Jennifer Lynch Koski
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- 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.
- Jennifer Lynch Koski & Jeffrey Pontiff, 1999. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 54(2), pages 791-816, April.
Cited by:
- Ali Lazrak & Jaksa Cvitanic & Tan Wang, 2008.
"Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings,"
Post-Print
hal-00485697, HAL.
- Cvitanic, Jaksa & Lazrak, Ali & Wang, Tan, 2008. "Implications of the Sharpe ratio as a performance measure in multi-period settings," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1622-1649, May.
- Roy, Suvra & Nguyen, Harvey & Visaltanachoti, Nuttawat, 2023. "Be nice to the air: Severe haze pollution and mutual fund risk," Global Finance Journal, Elsevier, vol. 58(C).
- Eriksen, Kristoffer W. & Kvaløy, Ola, 2014.
"Myopic risk-taking in tournaments,"
Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 37-46.
- Eriksen, Kristoffer & Kvaløy, Ola, 2012. "Myopic Risk Taking in Tournaments," UiS Working Papers in Economics and Finance 2012/13, University of Stavanger.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023.
"Burned by leverage? Flows and fragility in bond mutual funds,"
Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
- Deli, Daniel N. & Varma, Raj, 2002. "Closed-end versus open-end: the choice of organizational form," Journal of Corporate Finance, Elsevier, vol. 8(1), pages 1-27, January.
- Emmanuel Mamatzakis & Mike G. Tsionas, 2021. "Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model," Annals of Operations Research, Springer, vol. 299(1), pages 1203-1233, April.
- Raphael Boleslavsky & Bruce I. Carlin & Christopher Cotton, 2017.
"Competing for Capital: Auditing and Credibility in Financial Reporting,"
NBER Working Papers
23273, National Bureau of Economic Research, Inc.
- Bruce Carlin & Christopher Cotton & Raphael Boleslavsky, 2017. "Competing For Capital: Auditing And Credibility In Financial Reporting," Working Paper 1377, Economics Department, Queen's University.
- Kingsley Fong & David R. Gallagher & Aaron Ng, 2005. "The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk," International Review of Finance, International Review of Finance Ltd., vol. 5(1‐2), pages 1-29, March.
- Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2011.
"The Effects of Derivatives on Firm Risk and Value,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 967-999, August.
- Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2006. "The Effects of Derivatives on Firm Risk and Value," MPRA Paper 9831, University Library of Munich, Germany, revised 24 Jul 2008.
- Jonathan B. Berk & Richard C. Green, 2004.
"Mutual Fund Flows and Performance in Rational Markets,"
Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1269-1295, December.
- Jonathan B. Berk & Richard C. Green, 2002. "Mutual Fund Flows and Performance in Rational Markets," FAME Research Paper Series rp100, International Center for Financial Asset Management and Engineering.
- 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.
- Luo, Di & Farag, Hisham, 2024. "ESG and aggregate disagreement," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- 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.
- José M. Marín & Thomas A. Rangel, 2007. "The use of derivatives in the spanish mutual fund industry," Working Papers 2007-22, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024. "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 31-50, February.
- Kee‐Hong Bae & Junesuh Yi, 2008. "The Impact of the Short‐Short Rule Repeal on the Timing Ability of Mutual Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 969-997, September.
- Fricke, Daniel, 2021.
"Synthetic Leverage and Fund Risk-Taking,"
ESRB Working Paper Series
126, European Systemic Risk Board.
- Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
- Lannoo, Karel & Thomadakis, Apostolos, 2020. "Derivatives in Sustainable Finance," ECMI Papers 29791, Centre for European Policy Studies.
- Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
- Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2005.
"Yet another look at mutual fund tournaments,"
Other publications TiSEM
18f339f2-5cf9-4e35-9440-9, Tilburg University, School of Economics and Management.
- Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J. M., 2005. "Yet another look at mutual fund tournaments," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 127-137, January.
- Pennings, Joost M. E., 2002. "Pulling the trigger or not: Factors affecting behavior of initiating a position in derivatives markets," Journal of Economic Psychology, Elsevier, vol. 23(2), pages 263-278, April.
- International Monetary Fund, 2004. "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," IMF Working Papers 2004/131, International Monetary Fund.
- Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
- Ashiq Ali & Mark A. Trombley, 2006. "Short Sales Constraints and Momentum in Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3‐4), pages 587-615, April.
- Xia, Mingli & Zhu, Guangfeng, 2024. "The importance of intellectual property: Analyzing the impact of resource efficiency improvements in the mineral sector," Resources Policy, Elsevier, vol. 91(C).
- Rakowski, David & Shirley, Sara E. & Stark, Jeffrey R., 2017. "Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 91-107.
- Arik Ben Dor & Ravi Jagannathan, 2002.
"Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis,"
NBER Working Papers
9111, National Bureau of Economic Research, Inc.
- Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005. "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108, World Scientific Publishing Co. Pte. Ltd..
- Benoît Dewaele & Iliya Markov & Hugues Pirotte & N. Tuchschmid, 2011. "Does manager offshore experience count in the alternative UCITS universe?," Working Papers CEB 11-060, ULB -- Universite Libre de Bruxelles.
- 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.
- Alexander Kempf & Stefan Ruenzi, 2008.
"Tournaments in Mutual-Fund Families,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 1013-1036, April.
- Kempf, Alexander & Ruenzi, Stefan, 2004. "Tournaments in mutual fund families," CFR Working Papers 04-02, University of Cologne, Centre for Financial Research (CFR).
- Alexander Kempf & Stefan Ruenzi, 2004. "Tournaments in Mutual Fund Families," Finance 0404011, University Library of Munich, Germany.
- Pedro Barroso & Jurij-Andrei Reichenecker & Marco J. Menichetti, 2022. "Hedging with an Edge: Parametric Currency Overlay," Management Science, INFORMS, vol. 68(1), pages 669-689, January.
- Stulz, Rene M., 2007.
"Hedge Funds: Past, Present, and Future,"
Working Paper Series
2007-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- René M. Stulz, 2007. "Hedge Funds: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 175-194, Spring.
- Fiedor, Paweł & Killeen, Neill, 2019.
"Securisation special purpose entities, bank sponsors and derivatives,"
ESRB Working Paper Series
99, European Systemic Risk Board.
- Fiedor, Paweł & Killeen, Neill, 2021. "Securitisation special purpose entities, bank sponsors and derivatives," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Fiedor, Pawel & Killeen, Neill, 2019. "Securitisation special purpose entities, bank sponsors and derivatives," Research Technical Papers 5/RT/19, Central Bank of Ireland.
- Bank for International Settlements, 2003. "Incentive structures in institutional asset management and their implications for financial markets," CGFS Papers, Bank for International Settlements, number 21, October –.
- Shiu, Yung-Ming, 2020. "How does reinsurance and derivatives usage affect financial performance? Evidence from the UK non-life insurance industry," Economic Modelling, Elsevier, vol. 88(C), pages 376-385.
- Igan, Deniz & Pinheiro, Marcelo, 2016.
"Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets,"
Journal of Financial Transformation, Capco Institute, vol. 43, pages 144-157.
- Ms. Deniz O Igan & Marcelo Pinheiro, 2015. "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," IMF Working Papers 2015/198, International Monetary Fund.
- Michael Weber, 2016.
"Cash Flow Duration and the Term Structure of Equity Returns,"
NBER Working Papers
22520, National Bureau of Economic Research, Inc.
- Michael Weber & Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series 6043, CESifo.
- Weber, Michael, 2018. "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, vol. 128(3), pages 486-503.
- Terry Hallahan & Robert Faff & Karen Benson, 2008. "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 33(3), pages 205-220, June.
- Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009.
"Risk Shifting and Mutual Fund Performance,"
NBER Working Papers
14903, National Bureau of Economic Research, Inc.
- 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.
- Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000.
"Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives,"
Discussion Paper
2000-94, Tilburg University, Center for Economic Research.
- Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Other publications TiSEM 41aeada1-3d53-4828-bfae-2, Tilburg University, School of Economics and Management.
- Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
- Salganik, G., 2010. "Essays on investment flows of hedge fund and mutual fund investors," Other publications TiSEM e5953fbe-064e-4647-9353-0, Tilburg University, School of Economics and Management.
- Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001.
"On the Empirical Evidence of Mutual Fund Strategic Risk Taking,"
Discussion Paper
2001-9, Tilburg University, Center for Economic Research.
- Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Other publications TiSEM 2ee60de2-d2c5-49a1-aa78-7, Tilburg University, School of Economics and Management.
- Mikhail Simutin, 2014. "Cash Holdings and Mutual Fund Performance," Review of Finance, European Finance Association, vol. 18(4), pages 1425-1464.
- Sheng, Jiliang & Wang, Jian & Wang, Xiaoting & Yang, Jun, 2014. "Asymmetric contracts, cash flows and risk taking of mutual funds," Economic Modelling, Elsevier, vol. 38(C), pages 435-442.
- Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
- Kempf, Alexander & Ruenzi, Stefan & Thiele, Tanja, 2008.
"Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry,"
CFR Working Papers
07-02, University of Cologne, Centre for Financial Research (CFR).
- Kempf, Alexander & Ruenzi, Stefan & Thiele, Tanja, 2009. "Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 92(1), pages 92-108, April.
- Harrison Hong & David A. Sraer, 2016.
"Speculative Betas,"
Journal of Finance, American Finance Association, vol. 71(5), pages 2095-2144, October.
- Harrison Hong & David Sraer, 2012. "Speculative Betas," NBER Working Papers 18548, National Bureau of Economic Research, Inc.
- DeVault, Luke & Turtle, H.J. & Wang, Kainan, 2021. "Blessing or curse? Institutional investment in leveraged ETFs," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Da‐Hea Kim, 2022. "Investment horizon and option market activity," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 923-958, May.
- Adam, Tim & Güttler, André, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," SFB 649 Discussion Papers 2015-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Li, Ying & Holland, A. Steven & Kazemi, Hossein B., 2019. "Duration of poor performance and risk shifting by hedge fund managers," Global Finance Journal, Elsevier, vol. 40(C), pages 35-47.
- Antonio Scalia & Benjamin Sahel, 2012.
"Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management,"
Temi di discussione (Economic working papers)
840, Bank of Italy, Economic Research and International Relations Area.
- Sahel, Benjamin & Scalia, Antonio, 2011. "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series 1377, European Central Bank.
- Martin, Thorsten & Sonnenburg, Florian, 2015. "Managerial ownership changes and mutual fund performance," CFR Working Papers 16-03, University of Cologne, Centre for Financial Research (CFR).
- Cici, Gjergji & Palacios, Luis-Felipe, 2015. "On the use of options by mutual funds: Do they know what they are doing?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 157-168.
- Chune Young Chung & Doojin Ryu & Kainan Wang & Blerina Bela Zykaj, 2018. "Optionable Stocks and Mutual Fund Performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(3), pages 390-412, March.
- Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
- Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001.
"Breadth of Ownership and Stock Returns,"
NBER Working Papers
8151, National Bureau of Economic Research, Inc.
- Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002. "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 171-205.
- Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000.
"Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices,"
NBER Working Papers
7687, National Bureau of Economic Research, Inc.
- Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001. "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, vol. 61(3), pages 345-381, September.
- Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO.
- Juan-Pedro Gómez & Tridib Sharma, 2003.
"Portfolio delegation under short-selling constraints,"
Economics Working Papers
695, Department of Economics and Business, Universitat Pompeu Fabra.
- Juan-Pedro Gómez & Tridib Sharma, 2006. "Portfolio delegation under short-selling constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(1), pages 173-196, May.
- Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," Levine's Bibliography 122247000000000861, UCLA Department of Economics.
- Li Lin & Didier Sornette, 2009. "Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times," Papers 0911.1921, arXiv.org.
- Mark Aguiar & Gita Gopinath, 2004.
"Defaultable debt, interest rates and the current account,"
Working Paper Series
2004-31, Federal Reserve Bank of San Francisco.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers 04-5, Federal Reserve Bank of Boston.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable Debt, Interest Rates and the Current Account," NBER Working Papers 10731, National Bureau of Economic Research, Inc.
- 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.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Vikash Ramiah & Imad Moosa & Ben O'Neill & Milica Backulja & Amel Yacoub & Terry Hallahan & John Vaz, 2012. "Tournament behaviour in Malaysian managed funds," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(4), pages 381-399, September.
- Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024. "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, vol. 59(C).
- Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, University Library of Munich, Germany.
