Nothing Special   »   [go: up one dir, main page]
create a website
The implications of passive investing for securities markets. (2018). Sushko, Vladyslav ; Turner, Grant.
In: BIS Quarterly Review.
RePEc:bis:bisqtr:1803j.

Full description at Econpapers || Download paper

Cited: 31

Citations received by this document

Cites: 36

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

    Full description at Econpapers || Download paper

  2. Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds. (2023). Goyal, Nisha ; Alamelu, L.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09379-3.

    Full description at Econpapers || Download paper

  3. Investigating the role of passive funds in carbon-intensive capital markets: Evidence from U.S. bonds. (2023). Caldecott, Ben ; Wilson, Christian.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:209:y:2023:i:c:s0921800923000551.

    Full description at Econpapers || Download paper

  4. A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors. (2023). Rivera, Roberto ; He, Jiaer.
    In: Papers.
    RePEc:arx:papers:2311.06282.

    Full description at Econpapers || Download paper

  5. Unprofitability of food market investments. (2022). Auer, Benjamin R ; Vinzelberg, Anja.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:43:y:2022:i:7:p:2887-2910.

    Full description at Econpapers || Download paper

  6. Passive investors and concentration of intraday liquidity: Evidence from the Tokyo Stock Exchange. (2022). Kitajima, Kiichi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x2200107x.

    Full description at Econpapers || Download paper

  7. Examining the asymmetries between equity and commodity ETFs during COVID-19. (2022). Karim, Sitara ; Hussain, Syed Jawad ; Bouri, Elie ; Peng, Zhe ; Naeem, Muhammad Abubakr.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004913.

    Full description at Econpapers || Download paper

  8. The Shift from Active to Passive and its Effect on Intraday Stock Dynamics. (2022). Steliaros, Michael ; de Rossi, Giuliano.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001911.

    Full description at Econpapers || Download paper

  9. Does differential taxation of short-term relative to long-term capital gains affect long-term investment?. (2022). Venkatachalam, Mohan ; Vashishtha, Rahul ; Jacob, Martin ; He, Eric.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000027.

    Full description at Econpapers || Download paper

  10. The implications of passive investments for active fund management: International evidence. (2022). Yoshinaga, Claudia Emiko ; Junior, William Eid ; Carneiro, Livia Mendes.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000211.

    Full description at Econpapers || Download paper

  11. Understanding BOXPI — Industry portfolio perspectives. (2022). Yang, Kisung ; Kim, Youngmin.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000574.

    Full description at Econpapers || Download paper

  12. Ownership Diversification and Product Market Pricing Incentives. (2022). Vives, Xavier ; Seldeslachts, JO ; Banal-Estaol, Albert.
    In: Working Papers.
    RePEc:bge:wpaper:1371.

    Full description at Econpapers || Download paper

  13. Uncovering investment management performance using SPIVA data. (2021). Hatfield, Richard ; Wanovits, Hans Matthias ; Shah, Imran Hussain.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3676-3695.

    Full description at Econpapers || Download paper

  14. Stock picking in the US market and the effect of passive investments. (2021). de Franco, Carmine.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00189-8.

    Full description at Econpapers || Download paper

  15. The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers. (2021). Petry, Johannes ; Heemskerk, Eelke ; Fichtner, Jan.
    In: SocArXiv.
    RePEc:osf:socarx:x45j3.

    Full description at Econpapers || Download paper

  16. The Convergence between Sustainability and Conventional Stock Indices. Are We on the Right Track?. (2021). Sarto, Jose Luis ; Andreu, Laura ; Vilas, Pablo.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7613-:d:590262.

    Full description at Econpapers || Download paper

  17. Information Asymmetry and the Mutual Fund Market. (2021). Lemeunier, Sebastien Michel.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:440-448.

    Full description at Econpapers || Download paper

  18. Capital supply and corporate bond issuances: Evidence from mutual fund flows. (2021). Zhu, Qifei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:551-572.

    Full description at Econpapers || Download paper

  19. From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress. (2021). Ferriani, Fabrizio.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001086.

    Full description at Econpapers || Download paper

  20. ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J.
    In: BIS Working Papers.
    RePEc:bis:biswps:975.

    Full description at Econpapers || Download paper

  21. Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil.
    In: BIS Working Papers.
    RePEc:bis:biswps:952.

    Full description at Econpapers || Download paper

  22. Blaming or praising passive ETFs?. (2021). Petitjean, Mikael ; Elmaya, Younes Elhichou ; Dhondt, Catherine.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2021008.

