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Information content when mutual funds deviate from benchmarks
Jiang, Hao; Verbeek, Marno; Wang, Yu - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2038-2053
Persistent link: https://www.econbiz.de/10010403577
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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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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
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Investor-stock decoupling in mutual funds
Ferreira, Miguel A.; Massa, Massimo; Matos, Pedro - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2144-2163
Persistent link: https://www.econbiz.de/10011874043
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10011432924