- Kaveh Moradi Dezfouli & Lawrence Kryzanowski, 2016. "Derivatives, Short Selling and US Equity and Bond Mutual Funds," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-44, March.
- Emmanuel Mamatzakis & Mike Tsionas, 2018. "A Bayesian dynamic model to test persistence in funds' performance," Working Paper series 18-23, Rimini Centre for Economic Analysis.
- Harrison Hong & David Sraer, 2012.
"Quiet Bubbles,"
NBER Working Papers
18547, National Bureau of Economic Research, Inc.
- Hong, Harrison & Sraer, David, 2013. "Quiet bubbles," Journal of Financial Economics, Elsevier, vol. 110(3), pages 596-606.
- Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley, 2019.
"The counterparty risk exposure of ETF investors,"
Journal of Banking & Finance, Elsevier, vol. 102(C), pages 215-230.
- Christophe Hurlin & Grégoire Iseli & Christophe Pérignon & Stanley Yeung, 2019. "The counterparty risk exposure of ETF investors," Post-Print hal-03579305, HAL.
- Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung, 2014. "The Counterparty Risk Exposure of ETF Investors," Working Papers halshs-01023807, HAL.
- Martin Kapons & Peter Kelly & Robert Stoumbos & Rafael Zambrana, 2023. "Dividends, trust, and firm value," Review of Accounting Studies, Springer, vol. 28(3), pages 1354-1387, September.
- Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
- Aymen Karoui & Iwan Meier, 2015. "A note on sorting bias correction in regression-based mutual fund tournament tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 21-29, February.
- Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming, 2020. "Interest rate derivatives and risk exposure: Evidence from the life insurance industry," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Michail Anthropelos & Tianran Geng & Thaleia Zariphopoulou, 2020. "Competition in Fund Management and Forward Relative Performance Criteria," Papers 2011.00838, arXiv.org.
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007.
"Dynamic Risk Exposure in Hedge Funds,"
Working Papers
2007_17, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
- Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017. "Management of flow risk in mutual funds," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 31-56, January.
- Karen L. Benson & Robert W. Faff & John Nowland, 2007. "Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers?," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 271-292, December.
- Johnson, Lewis D. & Yu, Wayne W., 2004. "An analysis of the use of derivatives by the Canadian mutual fund industry," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 947-970, October.
- Bartram, Söhnke M., 2019. "Corporate hedging and speculation with derivatives," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 9-34.
- Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August.
- Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2020. "ETF use among actively managed mutual fund portfolios," Journal of Financial Markets, Elsevier, vol. 51(C).
- Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y., 2007. "Hedge funds for retail investors? An examination of hedged mutual funds," CFR Working Papers 07-04, University of Cologne, Centre for Financial Research (CFR).
- 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.
- Fernando Broner & Gaston Gelos & Carmen M. Reinhart, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Working Paper Series 2004-28, Federal Reserve Bank of San Francisco.
- Fernando Broner & Gaston Gelos & Carmen M. Reinhart, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Proceedings, Federal Reserve Bank of San Francisco, issue Jun, pages 1-34.
- 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.
- Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2005. "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," Working Papers 207, Barcelona School of Economics.
- 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.
- Aragon, George O. & Spencer Martin, J., 2012. "A unique view of hedge fund derivatives usage: Safeguard or speculation?," Journal of Financial Economics, Elsevier, vol. 105(2), pages 436-456.
- Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2017. "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 48-64.
- Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
- Edouard Nouvellon & Hugues Pirotte, 2021. "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 277-290, July.
- Anthony Tay & Jacques Olivier, 2008.
"Time-Varying Incentives in the Mutual Fund Industry,"
Working Papers
10-2008, Singapore Management University, School of Economics, revised Jun 2008.
- Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers 6893, C.E.P.R. Discussion Papers.
- Lukas Menkhoff, 2002. "Institutional Investors: The External Costs of a Successful Innovation," Journal of Economic Issues, Taylor & Francis Journals, vol. 36(4), pages 907-933, December.
- Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "How To Group Market Participants? Heterogeneity In Hedging Behavior," 2003 Annual meeting, July 27-30, Montreal, Canada 21963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Dubofsky, David A., 2010. "Mutual fund portfolio trading and investor flow," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 802-812, April.
