2003.
"Relational Contracts and the Nature of Market Interactions ,"
IZA Discussion Papers
897, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Diane Del Guercio & Paula A. Tkac, 2000.
"The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds ,"
Working Paper
2000-21, Federal Reserve Bank of Atlanta.
[Downloadable!]
Sandeep Kapur & Allan Timmermann, 2005.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium ,"
Birkbeck Working Papers in Economics and Finance
0503, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions:
Sandeep Kapur & Allan Timmermann, 2004.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium ,"
Finance
0408001, EconWPA.
[Downloadable!] Kapur, Sandeep & Timmermann, Allan G, 2003.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium ,"
CEPR Discussion Papers
4038, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sandeep Kapur & Allan Timmermann, 2004.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium ,"
Finance
0408005, EconWPA.
[Downloadable!] Sandeep Kapur & Allan Timmermann, 2005.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium ,"
Economic Journal ,
Royal Economic Society, vol. 115(506), pages 1077-1102, October.
[Downloadable!] (restricted) Christian Grund & Oliver Gürtler, 2005.
"An empirical study on risk-taking in tournaments ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 12(8), pages 457-461, June.
[Downloadable!] (restricted)
Other versions: Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998.
"Conditional Market Timing with Benchmark Investors ,"
NBER Working Papers
6434, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Adam Copeland & Cyril Monnet, 2003.
"The welfare effects of incentive schemes ,"
Finance and Economics Discussion Series
2003-08, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Fernando Broner & Gaston R. Gelos & Carmen Reinhart, 2004.
"When in Peril, Retrench: Testing the Portfolio Channel of Contagion ,"
IMF Working Papers
04/131, International Monetary Fund.
[Downloadable!]
Other versions:
Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2003.
"When in Peril, Retrench: Testing the Portfolio Channel of Contagion ,"
Economics Working Papers
864, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2005.
[Downloadable!] Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004.
"When in Peril, Retrench: Testing the Portfolio Channel of Contagion ,"
NBER Working Papers
10941, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004.
"When in peril, retrench: testing the portfolio channel of contagion ,"
Pacific Basin Working Paper Series
2004-28, Federal Reserve Bank of San Francisco.
[Downloadable!] Fernando Broner & Gaston Gelos & Carmen Reinhart, 2004.
"When in peril, retrench: testing the portfolio channel of contagion ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Jun.
[Downloadable!] Broner, Fernando A. & Gaston Gelos, R. & Reinhart, Carmen M., 2006.
"When in peril, retrench: Testing the portfolio channel of contagion ,"
Journal of International Economics ,
Elsevier, vol. 69(1), pages 203-230, June.
[Downloadable!] (restricted) Paul Oyer, 1995.
"The Effect of Sales Incentives on Business Seasonality ,"
Working Papers
733, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!]
Baquero, G. & Verbeek, M.J.C.M., 2005.
"A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money ,"
Research Paper
ERS-2005-068-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Nicolaj Siggelkow, 1998.
"Why Focus? A Study of Intra-Industry Focus Effects ,"
Center for Financial Institutions Working Papers
99-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Gerald Marschke & Pascal Courty, 2000.
"An Empirical Investigation of Gaming Responses to Performance Incentives ,"
Discussion Papers
00-12, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Paul Oyer, 2006.
"The Making of an Investment Banker: Macroeconomic Shocks, Career Choice, and Lifetime Income ,"
NBER Working Papers
12059, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Glenn Ellison & Sara Fisher Ellison, 1998.
"A Simple Framework for Nonparametric Specification Testing ,"
NBER Technical Working Papers
0234, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Ellison, G. & Ellison, F., 1993.
"A Simple Framework for Non-Parametric Specification Testing ,"
Harvard Institute of Economic Research Working Papers
1662, Harvard - Institute of Economic Research.
Ellison, Glenn & Ellison, Sara Fisher, 2000.
"A simple framework for nonparametric specification testing ,"
Journal of Econometrics ,
Elsevier, vol. 96(1), pages 1-23, May.
[Downloadable!] (restricted) Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008.
"Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-411, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: James J. Choi & David Laibson & Andrew Metrick, 2000.
"Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans ,"
NBER Working Papers
7878, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Charles Cao & Eric Ghysels & Frank Hatheway, 2001.
