Similar Search Results - EconBiz

Passive-aggressive trading : the supply and demand of liquidity by mutual funds

Christoffersen, Susan E. K.; Keim, Donald B.; Musto, … - 2018 - This Draft: March 9, 2018

Fund managers can demand liquidity for their trading ideas or provide liquidity for others' ideas. We identify the roles of these motives using a database of the individual transactions by Canadian equity funds. Both the cost and subsequent performance of their buys decline after strong inflows,...

Persistent link: https://www.econbiz.de/10011897965

Passive-aggressive trading : the supply and demand of liquidity by mutual funds

Christoffersen, Susan E. K.; Keim, Donald B.; Musto, … - In: Review of finance : journal of the European Finance … 26 (2022) 5, pp. 1145-1177

Persistent link: https://www.econbiz.de/10013399698

Leaning for the tape : evidence from gaming behavior in equity mutual funds

Carhart, Mark M.; Kaniel, Ron; Musto, David K.; Reed, … - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 661-693

Persistent link: https://www.econbiz.de/10001684724

How investors interpret past fund returns

Lynch, Anthony W.; Musto, David K. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2033-2058

Persistent link: https://www.econbiz.de/10001797808

Predictable changes in NAV : the wildcard option in transacting mutual-fund shares

Chalmers, John M. R. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000926

Predictable changes in NAV : the wildcard option in transacting mutual-fund shares

Chalmers, John M. R. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004129

On replicating the S&P 500 Index

Blume, Marshall E. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020029

S&P indexers, delegation costs and liquidity mechanisms

Blume, Marshall E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024128

S&P 500 indexers, tracking errors, and liquidity

Blume, Marshall E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024608

Investing in equity mutual funds

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011415

A service of the