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Journal of empirical finance
Journal of banking & finance
175
NBER working paper series
156
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156
Journal of financial economics
146
Working paper / Centre for Financial Research
115
NBER Working Paper
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40
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
58
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1
Burned by leverage? : flows and fragility in bond mutual funds
Molestina Vivar, Luis
;
Wedow, Michael
;
Weistroffer, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 354-380
Persistent link: https://www.econbiz.de/10014476867
Saved in:
2
Co-illiquidity management
Hvidkjær, Søren
;
Massa, Massimo
;
Rzeźnik, Aleksandra
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477116
Saved in:
3
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
4
Running a mutual fund : performance and trading behavior of runner managers
Dayani, Arash
;
Jannati, Sima
- In:
Journal of empirical finance
69
(
2022
),
pp. 43-62
Persistent link: https://www.econbiz.de/10013478518
Saved in:
5
Mutual fund (sub)advisor connections and crowds
Beggs, William
;
DeVault, Luke
- In:
Journal of empirical finance
67
(
2022
),
pp. 231-252
Persistent link: https://www.econbiz.de/10013464393
Saved in:
6
Managerial commitment and heterogeneity in target-date funds
Mao, Mike Qinghao
;
Wong, Ching Hin
- In:
Journal of empirical finance
68
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464408
Saved in:
7
Mispricing chasing and hedge fund returns
Ma, Tianyi
;
Li, Baibing
;
Tee, Kaihong
- In:
Journal of empirical finance
68
(
2022
),
pp. 34-49
Persistent link: https://www.econbiz.de/10013464413
Saved in:
8
Mutual fund performance : using bespoke benchmarks to disentangle mandates, constraints and skill
Beber, Alessandro
;
Brandt, Michael W.
;
Cen, Jason
; …
- In:
Journal of empirical finance
60
(
2021
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012692978
Saved in:
9
Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
Journal of empirical finance
61
(
2021
),
pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
Saved in:
10
Diversification in lottery-like features and portfolio pricing discount : evidence from closed-end funds
Liu, Xin
- In:
Journal of empirical finance
62
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012693292
Saved in:
11
Timing is money : the factor timing ability of hedge fund managers
Osinga, Albert Jakob
;
Schauten, Maximilien Bernard Joseph
; …
- In:
Journal of empirical finance
62
(
2021
),
pp. 266-281
Persistent link: https://www.econbiz.de/10012693426
Saved in:
12
Endogeneity in the mutual fund flow-performance relationship : an instrumental variables solution
Rakowski, David
;
Yamani, Ehab
- In:
Journal of empirical finance
64
(
2021
),
pp. 247-271
Persistent link: https://www.econbiz.de/10013259493
Saved in:
13
Investment restrictions and fund performance
Fulkerson, Jon A.
;
Hong, Xin
- In:
Journal of empirical finance
64
(
2021
),
pp. 317-336
Persistent link: https://www.econbiz.de/10013259497
Saved in:
14
Testing moving average trading strategies on ETFs
Huang, Jing-Zhi
;
Huang, Zhijian
- In:
Journal of empirical finance
57
(
2020
),
pp. 16-32
Persistent link: https://www.econbiz.de/10012430427
Saved in:
15
Mutual fund selection for realistically short samples
Christiansen, Charlotte
;
Grønborg, Niels S.
;
Nielsen, …
- In:
Journal of empirical finance
55
(
2020
),
pp. 218-240
Persistent link: https://www.econbiz.de/10012175756
Saved in:
16
In search of the optimal number of fund subgroups
Yan, Cheng
;
Cheng, Tingting
- In:
Journal of empirical finance
50
(
2019
),
pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
Saved in:
17
Portfolio concentration and mutual fund performance
Fulkerson, Jon A.
;
Riley, Timothy B.
- In:
Journal of empirical finance
51
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012170398
Saved in:
18
Decomposing mutual fund alpha into security selection and security weighting
Stark, Jeffrey R.
- In:
Journal of empirical finance
52
(
2019
),
pp. 76-91
Persistent link: https://www.econbiz.de/10012170636
Saved in:
19
Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
Joenväärä, Juha
;
Scherer, Bernd
- In:
Journal of empirical finance
52
(
2019
),
pp. 92-111
Persistent link: https://www.econbiz.de/10012170643
Saved in:
20
Hindsight effect : what are the actual cash flow timing skills of mutual fund investors?
Muñoz, Fernando
;
Vicente, Ruth
- In:
Journal of empirical finance
45
(
2018
),
pp. 181-193
Persistent link: https://www.econbiz.de/10012102434
Saved in:
21
Smart beta, smart money
Chen, Qinhua
;
Chi, Yeguang
- In:
Journal of empirical finance
49
(
2018
),
pp. 19-38
Persistent link: https://www.econbiz.de/10012117713
Saved in:
22
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
23
What drives the "smart-money" effect? : evidence from investors' money flow to mutual fund classes
Jiang, George J.