"Derivatives Do Affect Mutual Funds Returns : How and When? ,"
CIRANO Working Papers
2001s-62, CIRANO.
[Downloadable!]
Juan-Pedro Gómez & Tridib Sharma, 2003.
"Portfolio Delegation under Short-selling Constraints ,"
Economics Working Papers
695, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Other versions: Gibbons, Robert, 1998.
"Incentives in Organizations ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 12(4), pages 115-32, Fall.
[Downloadable!] (restricted)
Vayanos, Dimitri & Woolley, Paul, 2008.
"An Institutional Theory of Momentum and Reversal ,"
CEPR Discussion Papers
7068, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué, 2005.
"Persistencia de resultados en los fondos de inversión españoles ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 29(3), pages 525-573, September.
[Downloadable!]
Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005.
"Unobserved Actions of Mutual Funds ,"
NBER Working Papers
11766, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Zitzewitz, Eric, 2001.
"Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers ,"
Research Papers
1802, Stanford University, Graduate School of Business.
[Downloadable!]
Judith Chevalier & Glenn Ellison, 1998.
"Career Concerns of Mutual Fund Managers ,"
NBER Working Papers
6394, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Michael K. Berkowitz & Yehuda Kotowitz, 1997.
"Management Compensation and the Performance of Mutual Funds ,"
Working Papers
berk-97-01, University of Toronto, Department of Economics.
[Downloadable!]
Joshua D. Coval & Erik Stafford, 2005.
"Asset Fire Sales (and Purchases) in Equity Markets ,"
NBER Working Papers
11357, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: James J. Choi & David Laibson & Brigitte C. Madrian, 2006.
"Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds ,"
NBER Working Papers
12261, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ping Hu & Jayant Kale & Ajay Subramanian, 2003.
"Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence ,"
Levine's Bibliography
666156000000000349, UCLA Department of Economics.
[Downloadable!]
David K. Musto, 1997.
"Investment Decisions Depend on Portfolio Disclosure ,"
Center for Financial Institutions Working Papers
97-49, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008.
"Redemption puzzle of open-end fund market in China ,"
Psychometrika ,
Springer, vol. 3(3), pages 430-450, September.
[Downloadable!] (restricted)
Nellie Liang & Scott Weisbenner, 2002.
"Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design ,"
Finance and Economics Discussion Series
2002-36, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Franklin R. Edward, 1999.
"Hedge Funds and the Collapse of Long-Term Capital Management ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 13(2), pages 189-210, Spring.
[Downloadable!] (restricted)
Ali E. Abbas & James E. Matheson & Robert F. Bordley, 2009.
"Effective utility functions induced by organizational target-based incentives ,"
Managerial and Decision Economics ,
John Wiley & Sons, Ltd., vol. 30(4), pages 235-251.
[Downloadable!]
Eric Zitzewitz, 2005.
"How Widespread is Late Trading in Mutual Funds? ,"
Finance
0501002, EconWPA.
[Downloadable!]
Other versions:
Zitzewitz, Eric, 2003.
"How Widespread Is Late Trading in Mutual Funds? ,"
Research Papers
1817, Stanford University, Graduate School of Business.
[Downloadable!] Eric Zitzewitz, 2006.
"How Widespread Was Late Trading in Mutual Funds? ,"
American Economic Review ,
American Economic Association, vol. 96(2), pages 284-289, May.
[Downloadable!] Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2003.
"Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management ,"
Working papers
4303-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2005.
"Systemic Risk and Hedge Funds ,"
NBER Working Papers
11200, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2007.
"Systemic Risk and Hedge Funds ,"
NBER Chapters ,
in: The Risks of Financial Institutions, pages 235-338
National Bureau of Economic Research, Inc.
[Downloadable!] Dimitri Vayanos, 2004.
"Flight to Quality, Flight to Liquidity, and the Pricing of Risk ,"
NBER Working Papers
10327, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008.
"More hedging instruments may destabilize markets (Revised version, April 2008) ,"
CeNDEF Working Papers
08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!]
Nellie Liang & Scott Weisbenner, 2002.
"Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design ,"
NBER Working Papers
9131, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
José M. Marín & Thomas A. Rangel, 2006.
"The Use of Derivatives in the Spanish Mutual Fund Industry ,"
Economics Working Papers
990, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Other versions: Canice Prendergast, 1996.