    Full description at Econpapers || Download paper

  23. Asset Allocation in Europe: Reality vs. Expectations. (2020). Amariei, Cosmina.
    In: ECMI Papers.
    RePEc:eps:ecmiwp:27304.

    Full description at Econpapers || Download paper

  24. Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress. (2020). Vass, Lachlan ; Valentini, Gian Giacomo ; Croxson, Karen ; Aquilina, Matteo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301725.

    Full description at Econpapers || Download paper

  25. Can ETFs contribute to systemic risk?. (2019). Sánchez Serrano, Antonio ; Pagano, Marco ; Zechner, Jozef.
    In: Report of the Advisory Scientific Committee.
    RePEc:srk:srkasc:20199.

    Full description at Econpapers || Download paper

  26. A History of Australian Equities. (2019). Mathews, Thomas.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2019-04.

    Full description at Econpapers || Download paper

  27. Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets. (2019). Varanasi, Padmasai ; Cleary, Siobhan ; Alderighi, Stefano.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:99:y:2019:i:c:s0261560618306491.

    Full description at Econpapers || Download paper

  28. Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions. (2019). Wei, Hui-Shan ; Shiu, Cheng-Yi ; Chen, Hung-Ling .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:50:y:2019:i:c:p:93-112.

    Full description at Econpapers || Download paper

  29. Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local. (2019). Garcia-Andrade, Sebastian.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1094.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Barberis, N, A Schleifer and J Wurgler (2005): “Comovement”, Journal of Financial Economics, vol 75, no 2, pp 283–317.
    Paper not yet in RePEc: Add citation now
  2. BIS Quarterly Review, March 2018 131 Grossman, S and J Stiglitz (1980): “On the impossibility of informationally efficient markets”, American Economic Review, vol 70, pp 393–408.
    Paper not yet in RePEc: Add citation now
  3. Blackrock (2017): “Index investing supports vibrant capital markets”, Viewpoints.
    Paper not yet in RePEc: Add citation now

  4. Blake, C, E Elton and M Gruber (1993): “The performance of bond mutual funds”, The Journal of Business, vol 66, no 3, pp 370–403.

  5. Busse, J, A Goyal and S Wahal (2014): “Investing in a global world”, Review of Finance, vol 18, issue 2, April, pp 561–90.
    Paper not yet in RePEc: Add citation now

  6. Carhart, M (1997): “On persistence in mutual fund performance”, The Journal of Finance, vol 52, no 1, pp 57–82.

  7. Chan, E, M Chui, F Packer and E Remolona (2012): “Local currency bond markets and the Asian Bond Fund 2 initiative”, BIS Papers, no 63, January.

  8. Chernenko, S and A Sunderam (2016): “Liquidity transformation in asset management: evidence from the cash holdings of mutual funds”, NBER Working Papers, no 22391.

  9. Cici, G and S Gibson (2012): “The performance of corporate bond mutual funds: evidence based on security-level holdings”, Journal of Financial and Quantitative Analysis, vol 47, no 1, pp 159–78.

  10. Claessens, S and Y Yafen (2013): “Comovement of newly added stocks with national market indices: Evidence from around the world”, Review of Finance, vol 17, issue 1, January, pp 203–27.

  11. Committee on the Global Financial System (2003): “Incentive structures in institutional asset management and their implications for financial markets”, CGFS Papers, no 21, March.
    Paper not yet in RePEc: Add citation now

  12. Cremers, M, M Ferreira, P Matos and L Starks (2016): “Indexing and active fund management: international evidence”, Journal of Financial Economics, 120 (2016), February, pp 539–60.

  13. Da, Z and S Shive (2018): “Exchange traded funds and asset return correlations”, European Financial Management, vol 24, no 1, pp 136–68.
    Paper not yet in RePEc: Add citation now

  14. Fama, E and K French (2010): “Luck versus skill in the cross-section of mutual fund returns”, The Journal of Finance, vol 65, no 5, pp 1915–47.

  15. Fender, I (2003): “Institutional asset managers: industry trends, incentives and implications for market efficiency”, BIS Quarterly Review, September, pp 75–86.

