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Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.; Filkerson, Jon A.; Jame, Russell - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105
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Spanning tests for assets with option-like payoffs : the case of hedge funds
Karehnke, Paul; Roon, Frans de - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5969-5989
Persistent link: https://www.econbiz.de/10012391489
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Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino; Glasserman, Paul; Weber, Marko - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
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Mutual funds and mispriced stocks
Avramov, Doron; Cheng, Si; Hameed, Allaudeen - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2372-2395
Persistent link: https://www.econbiz.de/10012254393
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Liquidity risk and mutual fund performance
Xi, Dong; Feng, Shu; Sadka, Ronnie - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1020-1041
Persistent link: https://www.econbiz.de/10012013495
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sérgio; Massa, Massimo - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1430-1453
Persistent link: https://www.econbiz.de/10012013822
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Portfolio manager ownership and mutual fund risk taking
Ma, Linlin; Tang, Yuehua - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5518-5534
Persistent link: https://www.econbiz.de/10012146673
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Going for Gold : an analysis of Morningstar analyst ratings
Armstrong, Will J.; Genc, Egemen; Verbeek, Marno - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2310-2327
Persistent link: https://www.econbiz.de/10012039763
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Sex matters : gender bias in the mutual fund industry
Niessen-Ruenzi, Alexandra; Ruenzi, Stefan - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3001-3025
Persistent link: https://www.econbiz.de/10012039970
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Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.; Chordia, Tarun; Jiang, Lei; Tang, Yuehua - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424