- Diane Del Guercio & Paula A. Tkac, 2000. "The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds," FRB Atlanta Working Paper 2000-21, Federal Reserve Bank of Atlanta.
- Cheung, Stephen L. & Coleman, Andrew, 2012.
"League-Table Incentives and Price Bubbles in Experimental Asset Markets,"
Working Papers
2012-13, University of Sydney, School of Economics.
- Cheung, Stephen L. & Coleman, Andrew, 2011. "League-Table Incentives and Price Bubbles in Experimental Asset Markets," IZA Discussion Papers 5704, Institute of Labor Economics (IZA).
- Debapriya Jojo Paul & Julia Henker & Sian Owen, 2019. "The aggregate impacts of tournament incentives in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(2), pages 441-476, June.
- Juan C. Matallín‐Sáez, 2006. "Seasonality, Market Timing and Performance Amongst Benchmarks and Mutual Fund Evaluation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1484-1507, November.
- Harrison Hong & José Scheinkman & Wei Xiong, 2006.
"Asset Float and Speculative Bubbles,"
Journal of Finance, American Finance Association, vol. 61(3), pages 1073-1117, June.
- Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," NBER Working Papers 11367, National Bureau of Economic Research, Inc.
- Galkiewicz, Dominika Paula, 2014. "Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds," Discussion Papers in Economics 24445, University of Munich, Department of Economics.
- Hyung-Suk Choi & Doojin Ryu & Sangik Seok, 2017. "The turn-of-the-year effect in mutual fund flows," Risk Management, Palgrave Macmillan, vol. 19(2), pages 131-157, May.
- A. Joseph Warburton & Michael Simkovic, 2019. "Mutual Funds that Borrow," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 16(4), pages 767-806, December.
- Wei Jiang & Jitao Ou & Zhongyan Zhu, 2021. "Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk," Journal of Finance, American Finance Association, vol. 76(2), pages 537-586, April.
- Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2014. "Trading activity in the equity market and its contingent claims: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 13-35.
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"Spillover Effects in Mutual Fund Companies,"
Management Science, INFORMS, vol. 62(5), pages 1472-1486, May.
- Clemens Sialm & T. Mandy Tham, 2011. "Spillover Effects in Mutual Fund Companies," NBER Working Papers 17292, National Bureau of Economic Research, Inc.
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- Adam, Tim & Guettler, Andre, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 204-214.
- Stephen L. Cheung & Andrew Coleman, 2014. "Relative Performance Incentives and Price Bubbles in Experimental Asset Markets," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 345-363, October.
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"Currency Management by International Fixed‐Income Mutual Funds,"
Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
- Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
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Articles
- Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019.
"Do upgrades matter? Evidence from trading volume,"
Journal of Financial Markets, Elsevier, vol. 43(C), pages 54-77.
Cited by:
- Quan M. P. Nguyen & Hung Xuan Do & Alexander Molchanov & Lily Nguyen & Nhut H. Nguyen, 2024. "Asymmetric trading responses to credit rating announcements from issuer‐ versus investor‐paid rating agencies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 51(1-2), pages 84-112, January.
- Jun Zhang, 2019. "Is options trading informed? Evidence from credit rating change announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1085-1106, September.
- Melissa Woodley & Peter DaDalt & John R. Wingender, 2020. "The price and volume response to earnings announcements in the corporate bond market," The Financial Review, Eastern Finance Association, vol. 55(4), pages 669-696, November.
- Kim, Junwoo & Kim, Robert & Kim, Sangwan, 2020. "Does financial statement comparability mitigate delayed trading volume before earnings announcements?," Journal of Business Research, Elsevier, vol. 107(C), pages 62-75.
- Kathryn L Dewenter & Xi Han & Jennifer L Koski, 2018.
"Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion [Equity returns and integration: is Europe changing?],"
Review of Finance, European Finance Association, vol. 22(6), pages 2037-2071.
Cited by:
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023.
"Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century,"
Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 17(2), pages 261-299, May.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023. "Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century," Post-Print halshs-03761767, HAL.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023. "Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century," PSE-Ecole d'économie de Paris (Postprint) halshs-03761767, HAL.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023.
"Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century,"
Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 17(2), pages 261-299, May.
- Tyler R. Henry & Jennifer L. Koski, 2017.