"What Happens Within Firms? A Survey of Empirical Evidence on Compensation Policies ,"
NBER Working Papers
5802, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Matthias Kräkel, 2007.
"Optimal Risk Taking in an Uneven Tournament Game with Risk Averse Players ,"
Discussion Papers
200, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!]
Other versions:
Matthias Kräkel, 2007.
"Optimal Risk Taking in an Uneven Tournament Game with Risk Averse Players ,"
Bonn Econ Discussion Papers
bgse4_2007, University of Bonn, Germany.
[Downloadable!] Kräkel, Matthias, 2008.
"Optimal risk taking in an uneven tournament game with risk averse players ,"
Journal of Mathematical Economics ,
Elsevier, vol. 44(11), pages 1219-1231, December.
[Downloadable!] (restricted) Stefan Ruenzi, 2004.
"Mutual Fund Growth in Standard and Specialist Market Segments ,"
Finance
0406005, EconWPA, revised 27 Jun 2004.
[Downloadable!]
Other versions: Dimitrios Tsomocos & Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand, 2007.
"Banks, relative performance, and sequential contagion ,"
Economic Theory ,
Springer, vol. 32(2), pages 381-398, August.
[Downloadable!] (restricted)
Other versions:
Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006.
"Banks, Relative Performance, and Sequential Contagion ,"
OFRC Working Papers Series
2006fe10, Oxford Financial Research Centre.
[Downloadable!] Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2007.
"Banks, relative performance, and sequential contagion ,"
Economic Theory ,
Springer, vol. 33(3), pages 601-601, December.
[Downloadable!] (restricted) Asger Lunde & Allan Timmermann & David Blake, 1998.
"The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis ,"
University of California at San Diego, Economics Working Paper Series
1998-11, Department of Economics, UC San Diego.
[Downloadable!]
Engström, Stefan & Westerberg, Anna, 2004.
"Information Costs and Mutual Fund Flows ,"
Working Paper Series in Economics and Finance
555, Stockholm School of Economics.
[Downloadable!]
Gauri, Varun, 2001.
"Are incentives everything? payment mechanisms for health care providers in developing countries ,"
Policy Research Working Paper Series
2624, The World Bank.
[Downloadable!]
Peter Berck & Jonathan Lipow, 1999.
"Managerial reputation and the "endgame" ,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
884, Department of Agricultural & Resource Economics, UC Berkeley.
[Downloadable!]
Palomino, Frédéric & Prat, Andrea, 1999.
"Risk Taking and Optimal Contracts for Money Managers ,"
CEPR Discussion Papers
2066, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Dimitri Vayanos & Paul Woolley, 2008.
"An Institutional Theory of Momentum and Reversal ,"
NBER Working Papers
14523, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Rani Spiegler, 2005.
"The Market for Quacks ,"
Levine's Bibliography
784828000000000634, UCLA Department of Economics.
[Downloadable!]
Diane Del Guercio & Paula A. Tkac, 2001.
"Star power: the effect of Morningstar ratings on mutual fund flows ,"
Working Paper
2001-15, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Amil Dasgupta & Andrea Prat, 2005.
"Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing ,"
Levine's Bibliography
784828000000000368, UCLA Department of Economics.
[Downloadable!]
Nieken, Petra & Sliwka, Dirk, 2008.
"Risk-Taking Tournaments: Theory and Experimental Evidence ,"
IZA Discussion Papers
3400, Institute for the Study of Labor (IZA).
[Downloadable!]
Jennifer Koski & Jeffrey Pontiff, 1996.
"How Are Derivatives Used? Evidence from the Mutual Fund Industry ,"
Center for Financial Institutions Working Papers
96-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions: Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, .
"Mutual Fund Returns and Market Microstructure ,"
Rodney L. White Center for Financial Research Working Papers
11-99, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Peter Temin & Joachim Voth, 2004.
"Riding the South Sea Bubble ,"
Economics Working Papers
861, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Other versions:
Temin, Peter & Voth, Hans-Joachim, 2004.
"Riding the South Sea Bubble ,"
CEPR Discussion Papers
4221, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Peter Temin & Hans-Joachim Voth, 2004.
"Riding the South Sea Bubble ,"
American Economic Review ,
American Economic Association, vol. 94(5), pages 1654-1668, December.
[Downloadable!] Richard Evans & Rüdiger Fahlenbrach, 2007.
