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Chan, Kalok; Cheng, Si; Hameed, Allaudeen - 2021

Fund flows are more correlated among funds with similar investment horizon, consistent with correlated demand for liquidity. We find that stocks held by institutions with more heterogeneous investment horizon are more liquid and have lower volatility of liquidity. Identification tests confirm...

Persistent link: https://www.econbiz.de/10013247245

What determines mutual fund trading in foreign stocks?

Chan, Kalok; Covrig, Vicentiu - In: Journal of international money and finance 31 (2012) 4, pp. 793-817

Persistent link: https://www.econbiz.de/10009633459

Does home bias affect firm value? : evidence from holdings of mutual funds worldwide

Chan, Kalok; Covrig, Vicentiu; Ng, Lilian K. - In: Journal of international economics 78 (2009) 2, pp. 230-241

Persistent link: https://www.econbiz.de/10003864287

Portfolio concentration and closed-end fund discounts : evidence from the China market

Chan, Kalok; Kot, Hung Wan; Li, Desmond - In: Emerging markets review 9 (2008) 2, pp. 129-143

Persistent link: https://www.econbiz.de/10003723964

International portfolio allocations during the Asian financial crisis : evidence from US closed-end funds

Chan, Kalok; Bae, Kee-hong; Fong, Wai-ming - In: Stock market liquidity : implications for market …, (pp. 95-113). 2008

Persistent link: https://www.econbiz.de/10003650504

Investor heterogeneity and liquidity

Chan, Kalok; Cheng, Si; Hameed, Allaudeen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2798-2833

Persistent link: https://www.econbiz.de/10013428943

Costly arbitrage: evidence from closed-end funds

Pontiff, Jeffrey - In: The quarterly journal of economics 111 (1996) 4, pp. 1135-1151

Persistent link: https://www.econbiz.de/10001211911

Closed-end fund premia and returns : implications for financial market equilibrium

Pontiff, Jeffrey - In: Journal of financial economics 37 (1995) 3, pp. 341-370

Persistent link: https://www.econbiz.de/10001174145

Private benefits from block ownership and discounts on closed-end funds

Barclay, Michael J. - In: Journal of financial economics 33 (1993) 3, pp. 263-291

Persistent link: https://www.econbiz.de/10001149426

Excess volatility and closed-end funds

Pontiff, Jeffrey - In: The American economic review 87 (1997) 1, pp. 155-169

Persistent link: https://www.econbiz.de/10001218701