"Ex-Dividend Profitability and Institutional Trading Skill,"
Journal of Finance, American Finance Association, vol. 72(1), pages 461-494, February.
Cited by:
- Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021. "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Felix Kreidl, 2020. "Stock-Market Behavior on Ex-Dates: New Insights from German Stocks with Tax-Free Dividend," IJFS, MDPI, vol. 8(3), pages 1-21, September.
- Kim, Hyeong Joon & Han, Seung Hun, 2019. "Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 331-348.
- Rösch, Dominik, 2021. "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, vol. 142(1), pages 195-213.
- Thiess Buettner & Carolin Holzmann & Felix Kreidl & Hendrik Scholz, 2020. "Withholding-tax non-compliance: the case of cum-ex stock-market transactions," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 27(6), pages 1425-1452, December.
- Han-ching Huang & Yong-chern Su & Hsin-Pei Tu, 2018. "Illiquid Trades on Investment Banks in Financial Crisis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(5), pages 1-5.
- Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.
- Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
- Bastian Schulz, 2021. "The Cum-ex Case: A Look at Germany," ACTA VSFS, University of Finance and Administration, vol. 15(1), pages 49-62.
- Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022. "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, vol. 139(C).
- Dixon, Peter N. & Fox, Corbin A. & Kelley, Eric K., 2021. "To own or not to own: Stock loans around dividend payments," Journal of Financial Economics, Elsevier, vol. 140(2), pages 539-559.
- Tyler R. Henry & Jennifer L. Koski, 2010.
"Short Selling Around Seasoned Equity Offerings,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(12), pages 4389-4418, December.
Cited by:
- Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom, 2016. "Assessing the information content of short-selling metrics using daily disclosures," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 188-204.
- Ni, Xiaoran & Xu, Hongmei, 2023. "Are short selling threats beneficial to creditors? Insights from corporate default risk," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
- Takahashi, Hidetomo & Xu, Peng, 2016. "Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225," Journal of Financial Markets, Elsevier, vol. 27(C), pages 132-146.
- Nicholas Pricha & Sean Foley & Graham Partington & Jiri Svec, 2016. "Underwritten Dividend Reinvestment Plans and Conflicts of Interest," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 43(9-10), pages 1361-1384, October.
- Charoenwong, Charlie & Ding, David K. & Wang, Ping, 2013. "Short sales constraint and SEO pricing," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 107-118.
- Eunju Lee, 2016. "Short selling and market mispricing," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 797-833, October.
- Benjamin Blau & Tyler J. Brough, 2012. "Concentrated short‐selling activity: bear raids or contrarian trading?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 187-203, June.
- Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
- Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015. "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 203-219.
- Hackney, John & Henry, Tyler R. & Koski, Jennifer L., 2020. "Arbitrage vs. informed short selling: Evidence from convertible bond issuers," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
- Stivers, Chris & Sun, Licheng & Saha, Sounak, 2024. "Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases," Journal of Financial Markets, Elsevier, vol. 67(C).
- Lee, Eunju & Piqueira, Natalia, 2017. "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, vol. 33(C), pages 75-101.
- Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018. "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, vol. 37(C), pages 70-96.
- Vincent J. Intintoli & Shrikant P. Jategaonkar & Kathleen M. Kahle, 2014. "The Effect of Demand for Shares on the Timing and Underpricing of Seasoned Equity Offers," Financial Management, Financial Management Association International, vol. 43(1), pages 61-86, March.
- Wang, Yuchen & Wang, Xiaoming, 2023. "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, vol. 120(C).
- He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2016. "Equity issues and the impact of lead manager affiliation on broker market share and trading volume," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 17-33.
- Sigaux, Jean-David, 2024. "Trading ahead of treasury auctions," Journal of Banking & Finance, Elsevier, vol. 158(C).
- Amelia Pais & Philip A. Stork, 2013. "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers 13-186/IV/DSF68, Tinbergen Institute.
- Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022. "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 581-614, February.
- Gao, Shenghao & Liu, Jinzhao & Zhang, Qi & Zhou, Jun, 2023. "Stock hyping before auction-style SEOs: Are primary market investors misled?," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 123-140.
- Henk Berkman & Michael McKenzie & Patrick Verwijmeren, 2013. "Hole in the Wall: Informed Short Selling ahead of Private Placements," Tinbergen Institute Discussion Papers 13-153/IV/DSF62, Tinbergen Institute.
- Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018. "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 268-292, April.
- Xufeng Liu & Die Wan, 2022. "Does short‐selling affect mutual fund shareholdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1887-1923, April.
- Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Nguyen, Hong Thoa, 2023. "Short-selling threats and bank risk-taking: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 150(C).
- R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
- Akhigbe, Aigbe & Whyte, Ann Marie, 2015. "SEO announcement returns and internal capital market efficiency," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 271-283.
- Khan, Mostafa Saidur Rahim & Bremer, Marc & Kato, Hideaki Kiyoshi, 2018. "Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 48(C), pages 85-96.
- Blau, Benjamin M. & Tew, Philip L., 2014. "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, vol. 20(C), pages 79-100.
- Dai, Rui & Ng, Lilian & Zaiats, Nataliya, 2022. "Short seller attention," Journal of Corporate Finance, Elsevier, vol. 72(C).
- Sigaux, Jean-David, 2018. "Trading ahead of treasury auctions," Working Paper Series 2208, European Central Bank.
- Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012. "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper 42566, University Library of Munich, Germany.
- Foley, Sean & Kwan, Amy & Low, Siyuan Adrian & Svec, Jiri, 2018. "The rise before the close: Underwriter trading around SEOs," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 221-235.
- Zhang, Xiaotao & Yu, Yicun & Cao, Yi & Hao, Jing, 2024. "Margin trading and value relevance of earnings: Evidence from China," Finance Research Letters, Elsevier, vol. 61(C).
- Chemmanur, Thomas J. & He, Shan & Hu, Gang, 2009. "The role of institutional investors in seasoned equity offerings," Journal of Financial Economics, Elsevier, vol. 94(3), pages 384-411, December.
- Gustafson, Matthew T. & Iliev, Peter, 2017. "The effects of removing barriers to equity issuance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 580-598.
- John R. Busenbark & Donald Lange & S. Trevis Certo, 2017. "Foreshadowing as Impression Management: Illuminating the Path for Security Analysts," Strategic Management Journal, Wiley Blackwell, vol. 38(12), pages 2486-2507, December.
- Hao, (Grace) Qing, 2016. "Is there information leakage prior to share repurchase announcements? Evidence from daily options trading," Journal of Financial Markets, Elsevier, vol. 27(C), pages 79-101.
- Francis, Bill B. & Samuel, Gilna & Wu, Qiang, 2023. "The impact of short selling on dividend smoothing," Journal of Financial Stability, Elsevier, vol. 65(C).
- Ethan Watson & Mary C. Funck, 2012. "A cloudy day in the market: short selling behavioural bias or trading strategy," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 238-255, June.
- Chakrabarty, Bidisha & Shkilko, Andriy, 2013. "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1560-1572.
- Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
- Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad, 2023. "Surprise in short interest," Journal of Financial Markets, Elsevier, vol. 65(C).
- Meng, Qingbin & Li, Xinyu & Chan, Kam C. & Gao, Shenghao, 2020. "Does short selling affect a firm's financial constraints?," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Deng, Xiaohu & Gao, Lei, 2018. "The monitoring of short selling: Evidence from China," Research in International Business and Finance, Elsevier, vol. 43(C), pages 68-78.
- He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
- Autore, Don M. & Hutton, Irena & Jiang, Danling & Outlaw, Dominque G., 2018. "Short interest as a signal to issue equity," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 797-815.
- Outlaw, Dominique, 2023. "Frenzied buyers and sophisticated sellers: How short sellers trade individual investors’ most purchased stocks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
- Charles M. Jones & Adam V. Reed & William Waller, 2016. "Revealing Shorts An Examination of Large Short Position Disclosures," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3278-3320.
- Gibbs, Michael & Hao, (Grace) Qing, 2018. "Short selling around the expiration of IPO share lockups," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 30-43.
- Hu, Ting & Chi, Yanzhe, 2019. "Can short selling activity predict the future returns of non-shortable peer firms?," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 165-185.
- Robert Hull & Sungkyu Kwak & Rosemary Walker, 2014. "Hedge fund attributes and volatility around equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 359-382, July.