"The Role of Governance in Retirement Investments: Evidence from Variable Annuities ,"
Working Papers, Center for Retirement Research at Boston College
wp2007-20, Center for Retirement Research, revised Oct 2007.
[Downloadable!]
William N. Goetzmann & Massimo Massa, 2000.
"Daily Momentum and Contrarian Behavior of Index Fund Investors ,"
NBER Working Papers
7567, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Benjamin Langford & Robert Faff & Vijaya Marisetty, 2006.
"On the Choice of Superannuation Funds in Australia ,"
Journal of Financial Services Research ,
Springer, vol. 29(3), pages 255-279, June.
[Downloadable!] (restricted)
Jens Carsten Jackwerth & James E. Hodder, 2005.
"Incentive Contracts and Hedge Fund Management ,"
CoFE Discussion Paper
05-02, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
Other versions:
Jens Carsten Jackwerth & James Hodder, 2005.
"Incentive Contracts and Hedge Fund Management ,"
Working Papers
wp05-10, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Jackwerth, Jens Carsten & Hodder, James E., 2006.
"Incentive Contracts and Hedge Fund Management ,"
MPRA Paper
11632, University Library of Munich, Germany.
[Downloadable!] Hodder, James E. & Jackwerth, Jens Carsten, 2007.
"Incentive Contracts and Hedge Fund Management ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 42(04), pages 811-826, December.
[Downloadable!] Jonathan Reuter & Eric Zitzewitz, 2005.
"Do Ads Influence Editors? Advertising and Bias in the Financial Media ,"
Finance
0501003, EconWPA.
[Downloadable!]
Other versions: Carlos F. alves & Victor Mendes, 2005.
"Institutional Investor Activism: Does the Portfolio Management Skill Matter? ,"
FEP Working Papers
184, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Olivier, Jacques & Tay, Anthony, 2008.
"Time-Varying Incentives in the Mutual Fund Industry ,"
CEPR Discussion Papers
6893, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Lai, Richard, 2006.
"Why Funds of Funds? ,"
MPRA Paper
4762, University Library of Munich, Germany.
[Downloadable!]
Other versions: Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007.
"Socially Responsible Investments: Methodology, Risk and Performance ,"
Discussion Paper
2007-31, Tilburg University, Center for Economic Research.
[Downloadable!]
Robert Gibbons, 1997.
"Incentives and Careers in Organizations ,"
NBER Working Papers
5705, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Susan E. K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004.
"Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds ,"
CIRANO Working Papers
2004s-22, CIRANO.
[Downloadable!]
William N. Goetzmann & Massimo Massa, 1999.
"Index Funds and Stock Market Growth ,"
NBER Working Papers
7033, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Massimo Massa & William N. Goetzmann, 1998.
"Index Funds and Stock Market Growth ,"
Yale School of Management Working Papers
ysm99, Yale School of Management.
[Downloadable!] Massimo Massa & William N. Goetzmann, 1999.
"Index Funds and Stock Market Growth ,"
Yale School of Management Working Papers
ysm23, Yale School of Management.
[Downloadable!] William N. Goetzmann & Massimo Massa, 2003.
"Index Funds and Stock Market Growth ,"
Journal of Business ,
University of Chicago Press, vol. 76(1), pages 1-28, January.
[Downloadable!] Jonathan B. Berk & Richard C. Green, 2002.
"Mutual Fund Flows and Performance in Rational Markets ,"
NBER Working Papers
9275, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Javier Gil-Bazo, 2001.
"Portfolio Management Fees: Assets Or Profits Based Compensation? ,"
Business Economics Working Papers
wb012207, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Alexander Gumbel, 1999.
"Trading on Short-Term Information ,"
OFRC Working Papers Series
1999fe10, Oxford Financial Research Centre.
[Downloadable!]
Gehrig, Thomas & Menkhoff,Lukas, 2004.
"The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate? ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-308, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Lütje, Torben, 2004.
"To Be Good or To Be Better: Asset Managers Attitudes Towards Herding ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-297, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Christos Genakos & Mario Pagliero, 2009.
"Risk Taking and Performance in Multistage Tournaments: Evidence from Weightlifting Competitions ,"
CEP Discussion Papers
dp0928, Centre for Economic Performance, LSE.
[Downloadable!]
Ali Hortacsu & Chad Syverson, 2003.
"Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of the S&P 500 Index Funds ,"
NBER Working Papers
9728, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Rabin, Matthew & Vayanos, Dimitri, 2007.
"The Gambler's and Hot-Hand Fallacies: Theory and Applications ,"
CEPR Discussion Papers
6081, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Hans K. Hvide, 2000.
"Tournament Rewards and Risk Taking ,"
Econometric Society World Congress 2000 Contributed Papers
0163, Econometric Society.
[Downloadable!]
Other versions:
Hvide, H.K., 1999.
"Tournament Rewards and Risk Taking ,"
Papers
32-99, Tel Aviv.
Hans K. Hvide, 2002.
"Tournament Rewards and Risk Taking ,"
Journal of Labor Economics ,
University of Chicago Press, vol. 20(4), pages 877-898, October.
[Downloadable!] Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 1999.
"On Mutual Fund Investment Styles ,"
NBER Working Papers
7215, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andrea Frazzini & Owen A. Lamont, 2005.
"Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns ,"
NBER Working Papers
11526, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Manuel Ammann & Michael Verhofen, 2009.
"The impact of prior performance on the risk-taking of mutual fund managers ,"
Annals of Finance ,
Springer, vol. 5(1), pages 69-90, January.
[Downloadable!] (restricted)
Andrew Metrick & Richard Zeckhauser, 1996.
"Price versus Quantity: Market Clearing Mechanisms When Sellers Differ in Quality ,"
NBER Working Papers
5728, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Stephen Morris, 1999.
"Political Correctness ,"
Cowles Foundation Discussion Papers
1242, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Paul A. Gompers & Josh Lerner, 1998.
"The Determinants of Corporate Venture Capital Successes: Organizational Structure, Incentives, and Complementarities ,"
NBER Working Papers
6725, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Patrick E. McCabe, 2009.
"The economics of the mutual fund trading scandal ,"
Finance and Economics Discussion Series
2009-06, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Cronqvist, Henrik, 2006.
"Advertising and Portfolio Choice ,"
Working Paper Series
2006-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
repec:bep:eaptop:v:6:y:2006:i:1:p:1540-1540 is not listed on IDEAS
Other versions:
Gyöngyi Lóránth & Emanuela Sciubba, 2006.
"Relative Performance, Risk and Entry in the Mutual Fund Industry ,"
Birkbeck Working Papers in Economics and Finance
0612, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!] Lóránth, Gyöngyi & Sciubba, Emanuela, 2002.
"Relative Performance, Risk and Entry in the Mutual Fund Industry ,"
CEPR Discussion Papers
3504, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sendhil Mullainathan & Joshua Schwartzstein & Andrei Shleifer, 2006.
"Coarse Thinking and Persuasion ,"
NBER Working Papers
12720, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: J-H Steffi Yang, 2004.
"The Markovian Dynamics of "Smart Money" ,"
Econometric Society 2004 Far Eastern Meetings
797, Econometric Society.
[Downloadable!]
Plantinga, Auke, 2007.
"Performance Measurement And Evaluation ,"
MPRA Paper
5048, University Library of Munich, Germany.
[Downloadable!]
Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007.
"When Does a Mutual Fund's Trade Reveal its Skill? ,"
NBER Working Papers
13625, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Gray, Wesley, 2008.
"Information Exchange and the Limits of Arbitrage ,"
MPRA Paper
12621, University Library of Munich, Germany.
[Downloadable!]
Other versions: Ching-mann Huang & Len-kuo Hu & Hsin-Hong Kang, 2005.
"Compensation Design and Career Concerns of Fund Manager ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(4), pages 379-397, June.
[Downloadable!] (restricted)
Juan Pedro Gomez, 2007.
"The impact of benchmarking and portfolio constraints on a fund manager´s market timing ability ,"
Working Papers Economia
wp07-02, Instituto de Empresa, Area of Economic Environment.
[Downloadable!]
Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006.
"Optimal Asset Allocation and Risk Shifting in Money Management ,"
CEPR Discussion Papers
5524, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Douglas Evanoff & Lewis Segal, 1997.
"Strategic Responses to Bank Regulation: Evidence From HMDA Data ,"
Journal of Financial Services Research ,
Springer, vol. 11(1), pages 69-93, February.
[Downloadable!] (restricted)
Evans, Richard & Fahlenbrach, Rudiger, 2007.
