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Mutual funds
Fortune, Peter - In: New England economic review (1998), pp. 3-22
Persistent link: https://www.econbiz.de/10001298173
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Do measures of investor sentiment predict returns?
Neal, Robert S.; Wheatley, Simon M. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sergio; Massa, Massimo - 2016
Persistent link: https://www.econbiz.de/10011544509
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Style representation and portfolio choice
Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011377484
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Market frictions, investor sophistication, and persistence in mutual fund performance
Dumitrescu, Ariadna; Gil-Bazo, Javier - In: Journal of financial markets 40 (2018), pp. 40-59
Persistent link: https://www.econbiz.de/10012001829
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Three essays on mutual funds
Klipper, Laurenz - 2018
Persistent link: https://www.econbiz.de/10012103035
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Fund flows inducing mispricing of risk in competitive financial markets
Stahmer, Axel - 2015
This paper studies the effect of new fund flows on investment behavior and the resulting equilibrium price of risk. The Small Fund Industry model shows equilibria with overinvestment in unprofitable and underinvestment in profitable investment opportunities. The Large Fund Industry model derives...
Persistent link: https://www.econbiz.de/10011389297
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Are U.S. investors blindly chasing returns in foreign countries?
Guo, Liang - In: International review of economics & finance : IREF 41 (2016), pp. 309-334
Persistent link: https://www.econbiz.de/10011624745
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Which factors matter to investors? : evidence from mutual fund flows
Barber, Brad M.; Huang, Xing; Odean, Terrance - In: The review of financial studies 29 (2016) 10, pp. 2599-2642
Persistent link: https://www.econbiz.de/10011611016
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A rational theory of mutual funds' attention allocation
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 571-626
Persistent link: https://www.econbiz.de/10011552541