  16. Feroli, M, A Kashyap, K Schoenholtz and H S Shin (2014): “Market tantrums and monetary policy”, Chicago Booth Papers, no 14–09.
    Paper not yet in RePEc: Add citation now
  17. Fueda-Samikawa, I and T Takano (2017): “BOJ’s ETF purchases expanding steadily – how long will the BOJ hold risky assets with no maturity?”, Japan Center for Economic Research, July.
    Paper not yet in RePEc: Add citation now

  18. Goldstein, I, H Jiang and D Ng (2017): “Investor flows and fragility in corporate bond funds”, Journal of Financial Economics, vol 126, no 3, pp 592–613.

  19. Greenwood, R (2008): “Excess comovement and stock returns: evidence from crosssectional variation in Nikkei 225 weights”, Review of Financial Studies, vol 21, pp 1153–86.

  20. Investment Company Institute (2015): “The role and activities of authorized participants of exchange-traded funds”, ICI Publications, March.
    Paper not yet in RePEc: Add citation now
  21. Jenson, M (1968): ”The performance of mutual funds in the period 1945–1964”, Journal of Finance, vol 23, pp 389–416.
    Paper not yet in RePEc: Add citation now

  22. Jung, J and R Shiller (2005): ”Samuelson’s dictum and the stock market”, Economic Inquiry, vol 43, no 2, pp 221–8.

  23. Kaul, A, V Mehrotra and R Morck (2002): “Demand curves for stocks do slope down: new evidence from an index weights adjustment”, Journal of Finance, vol 55, pp 893–912.
    Paper not yet in RePEc: Add citation now
  24. Leippold, M, L Su and A Ziegler (2016): “How index futures and ETFs affect stock return correlations”, University of Zurich working paper.
    Paper not yet in RePEc: Add citation now

  25. Malkiel, B (2003): “Passive investment strategies and efficient markets”, European Financial Management, vol 9, no 1, pp 1–10.

  26. Miyajima, K and I Shim (2014): “Asset managers in emerging market economies”, BIS Quarterly Review, September, pp 19–34.

  27. Morris, S, I Shim and H S Shin (2017): “Redemption risk and cash hoarding by asset managers”, Journal of Monetary Economics, vol 89, pp 71–87.

  28. Pedersen, L (2018): ”Sharpening the arithmetic of active management”, Financial Analysts Journal, 1–16, available online.
    Paper not yet in RePEc: Add citation now

  29. Pruitt, S and J Wei (1989): “Institutional ownership and changes in the S&P 500”, The Journal of Finance, vol 44, no 2, June, pp 509–13.

  30. Raddatz, C, S Schmukler and T Williams (2017): “International asset allocations and capital flows: the benchmark effect”, Journal of International Economics, vol 108, pp 413–30.

  31. Samuelson, P (1998): “Summing up on business cycles: opening address”, in Beyond shocks: what causes business cycles, Federal Reserve Bank of Boston.
    Paper not yet in RePEc: Add citation now
  32. Sharpe, W (1991): “The arithmetic of active management”, Financial Analysts Journal, no 47, vol 1, pp 7–9.
    Paper not yet in RePEc: Add citation now

  33. Shek, J, I Shim and H S Shin (2018): “Investor redemptions and fund manager sales or emerging market bonds: how are they related?”, Review of Finance, vol 22, issue 1, February, pp 207–41.

  34. Sushko, V and G Turner (2018): “What risks do exchange-traded funds pose?”, Bank of France, Financial Stability Review, forthcoming.

  35. Vayanos, D and P Woolley (2016): “The curse of the benchmarks”, Paul Woolley Centre Financial Markets Group Discussion Papers, no 747, March.
    Paper not yet in RePEc: Add citation now

  36. Wurgler, J (2010): “On the economic consequences of index-linked investing”, NBER Working Papers, no 16376, September.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Measuring bond mutual fund performance with portfolio characteristics. (2015). Moneta, Fabio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:223-242.

    Full description at Econpapers || Download paper

  2. Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra Jimenez, Jesus ; Gungor, Sermin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-3.

    Full description at Econpapers || Download paper

  3. The Search of Structural Changes in Mutual Fund Industry-Based On the ARMAX-GJR-GARCH Model. (2013). Lee, Joe-Ming .
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2013:p:308-316.

    Full description at Econpapers || Download paper

  4. Fund manager allocation. (2012). Kempf, Alexander ; Trapp, Monika ; Fang, Jieyan .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1004r.

    Full description at Econpapers || Download paper

  5. Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland. (2012). Kowalewski, Oskar ; Jackowicz, Krzysztof.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:4:p:493-515.

    Full description at Econpapers || Download paper

  6. Performance Persistence of Equity Funds in Hungary. (2011). Filip, Dariusz.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:199.