"Do Funds Need Governance? Evidence from Variable Annuity-Mutual Fund Twins ,"
Working Paper Series
2007-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
Chiappori, Pierre Andre & Salanie, Bernard, 2002.
"Testing Contract Theory: A Survey of Some Recent Work ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Mark Duggan & Steven D. Levitt, 2002.
"Winning Isn't Everything: Corruption in Sumo Wrestling ,"
American Economic Review ,
American Economic Association, vol. 92(5), pages 1594-1605, December.
[Downloadable!]
Other versions: Orana Bandiera & Iwan Barankay & Imran Rasul, 2006.
"Incentives for Managers and Inequality Among Workers: Evidence from a Firm Level Experiment ,"
Natural Field Experiments
0015, The Field Experiments Website.
[Downloadable!]
Other versions:
Oriana Bandiera & Iwan Barankay & Imran Rasul, 2006.
"Incentives for Managers and Inequality Among Workers: Evidence from a Firm Level Experiment ,"
IZA Discussion Papers
2062, Institute for the Study of Labor (IZA).
[Downloadable!] Bandiera, Oriana & Barankay, Iwan & Rasul, Imran, 2006.
"Incentives for Managers and Inequality Among Workers: Evidence from a Firm Level Experiment ,"
CEPR Discussion Papers
5649, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Oriana Bandiera & Iwan Barankay & Imran Rasul, 2007.
"Incentives for Managers and Inequality Among Workers: Evidence From a Firm-Level Experiment ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 122(2), pages 729-773, 05.
[Downloadable!] (restricted) Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008.
"Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds ,"
NBER Working Papers
14609, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Paul A. Gompers & Josh Lerner, 1999.
"What Drives Venture Capital Fundraising? ,"
NBER Working Papers
6906, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Raghuram G. Rajan, 2005.
"Has financial development made the world riskier? ,"
Proceedings ,
Federal Reserve Bank of Kansas City, issue Aug, pages 313-369.
[Downloadable!]
Other versions: Andrei Shleifer & Robert W. Vishny, 1995.
"The Limits of Arbitrage ,"
NBER Working Papers
5167, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Andrei Shleifer ad Robert W. Vishny, 1995.
"The Limits of Arbitrage ,"
Harvard Institute of Economic Research Working Papers
1725, Harvard - Institute of Economic Research.
Shleifer, Andrei & Vishny, Robert W, 1997.
" The Limits of Arbitrage ,"
Journal of Finance ,
American Finance Association, vol. 52(1), pages 35-55, March.
[Downloadable!] (restricted) Michael K. Berkowitz & Jiaping Qiu, 2001.
"Ownership, Risk and Performance of Mutual Fund Management Companies ,"
Working Papers
berk-01-01, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002.
"The dynamics of the impact of past performance on mutual fund flows ,"
Discussion Paper
2, Tilburg University, Center for Economic Research.
[Downloadable!]
Tanaka, Hiroatsu & Baba, Naohiko, 2004.
"Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 91-121, March.
[Downloadable!]
Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik, 2004.
"Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization ,"
American Economic Review ,
American Economic Association, vol. 94(5), pages 1276-1302, December.
[Downloadable!]
Michael S. Gibson, 1998.
"The implications of risk management information systems for the organization of financial firms ,"
International Finance Discussion Papers
632, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Mark Aguiar & Gita Gopinath, 2004.
"Defaultable debt, interest rates and the current account ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Jun.
[Downloadable!]
Other versions:
Mark Aguiar & Gita Gopinath, 2004.
"Defaultable debt, interest rates and the current account ,"
Pacific Basin Working Paper Series
2004-31, Federal Reserve Bank of San Francisco.
[Downloadable!] Mark Aguiar & Gita Gopinath, 2004.
"Defaultable debt, interest rates, and the current account ,"
Working Papers
04-5, Federal Reserve Bank of Boston.
[Downloadable!] Mark Aguiar & Gita Gopinath, 2004.
"Defaultable Debt, Interest Rates and the Current Account ,"
NBER Working Papers
10731, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Aguiar, Mark & Gopinath, Gita, 2006.
"Defaultable debt, interest rates and the current account ,"
Journal of International Economics ,
Elsevier, vol. 69(1), pages 64-83, June.
