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Informative fund size, managerial skill, and investor rationality

Citations

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Cited by:

  1. Kiran Paudel & Atsuyuki Naka, 2023. "Effects of size on the exchange-traded funds performance," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 474-484, October.
  2. Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can Machine Learning Help to Select Portfolios of Mutual Funds?," Working Papers 1245, Barcelona School of Economics.
  3. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
  4. Angelidis, Timotheos & Babalos, Vassilios & Fessas, Michalis, 2021. "The economic gain of being small in the mutual fund industry: U.S. and international evidence," International Review of Financial Analysis, Elsevier, vol. 77(C).
  5. Richard Evans & Javier Gil‐Bazo & Marc Lipson, 2024. "Mutual fund performance and manager assets: The negative effect of outside holdings," Financial Management, Financial Management Association International, vol. 53(1), pages 3-29, March.
  6. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020. "Fund tradeoffs," Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
  7. Lu, Shuai & Li, Shouwei & Zhou, Wei & Yang, Wenke, 2022. "Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?," Energy Economics, Elsevier, vol. 109(C).
  8. Maurice McCourt, 2022. "Permanent private equity: Market performance and transactions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 339-383, June.
  9. Ibert, Markus, 2023. "What do mutual fund managers’ private portfolios tell us about their skills?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  10. Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020. "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers 15548, C.E.P.R. Discussion Papers.
  11. Yang Song, 2020. "The Mismatch Between Mutual Fund Scale and Skill," Journal of Finance, American Finance Association, vol. 75(5), pages 2555-2589, October.
  12. Alexander Dyck & Paulo Manoel & Adair Morse, 2022. "Outraged by Compensation: Implications for Public Pension Performance," The Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2928-2980.
  13. Giuseppe Galloppo, 2021. "Size," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 151-190, Springer.
  14. Puspita Ghaniy Anggraini & Mahfud Sholihin, 2023. "What do we know about managerial ability? A systematic literature review," Management Review Quarterly, Springer, vol. 73(1), pages 1-30, February.
  15. Rakowski, David & Yamani, Ehab, 2021. "Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 247-271.
  16. Wang, Cheng & Han, Jing, 2023. "Prospect theory and mutual fund flows: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  17. Choi, Hae Mi & Gupta-Mukherjee, Swasti, 2022. "Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees," Global Finance Journal, Elsevier, vol. 51(C).
  18. Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021. "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin 1937, DIW Berlin, German Institute for Economic Research.
  19. Wayne Ferson & Junbo L Wang, 2021. "A Panel Regression Approach to Holdings-Based Fund Performance Measures [Multiperiod performance persistence analysis of hedge funds]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 695-734.
  20. DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023. "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, vol. 150(3).
  21. Ling, Yun & Satchell, Stephen & Yao, Juan, 2023. "Decreasing returns to scale and skill in hedge funds," Journal of Banking & Finance, Elsevier, vol. 156(C).
  22. Dannhauser, Caitlin D. & Spilker, Harold D., 2023. "The Modern Mutual Fund Family," Journal of Financial Economics, Elsevier, vol. 148(1), pages 1-20.
  23. Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022. "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
  24. Kooli, Maher & Zhang, Min, 2022. "Not only skill but also scale: Evidence from the hedge funds industry," International Review of Financial Analysis, Elsevier, vol. 83(C).
  25. Ying Liao & Cuixia Li & Lei Jiang & Liang Peng, 2021. "Quantifying Diseconomies Of Scale For Mutual Funds," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 1-24, May.
  26. Jeffrey A. Busse & Tarun Chordia & Lei Jiang & Yuehua Tang, 2021. "Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance," Management Science, INFORMS, vol. 67(2), pages 1227-1248, February.
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