- Feng, Xunan & Chan, Kam C., 2016. "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, vol. 59(C), pages 131-142.
- Autore, Don M. & Gehy, Dominique, 2013. "Changing the rules again: Short selling in connection with public equity offers," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1974-1985.
- Vivian W. Fang & Allen H. Huang & Jonathan M. Karpoff, 2016. "Short Selling and Earnings Management: A Controlled Experiment," Journal of Finance, American Finance Association, vol. 71(3), pages 1251-1294, June.
- Zhou, Yankun & Tang, Taijie & Luo, Le, 2023. "Is corporate environmental investment a strategic risk management tool? Evidence from short selling threats," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Deshmukh, Sanjay & Gamble, Keith Jacks & Howe, Keith M., 2017. "Informed short selling around SEO announcements," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 121-138.
- Kahraman, Bige & Pachare, Salil, 2018. "Show us your shorts!," CEPR Discussion Papers 12658, C.E.P.R. Discussion Papers.
- Lin, Mei-Chen & Chou, Meng Ping, 2023. "Do individuals and institutions make different short selling strategies around the 52-week highs?," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 386-407.
- Callen, Jeffrey L. & Fang, Xiaohua, 2015. "Short interest and stock price crash risk," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 181-194.
- Wang, Heng Emily & Wang, Qin Emma & Wu, Wentao, 2022. "Short selling surrounding data breach announcements," Finance Research Letters, Elsevier, vol. 47(PB).
- Clinton, Sarah B. & White, Joshua T. & Woidtke, Tracie, 2014. "Differences in the information environment prior to seasoned equity offerings under relaxed disclosure regulation," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 59-78.
- Wang, Shu-Feng, 2023. "Return predictability of short-selling and financial distress firms: Evidence from Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Ni, Xiaoran & Yin, Sirui, 2020. "The unintended real effects of short selling in an emerging market," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Jennifer L. Koski, 2007.
"Does Volatility Decrease After Reverse Stock Splits?,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(2), pages 217-235, June.
Cited by:
- Jae-Kwang Hwang & Young Dimkpah & Alex Ogwu, 2012. "Do Reverse Stock Splits Benefit Long-term Shareholders?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(4), pages 439-449, November.
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"Volatility, autocorrelations, and trading activity after stock splits,"
Journal of Financial Markets, Elsevier, vol. 4(2), pages 163-184, April.
Cited by:
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- Erik Devos & William B. Elliott & Richard S. Warr, 2018. "The Propensity to Split and CEO Compensation," Financial Management, Financial Management Association International, vol. 47(1), pages 105-129, March.
- Chen, Chun-nan & Wu, Chunchi, 2009. "Small trades and volatility increases after stock splits," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 592-610, October.
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- Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0008, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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- Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim, 2009. "The UK equity market around the ex-split date," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 534-549, July.
- Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A., 2002. "The change in trading activity on volatility and adverse selection component: evidence from ADR splits," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 323-345.
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- Tut, DANIEL, 2024. "Bitcoin, speculative sentiments and crypto-assets valuation," MPRA Paper 120866, University Library of Munich, Germany.
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- He, Yan & Lin, Hai & Wang, Junbo & Wu, Chunchi, 2009. "Price discovery in the round-the-clock U.S. Treasury market," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 464-490, July.
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"Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading,"
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- Gabriel Desgranges & Celine Rochon, 2008. "Conformism, Public News and Market Effciency," OFRC Working Papers Series 2008fe16, Oxford Financial Research Centre.
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"A Review of IPO Activity, Pricing, and Allocations,"
Journal of Finance, American Finance Association, vol. 57(4), pages 1795-1828, August.
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- Jay Ritter & Ivo Welch, 2002. "A Review of IPO Activity, Pricing and Allocations," Yale School of Management Working Papers ysm258, Yale School of Management, revised 01 Apr 2002.
- Jay Ritter & Ivo Welch, 2002. "A Review of IPO Activity, Pricing and Allocations," Yale School of Management Working Papers ysm258, Yale School of Management, revised 01 Apr 2002.
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- Kamara, Avraham & Koski, Jennifer Lynch, 2001. "Volatility, autocorrelations, and trading activity after stock splits," Journal of Financial Markets, Elsevier, vol. 4(2), pages 163-184, April.
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