    Full description at Econpapers || Download paper

  7. Managing sovereign credit risk in bond portfolios. (2011). Roncalli, Thierry ; Bruder, Benjamin ; Hereil, Pierre .
    In: MPRA Paper.
    RePEc:pra:mprapa:36673.

    Full description at Econpapers || Download paper

  8. Model uncertainty, performance persistence and flows. (2011). Loon, Yee .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:36:y:2011:i:2:p:153-205.

    Full description at Econpapers || Download paper

  9. Fixed-income fund performance: Role of luck and ability in tail membership. (2011). Kryzanowski, Lawrence ; Ayadi, Mohamed A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:379-392.

    Full description at Econpapers || Download paper

  10. Optimal active portolio management and relative performance drivers: theory and evidence. (2011). Violi, Roberto.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-10.

    Full description at Econpapers || Download paper

  11. The performance of corporate-bond mutual funds: Evidence based on security-level holdings. (2010). Cici, Gjergji ; Gibson, Scott .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1018.

    Full description at Econpapers || Download paper

  12. Robust performance measures for high yield bond funds. (2010). Lipton, Amy F. ; Kish, Richard J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:3:p:332-340.

    Full description at Econpapers || Download paper

  13. The efficiency of sponsor and participant portfolio choices in 401(k) plans. (2010). Mitchell, Olivia ; Mottola, Gary R. ; Utkus, Stephen P. ; Tang, Ning.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:94:y:2010:i:11-12:p:1073-1085.

    Full description at Econpapers || Download paper

  14. Measuring the timing ability and performance of bond mutual funds. (2010). Peters, Helen ; Chen, Yong ; Ferson, Wayne .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:1:p:72-89.

    Full description at Econpapers || Download paper

  15. What drives the performance of convertible-bond funds?. (2010). Ammann, Manuel ; Kind, Axel ; Seiz, Ralf .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2600-2613.

    Full description at Econpapers || Download paper

  16. Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Peters, Helen ; Chen, Yong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15318.

    Full description at Econpapers || Download paper

  17. Do fixed income mutual fund managers have managerial skills?. (2009). Du, Ding ; Huang, Zhaodan ; Blanchfield, Peter J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:378-397.

    Full description at Econpapers || Download paper

  18. The ABCs of mutual funds: On the introduction of multiple share classes. (2009). Zheng, Lu ; nanda, vikram ; Wang, Jay Z..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:3:p:329-361.

    Full description at Econpapers || Download paper

  19. Timing the investment grade securities market: Evidence from high quality bond funds. (2009). Comer, George ; Boney, Vaneesha ; Kelly, Lynne.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:55-69.

    Full description at Econpapers || Download paper

  20. Investment Performance of Swiss Pension Funds and Investment Foundations. (2008). Ammann, Manuel ; Zingg, Andreas.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2008-ii-2.

    Full description at Econpapers || Download paper

  21. The Efficiency of Pension Plan Investment Menus: Investment Choices in Defined Contribution Pension Plans. (2008). Mitchell, Olivia ; Tang, Ning.
    In: Working Papers.
    RePEc:mrr:papers:wp176.

    Full description at Econpapers || Download paper

  22. Hot Hands in bond funds. (2008). Derwall, Jeroen ; Huij, Joop.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:559-572.

    Full description at Econpapers || Download paper

  23. Market timing: A global endeavor. (2008). Rodriguez, Javier.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:545-556.

    Full description at Econpapers || Download paper

  24. Active fund management: Global asset allocation funds. (2007). Rodriguez, Javier ; Larrymore, Norris L..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:3:p:244-256.

    Full description at Econpapers || Download paper

  25. Participant reaction and the performance of funds offered by 401(k) plans. (2007). Blake, Christopher R. ; Gruber, Martin J. ; Elton, Edwin J..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:16:y:2007:i:2:p:249-271.

    Full description at Econpapers || Download paper

  26. Board structure, mergers, and shareholder wealth: A study of the mutual fund industry. (2007). Khorana, Ajay ; Tufano, Peter ; Wedge, Lei .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:2:p:571-598.

    Full description at Econpapers || Download paper

  27. Portfolio manager ownership and fund performance. (2007). Servaes, Henri ; Khorana, Ajay ; Wedge, Lei .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:1:p:179-204.

    Full description at Econpapers || Download paper

  28. Rating mutual funds: Construction and information content of an investor-cost based rating of Danish mutual funds. (2007). Rangvid, Jesper ; Bechmann, Ken L..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:5:p:662-693.

