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Do Funds Make More When They Trade More?

Citations

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Cited by:

  1. Mohammad (Vahid) Irani & Hugh Hoikwang Kim, 2023. "The consequences of non‐trading institutional investors," Financial Management, Financial Management Association International, vol. 52(3), pages 433-481, September.
  2. Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
  3. Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023. "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 284-298, July.
  4. H. Pierre Hsieh & Imen Tebourbi & Wen‐Min Lu & Nai‐Yu Liu, 2020. "Mutual fund performance: The decision quality and capital magnet efficiencies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(5), pages 861-872, July.
  5. Michel Verlaine, 2022. "Behavioral finance and the architecture of the asset management industry," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1454-1476, December.
  6. Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018. "Unobserved Performance of Hedge Funds," Working Papers on Finance 1825, University of St. Gallen, School of Finance.
  7. Kong, Dongmin & Zhao, Zhao, 2024. "Overseas exposures, global events, and mutual fund performance," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 848-863.
  8. 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).
  9. Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
  10. Fabozzi, Frank J. & Klingler, Sven & Mølgaard, Pia & Nielsen, Mads Stenbo, 2021. "Active loan trading," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  11. Dallin M. Alldredge, 2020. "Institutional trading, investor sentiment, and lottery‐like stock preferences," The Financial Review, Eastern Finance Association, vol. 55(4), pages 603-624, November.
  12. Ratanabanchuen, Roongkiat & Saengchote, Kanis, 2020. "Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings," Finance Research Letters, Elsevier, vol. 32(C).
  13. Ha, Yeonjeong & Oh, Haejune, 2024. "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, vol. 59(C).
  14. Harrison Hong & Frank Weikai Li & Jiangmin Xu, 2016. "Climate Risks and Market Efficiency," NBER Working Papers 22890, National Bureau of Economic Research, Inc.
  15. Kim, Yongjin & Kuehn, Lars-Alexander & Li, Kai, 2024. "Learning about the consumption risk exposure of firms," Journal of Financial Economics, Elsevier, vol. 152(C).
  16. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020. "Fund tradeoffs," Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
  17. 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.
  18. Qin, Nan & Wang, Ying, 2021. "Does portfolio concentration affect performance? Evidence from corporate bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 123(C).
  19. Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024. "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, vol. 154(C).
  20. Fulkerson, Jon A. & Riley, Timothy B., 2019. "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 1-16.
  21. Yang Song, 2020. "The Mismatch Between Mutual Fund Scale and Skill," Journal of Finance, American Finance Association, vol. 75(5), pages 2555-2589, October.
  22. Dahlquist, Magnus & Odegaard, Bernt Arne, 2018. "A Review of Norges Bank's Active Management of the Government Pension Fund Global," UiS Working Papers in Economics and Finance 2018/1, University of Stavanger.
  23. Giuseppe Galloppo, 2021. "Size," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 151-190, Springer.
  24. Magnus Blomkvist & Johannes Kortekangas & Hitesh Vyas, 2021. "Credit rating levels and acquisitions: the European evidence," Economics Bulletin, AccessEcon, vol. 41(2), pages 222-233.
  25. Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020. "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, vol. 287(2), pages 653-667.
  26. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers 12195, C.E.P.R. Discussion Papers.
  27. Magnus Blomkvist & Johannes Kortekangas & Hitesh Vyas, 2021. "Credit Rating Levels and Acquisitions: The European Evidence," Post-Print hal-03196701, HAL.
  28. Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
  29. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024. "Dual effects of investor sentiment and uncertainty in financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 300-315.
  30. Xing Gao & Daniel Ladley, 2022. "Noise trading and market stability," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1283-1301, October.
  31. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  32. Akbari, Amir & Krystyniak, Karolina, 2021. "Government real estate interventions and the stock market," International Review of Financial Analysis, Elsevier, vol. 75(C).
  33. Omori, Kozo & Kitamura, Tomoki, 2023. "Investor response to Morningstar's ratings, category information, and alpha in the Japanese mutual fund market," International Review of Financial Analysis, Elsevier, vol. 89(C).
  34. Guofu Zhou, 2018. "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 239-259, November.
  35. Keswani, Aneel & Medhat, Mamdouh & Miguel, Antonio F. & Ramos, Sofia B., 2020. "Uncertainty avoidance and mutual funds," Journal of Corporate Finance, Elsevier, vol. 65(C).
  36. Miguel, António F. & Chen, Yihao, 2021. "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, vol. 78(C).
  37. Artiga González, Tanja & van Lelyveld, Iman & Lučivjanská, Katarína, 2020. "Pension fund equity performance: Patience, activity or both?," Journal of Banking & Finance, Elsevier, vol. 115(C).
  38. Cici, Gjergji & Zhang, Pei (Alex), 2021. "On the valuation skills of corporate bond mutual funds," CFR Working Papers 21-05, University of Cologne, Centre for Financial Research (CFR).
  39. Doron Avramov & Si Cheng & Allaudeen Hameed, 2020. "Mutual Funds and Mispriced Stocks," Management Science, INFORMS, vol. 66(6), pages 2372-2395, June.
  40. Livingston, Miles & Yao, Ping & Zhou, Lei, 2019. "The volatility of mutual fund performance," Journal of Economics and Business, Elsevier, vol. 104(C), pages 1-1.
  41. Tanja Artiga Gonzalez & Iman van Lelyveld & Katarina Lucivjanska, 2018. "Pension fund equity performance: Patience, activity or both?," DNB Working Papers 606, Netherlands Central Bank, Research Department.
  42. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
  43. Swasti Gupta‐Mukherjee & Ankur Pareek, 2020. "Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance," Financial Management, Financial Management Association International, vol. 49(4), pages 1083-1125, December.
  44. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.
  45. Fröberg, Emelie & Halling, Michael, 2024. "Do investors benefit from MiFID II unbundling?," Journal of Corporate Finance, Elsevier, vol. 87(C).
  46. Marco Ceccarelli & Stefano Ramelli & Alexander F Wagner, 2024. "Low Carbon Mutual Funds," Review of Finance, European Finance Association, vol. 28(1), pages 45-74.
  47. Ding, Rui & Guo, Jintong & Zhang, Min, 2024. "Practice a poker face: Manager emotion and investor sentiment," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  48. Oleg Chuprinin & Sérgio Gaspar & Massimo Massa, 2019. "Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance," Management Science, INFORMS, vol. 65(3), pages 1430-1453, March.
  49. David C. Ling & Yan Lu & Sugata Ray, 2021. "How do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence from Professional Asset Managers," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 7-40, March.
  50. Boguth, Oliver & Simutin, Mikhail, 2018. "Leverage constraints and asset prices: Insights from mutual fund risk taking," Journal of Financial Economics, Elsevier, vol. 127(2), pages 325-341.
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