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Clemens Sialm

Personal Details

First Name:Clemens
Middle Name:
Last Name:Sialm
Suffix:
RePEc Short-ID:psi59
[This author has chosen not to make the email address public]
https://faculty.mccombs.utexas.edu/Clemens.Sialm/
McCombs School of Business University of Texas at Austin 1 University Station; B6600 Austin, TX 78712
(512) 232-6835
Terminal Degree:2001 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

(10%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(90%) Department of Finance
McCombs School of Business
University of Texas-Austin

Austin, Texas (United States)
http://www.mccombs.utexas.edu/dept/finance/
RePEc:edi:dfutxus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022. "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers 30753, National Bureau of Economic Research, Inc.
  2. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2022. "Mutual Fund Revenue Sharing in 401(k) Plans," NBER Working Papers 30721, National Bureau of Economic Research, Inc.
  3. Jacelly C. Cespedes & Carlos R. Parra & Clemens Sialm, 2021. "The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown," NBER Working Papers 28900, National Bureau of Economic Research, Inc.
  4. Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
  5. Jacky Lin & Genevieve C. Selden & John B. Shoven & Clemens Sialm, 2021. "Replicating the Dow Jones Industrial Average," NBER Working Papers 28528, National Bureau of Economic Research, Inc.
  6. Irem Demirci & Miguel A. Ferreira & Pedro Matos & Clemens Sialm, 2020. "How Global is Your Mutual Fund? International Diversification from Multinationals," NBER Working Papers 27648, National Bureau of Economic Research, Inc.
  7. Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020. "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," Finance and Economics Discussion Series 2020-078, Board of Governors of the Federal Reserve System (U.S.).
  8. Eliezer Fich & Viktoriya Lantushenko & Clemens Sialm, 2019. "Institutional Trading Around M&A Announcements," NBER Working Papers 25814, National Bureau of Economic Research, Inc.
  9. Irem Demirci & Jennifer Huang & Clemens Sialm, 2017. "Government Debt and Corporate Leverage: International Evidence," NBER Working Papers 23310, National Bureau of Economic Research, Inc.
  10. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
  11. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2015. "Are 401(k) Investment Menus Set Solely for Plan Participants?," Issues in Brief ib2015-13, Center for Retirement Research.
  12. Clemens Sialm & Hanjiang Zhang, 2015. "Tax-Efficient Asset Management: Evidence from Equity Mutual Funds," NBER Working Papers 21060, National Bureau of Economic Research, Inc.
  13. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2014. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans," Finance and Economics Discussion Series 2014-96, Board of Governors of the Federal Reserve System (U.S.).
  14. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2013. "Defined Contribution Pension Plans: Sticky or Discerning Money?," NBER Working Papers 19569, National Bureau of Economic Research, Inc.
  15. Clemens Sialm & Zheng Sun & Lu Zheng, 2013. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," NBER Working Papers 19570, National Bureau of Economic Research, Inc.
  16. Clemens Sialm & T. Mandy Tham, 2011. "Spillover Effects in Mutual Fund Companies," NBER Working Papers 17292, National Bureau of Economic Research, Inc.
  17. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010. "Complex mortgages," Working Paper Series WP-2010-17, Federal Reserve Bank of Chicago.
  18. Clemens Sialm & Laura Starks, 2009. "Mutual Fund Tax Clienteles," NBER Working Papers 15327, National Bureau of Economic Research, Inc.
  19. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009. "Risk Shifting and Mutual Fund Performance," NBER Working Papers 14903, National Bureau of Economic Research, Inc.
  20. Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago.
  21. Clemens Sialm, 2006. "Investment Taxes and Equity Returns," NBER Working Papers 12146, National Bureau of Economic Research, Inc.
  22. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
  23. Clemens Sialm, 2005. "Tax Changes and Asset Pricing: Time-Series Evidence," NBER Working Papers 11756, National Bureau of Economic Research, Inc.
  24. Zoran Ivkovich & Clemens Sialm & Scott Weisbenner, 2004. "Portfolio Concentration and the Performance of Individual Investors," NBER Working Papers 10675, National Bureau of Economic Research, Inc.
  25. David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2004. "PIPE Dreams? The Performance of Companies Issuing Equity Privately," NBER Working Papers 11011, National Bureau of Economic Research, Inc.
  26. 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.
  27. Clemens Sialm, 2002. "Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium," NBER Working Papers 9301, National Bureau of Economic Research, Inc.
  28. James M. Poterba & John B. Shoven & Clemens Sialm, 2000. "Asset Location for Retirement Savers," NBER Working Papers 7991, National Bureau of Economic Research, Inc.
  29. John B. Shoven & Joel Dickson & Clemens Sialm, 2000. "Tax Externalities of Equity Mutual Funds," NBER Working Papers 7669, National Bureau of Economic Research, Inc.
  30. John B. Shoven & Clemens Sialm, 1999. "Asset Location in Tax-Deferred and Conventional Savings Accounts," NBER Working Papers 7192, National Bureau of Economic Research, Inc.