[Downloadable!] (restricted) Susan E.K. Christoffersen, 2000.
"Fee Waivers in Money Market Mutual Funds ,"
Center for Financial Institutions Working Papers
97-46, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007.
"Socially Responsible Investments: Methodology, Risk Exposure and Performance ,"
Discussion Paper
2007-013, Tilburg University, Tilburg Law and Economic Center.
[Downloadable!]
Livio Stracca, 2005.
"Delegated portfolio management: a survey of the theoretical literature ,"
Working Paper Series
520, European Central Bank.
[Downloadable!]
Other versions: Jondeau, E. & Rockinger, M., 2004.
"The Bank Bias: Segmentation of French Fund Families ,"
Documents de Travail
107, Banque de France.
[Downloadable!]
Sendhil Mullainathan & Andrei Shleifer, 2005.
"Persuasion in Finance ,"
NBER Working Papers
11838, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Robert Gibbons, 1998.
"Incentives in Organizations ,"
NBER Working Papers
6695, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2005.
"Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management ,"
CEPR Discussion Papers
5006, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Jonathan Guryan & Melissa S. Kearney, 2005.
"Lucky Stores, Gambling, and Addiction: Empirical Evidence from State Lottery Sales ,"
NBER Working Papers
11287, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alexander Kempf & Stefan Ruenzi, 2004.
"Family Matters: The Performance Flow Relationship in the Mutual Fund Industry ,"
Finance
0404012, EconWPA, revised 26 May 2004.
[Downloadable!]
Jeremy C. Stein, 2004.
"Why Are Most Funds Open-End? Competition and the Limits of Arbitrage ,"
NBER Working Papers
10259, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Goriaev, A.P. & Nijman, T.E. & Werker, B., 2001.
"On the empirical evidence of mutual fund strategic risk taking ,"
Discussion Paper
9, Tilburg University, Center for Economic Research.
[Downloadable!]
Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009.
"Risk Shifting and Mutual Fund Performance ,"
NBER Working Papers
14903, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Th. Fiotakis & N. Philippas, 2004.
"Chasing trend and losing money: open end mutual fund investors' trading behaviour in Greece ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(2), pages 117-121, February.
[Downloadable!] (restricted)
Yolanda Portilla, 2009.
"Two-sided career concern and financial equilibrium ,"
Economics Working Papers
we091207, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca, 2007.
"Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-358, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Goriaev, A. & Palomino, F. & Prat, A., 2000.
"Mutual fund tournament : risk taking incentives induced by ranking objectives ,"
Discussion Paper
94, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Fabrice Hervé, 2006.
"Famille de fonds de pension, performance et persistance de la performance ,"
Working Papers FARGO
1060903, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance).
[Downloadable!]
Javier Gil-Bazo & Pablo Ruiz-Verdu, 2006.
"Yet Another Puzzle? The Relation Between Price And Performance In The Mutual Fund Industry ,"
Business Economics Working Papers
wb066519, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
F. Palomino & H. Uhlig, .
"Should smart investors buy funds with high returns in the past? ,"
Sonderforschungsbereich 373
2002-28, Humboldt Universitaet Berlin.
Other versions: William N. Goetzmann & Jonathan Ingersoll, Jr. & Stephen A. Ross, 1998.
"High Water Marks ,"
NBER Working Papers
6413, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Boaz Moselle & François Degeorge & Richard Zeckhauser, 2007.
"Conspicuous conservatism in risk choice ,"
Journal of Risk and Uncertainty ,
Springer, vol. 35(1), pages 1-16, August.
[Downloadable!] (restricted)
Other versions: Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009.
"Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry ,"
NBER Working Papers
15038, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Isengildina, Olga & Pennings, Joost M.E. & Irwin, Scott H. & Good, Darrel L., 2004.
"Crop Farmersâ Use of Market Advisory Services ,"
AgMAS Project Research Reports
37489, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
[Downloadable!]
Michael Bleaney & R. Todd Smith, .
"Risk, Managerial Skill and Closed-End Fund Discounts ,"
Discussion Papers
08/10, University of Nottingham, School of Economics.
[Downloadable!]
Nicolaj Siggelkow, 1999.
"Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry ,"
Center for Financial Institutions Working Papers
99-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004.
"On the Industry Concentration of Actively Managed Equity Mutual Funds ,"
NBER Working Papers
10770, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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