    Full description at Econpapers || Download paper

  29. What Drives Corporate Bond Market Betas?. (2007). Abhyankar, Abhay ; Gonzalez, Angelica .
    In: ESE Discussion Papers.
    RePEc:edn:esedps:157.

    Full description at Econpapers || Download paper

  30. Rating mutual funds. (2006). Rangvid, Jesper ; Bechmann, Ken L..
    In: Working Papers.
    RePEc:hhs:cbsfin:2005_006.

    Full description at Econpapers || Download paper

  31. The adequacy of investment choices offered by 401(k) plans. (2006). Blake, Christopher R. ; Gruber, Martin J. ; Elton, Edwin J..
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:90:y:2006:i:6-7:p:1299-1314.

    Full description at Econpapers || Download paper

  32. Performance aspects of Greek bond mutual funds. (2006). Kalyvas, Lampros ; Grose, Christos ; Dritsakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:2:p:189-202.

    Full description at Econpapers || Download paper

  33. Swedish Premium Pension Funds: Attributes and Performance. (2005). Jern, Benny.
    In: Working Papers.
    RePEc:hhb:hanken:0509.

    Full description at Econpapers || Download paper

  34. Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2005-01.

    Full description at Econpapers || Download paper

  35. Investigating performance benchmarks in the context of international trusts: Australian evidence. (2004). faff, robert ; Benson, Karen L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:9:p:631-644.

    Full description at Econpapers || Download paper

  36. Risk factors of inflation-indexed and conventional government bonds and the APT. (2004). Reschreiter, Andreas.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:79.

    Full description at Econpapers || Download paper

  37. Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael .
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_004.

    Full description at Econpapers || Download paper

  38. Governance and boards of directors in closed-end investment companies. (2003). Del Guercio, Diane ; Dann Larry Y., ; Megan, Partch M. ; Diane, Del Guercio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:69:y:2003:i:1:p:111-152.

    Full description at Econpapers || Download paper

  39. The performance persistence of foreign closed-end funds. (2002). Madura, Jeff ; Bers, Martina K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:11:y:2002:i:4:p:263-285.

    Full description at Econpapers || Download paper

  40. The performance of Italian equity funds. (2002). cesari, riccardo ; Panetta, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:1:p:99-126.

    Full description at Econpapers || Download paper

  41. Why Does Performance Persistence Vary Among Closed-End Funds?. (2000). Bers, Martina ; Madura, Jeff.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:17:y:2000:i:2:p:127-147.

    Full description at Econpapers || Download paper

  42. Performance persistence and management skill in nonconventional bond mutual funds. (2000). Hearth, Douglas ; Rimbey, James ; Philpot, James .
    In: Financial Services Review.
    RePEc:eee:finser:v:9:y:2000:i:3:p:247-258.

    Full description at Econpapers || Download paper

  43. Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry. (1999). Siggelkow, Nicolaj .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-09.

    Full description at Econpapers || Download paper

  44. Managerial performance and the cross-sectional pricing of closed-end funds. (1999). Trzcinka, Charles ; Chay J. B., ; Trzcinka Charles A., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:52:y:1999:i:3:p:379-408.

    Full description at Econpapers || Download paper

  45. The performance of global bond mutual funds. (1999). Detzler, Miranda Lam.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:8:p:1195-1217.

    Full description at Econpapers || Download paper

  46. Why Focus? A Study of Intra-Industry Focus Effects. (1998). Siggelkow, Nicolaj .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-13.

    Full description at Econpapers || Download paper

  47. Mutual fund shareholders: characteristics, investor knowledge, and sources of information. (1998). Nigro, Peter ; Alexander, Gordon ; Jones, Jonathan D..
    In: Financial Services Review.
    RePEc:eee:finser:v:7:y:1998:i:4:p:301-316.

    Full description at Econpapers || Download paper

  48. The performance of international bond funds. (1997). Gallo, John G. ; Swanson, Peggy E. ; Lockwood, Larry J..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:6:y:1997:i:1:p:17-35.

    Full description at Econpapers || Download paper

  49. Modern portfolio theory, 1950 to date. (1997). Elton, Edwin J. ; Gruber, Martin J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:11-12:p:1743-1759.

    Full description at Econpapers || Download paper

  50. Market knowledge in managed municipal bond portfolios. (1997). Singh, Sandeep ; Dresnack, William H..
    In: Financial Services Review.
    RePEc:eee:finser:v:6:y:1997:i:3:p:185-196.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 01:12:40 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.