Articles

  1. Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm, 2022. "How Global Is Your Mutual Fund? International Diversification from Multinationals," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3337-3372.
  2. Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina, 2021. "Out of sight no more? The effect of fee disclosures on 401(k) investment allocations," Journal of Financial Economics, Elsevier, vol. 141(2), pages 644-668.
  3. Clemens Sialm & Zheng Sun & Lu Zheng, 2020. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4771-4810.
  4. Clemens Sialm & Hanjiang Zhang, 2020. "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 75(2), pages 735-777, April.
  5. Joseph Liberman & Clemens Sialm & Nathan Sosner & Lixin Wang, 2020. "The Tax Benefits of Separating Alpha from Beta," Financial Analysts Journal, Taylor & Francis Journals, vol. 76(1), pages 38-61, January.
  6. Demirci, Irem & Huang, Jennifer & Sialm, Clemens, 2019. "Government debt and corporate leverage: International evidence," Journal of Financial Economics, Elsevier, vol. 133(2), pages 337-356.
  7. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2018. "Destabilizing Financial Advice: Evidence from Pension Fund Reallocations," The Review of Financial Studies, Society for Financial Studies, vol. 31(10), pages 3720-3755.
  8. Clemens Sialm & Nathan Sosner, 2018. "Taxes, Shorting, and Active Management," Financial Analysts Journal, Taylor & Francis Journals, vol. 74(1), pages 88-107, February.
  9. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
  10. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2016. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Journal of Finance, American Finance Association, vol. 71(4), pages 1779-1812, August.
  11. Clemens Sialm & T. Mandy Tham, 2016. "Spillover Effects in Mutual Fund Companies," Management Science, INFORMS, vol. 62(5), pages 1472-1486, May.
  12. Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015. "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, vol. 70(2), pages 805-838, April.
  13. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2015. "Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes," American Economic Review, American Economic Association, vol. 105(5), pages 432-436, May.
  14. Clemens Sialm & Laura Starks, 2012. "Mutual Fund Tax Clienteles," Journal of Finance, American Finance Association, vol. 67(4), pages 1397-1422, August.
  15. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616.
  16. Clemens Sialm, 2009. "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, vol. 99(4), pages 1356-1383, September.
  17. David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2009. "Hedge Funds as Investors of Last Resort?," The Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 541-574, February.
  18. Ivković, Zoran & Sialm, Clemens & Weisbenner, Scott, 2008. "Portfolio Concentration and the Performance of Individual Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(3), pages 613-655, September.
  19. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
  20. Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, vol. 91(10), pages 2014-2040, November.
  21. Sialm, Clemens, 2006. "Stochastic taxation and asset pricing in dynamic general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 511-540, March.
  22. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.
  23. Shoven, John B. & Sialm, Clemens, 2004. "Asset location in tax-deferred and conventional savings accounts," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 23-38, January.
  24. Dickson, Joel M. & Shoven, John B. & Sialm, Clemens, 2000. "Tax Externalities of Equity Mutual Funds," National Tax Journal, National Tax Association;National Tax Journal, vol. 53(3), pages 607-628, September.

Chapters

  1. Gene Amromin & Jennifer Huang & Clemens Sialm, 2007. "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 2014-2040, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Journal Pages, Weighted by Simple Impact Factor
  18. Number of Journal Pages, Weighted by Recursive Impact Factor
  19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  21. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Network of Swiss Economists Abroad

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (9) 2013-11-02 2014-02-15 2014-02-15 2014-12-24 2015-08-19 2016-04-23 2020-08-31 2020-10-05 2023-01-09. Author is listed
  2. NEP-FIN: Finance (7) 1999-07-28 2000-05-16 2004-08-31 2004-09-30 2005-11-19 2005-11-19 2006-04-22. Author is listed
  3. NEP-FMK: Financial Markets (6) 2006-04-22 2006-09-16 2013-11-02 2020-09-07 2021-03-15 2021-08-23. Author is listed
  4. NEP-PBE: Public Economics (4) 2000-05-16 2002-11-04 2006-04-22 2015-04-11
  5. NEP-URE: Urban and Real Estate Economics (4) 2006-09-16 2011-01-03 2011-08-29 2021-06-21
  6. NEP-IFN: International Finance (3) 2020-09-07 2021-08-23 2023-01-23
  7. NEP-MAC: Macroeconomics (3) 2005-11-19 2006-04-22 2011-08-29
  8. NEP-RMG: Risk Management (3) 2004-08-31 2009-04-18 2021-08-23
  9. NEP-ACC: Accounting and Auditing (2) 2005-01-02 2009-09-11
  10. NEP-BAN: Banking (2) 2011-08-29 2023-01-23
  11. NEP-CFN: Corporate Finance (2) 2006-04-22 2017-04-23
  12. NEP-DEM: Demographic Economics (2) 2013-02-08 2014-02-15
  13. NEP-PUB: Public Finance (2) 2000-05-16 2006-04-22
  14. NEP-SOG: Sociology of Economics (2) 2014-02-15 2014-02-15
  15. NEP-BEC: Business Economics (1) 2004-08-31
  16. NEP-DGE: Dynamic General Equilibrium (1) 2002-11-04
  17. NEP-EEC: European Economics (1) 2017-04-23
  18. NEP-HIS: Business, Economic and Financial History (1) 2021-03-15
  19. NEP-ISF: Islamic Finance (1) 2021-08-23
  20. NEP-MON: Monetary Economics (1) 2023-01-23
  21. NEP-MST: Market Microstructure (1) 2016-04-23
  22. NEP-NET: Network Economics (1) 2016-04-23
  23. NEP-OPM: Open Economy Macroeconomics (1) 2021-08-23

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