;
Yuksel, H. Zafer
- In:
Journal of empirical finance
40
(
2017
),
pp. 39-58
Persistent link: https://www.econbiz.de/10011744415
Saved in:
24
Tail-risk hedging, dividend chasing, and investment constraints : the use of exchange-traded notes by mutual funds
Rakowski, David
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
Journal of empirical finance
44
(
2017
),
pp. 91-107
Persistent link: https://www.econbiz.de/10011817999
Saved in:
25
A study of analyst-run mutual funds : the abilities and roles of buy-side analysts
Cici, Gjergji
;
Rosenfeld, Claire
- In:
Journal of empirical finance
36
(
2016
),
pp. 8-29
Persistent link: https://www.econbiz.de/10011662740
Saved in:
26
Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis
;
Vozlyublennaia, Nadia
- In:
Journal of empirical finance
37
(
2016
),
pp. 282-292
Persistent link: https://www.econbiz.de/10011663061
Saved in:
27
Measuring bond mutual fund performance with portfolio characteristics
Moneta, Fabio
- In:
Journal of empirical finance
33
(
2015
),
pp. 223-242
Persistent link: https://www.econbiz.de/10011556885
Saved in:
28
Investor learning and mutual fund family
Zhang, Zhichao
;
Ding, Li
;
Zhou, Si
- In:
Journal of empirical finance
26
(
2014
),
pp. 171-188
Persistent link: https://www.econbiz.de/10010471990
Saved in:
29
Average funds versus average dollars : implications for mutual fund research
Clifford, Christopher P.
;
Jordan, Bradford D.
;
Riley, …
- In:
Journal of empirical finance
28
(
2014
),
pp. 249-260
Persistent link: https://www.econbiz.de/10011285633
Saved in:
30
A framework for tracking changes in the intensity of investment funds systemic risk
Jin, Xisong
;
Nadal-De Simone, Francisco
- In:
Journal of empirical finance
29
(
2014
),
pp. 343-368
Persistent link: https://www.econbiz.de/10011300458
Saved in:
31
A global approach to mutual funds market timing ability
Bodson, Laurent
;
Cavenaile, Laurent
;
Sougné, Danielle
- In:
Journal of empirical finance
20
(
2013
),
pp. 96-101
Persistent link: https://www.econbiz.de/10009717871
Saved in:
32
What style-timing skills do mutual fund "stars" possess?
Chen, Li-wen
;
Adams, Andrew
;
Taffler, Richard J.
- In:
Journal of empirical finance
21
(
2013
),
pp. 156-173
Persistent link: https://www.econbiz.de/10009745269
Saved in:
33
Performance, stock selection and market timing of the German equity mutual fund industry
Cuthbertson, Keith
;
Nitzsche, Dirk
- In:
Journal of empirical finance
21
(
2013
),
pp. 86-101
Persistent link: https://www.econbiz.de/10009745287
Saved in:
34
A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?
Wagner, Niklas F.
;
Winter, Elisabeth
- In:
Journal of empirical finance
21
(
2013
),
pp. 69-85
Persistent link: https://www.econbiz.de/10009745292
Saved in:
35
Time-varying performance of international mutual funds
Turtle, Harry J.
;
Zhang, Chengping
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 334-348
Persistent link: https://www.econbiz.de/10009615679
Saved in:
36
Where are the smart investors? : new evidence of the smart money effect
Yu, Hsin-yi
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10009615836
Saved in:
37
Small-cap equity mutual fund managers as liquidity providers
Shawky, Hany A.
;
Tian, Jianbo
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 802-814
Persistent link: https://www.econbiz.de/10009492066
Saved in:
38
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
39
Fund size, limited attention and valuation of venture capital-backed firms
Cumming, Douglas J.
;
Dai, Na
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 2-15
Persistent link: https://www.econbiz.de/10009301194
Saved in:
40
Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 379-392
Persistent link: https://www.econbiz.de/10009302108
Saved in:
41
The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William
;
Hsieh, David A.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 547-569
Persistent link: https://www.econbiz.de/10009306544
Saved in:
42
Investor flows and stock market returns
Boyer, Brian H.
;
Lu, Zheng
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003800221
Saved in:
43
UK mutual fund performance : skill or luck?
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 613-634
Persistent link: https://www.econbiz.de/10003759704
Saved in:
44
Rating mutual funds : construction and information content of an investor-cost based rating of Danish mutual funds
Bechmann, Ken L.
;
Rangvid, Jesper
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 662-693
Persistent link: https://www.econbiz.de/10003609973
Saved in:
45
Timing and selectivity of mutual fund managers : an empirical test of the behavioral decision-making theory
Prather, Larry J.
;
Middleton, Karen L.
- In:
Journal of empirical finance
13
(
2006
)
3
,
pp. 249-273
Persistent link: https://www.econbiz.de/10003334580
Saved in:
46
Manager education and mutual fund performance
Gottesman, Aron A.
;
Morey, Matthew R.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 145-182
Persistent link: https://www.econbiz.de/10003296947
Saved in:
47
Yet another look at mutual fund tournaments
Goriaev, Aleksej P.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 127-137
Persistent link: https://www.econbiz.de/10002643489
Saved in:
48
Ranking mutual funds using unconventional utility theory and stochastic dominance
Vinod, Hrishikesh D.
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 353-377
Persistent link: https://www.econbiz.de/10002050356
Saved in:
49
Evaluating style analysis
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Roon, Frans de
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10001880990
Saved in:
50
Analysis of hedge fund performance
Capocci, Daniel
;
Hübner, Georges
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10001880995
Saved in:
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