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Birth order and fund manager's trading behavior : role of sibling rivalry
Agarwal, Vikas; Cochardt, Alexander Elmar; Orlov, Vitaly - 2022
This paper investigates the role of birth order on managerial behavior using rich data on familial background of US mutual fund managers. We find that managers who are born later in the sibling hierarchy take on more investment risks relative to first-born managers, but perform worse. Motivated...
Persistent link: https://www.econbiz.de/10013466616
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Mutual fund flows, expected returns, and the real economy
Jank, Stephan - 2011 - First draft: December 4, 2010, This draft: February 7, 2011
The paper explores whether the co-movement of market returns and equity fund flows can be explained by a common response to macroeconomic news. I find that variables that predict the real economy as well as the equity premium are related to mutual fund flows. Changes in dividend-price ratio...
Persistent link: https://www.econbiz.de/10008902922
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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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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Dumb money : mutual fund flows and the cross-section of stock returns
Frazzini, Andrea; Lamont, Owen A. - 2005
Persistent link: https://www.econbiz.de/10003093470
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Essays on asset pricing anomalies
Schrön, Sebastian - 2020
Persistent link: https://www.econbiz.de/10012660786
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Essays on factor investing
Kyosev, Georgi Stefanov - 2019
Persistent link: https://www.econbiz.de/10012149628
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Essays on market microstructure and return predictability of mutual funds
Serikova, Ekaterina - 2020
kombiniert acht bekannte Prädiktoren für die Erträge von Investmentfonds, um einen zusammengesetzten Fondsprädiktor zu erhalten …
Persistent link: https://www.econbiz.de/10012216436
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Mutual funds and safe government bonds : do returns matter?
Graziano, Marco; Habib, Maurizio Michael - 2024
This paper investigates the sensitivity of the demand for safe government debt to currency unhedged and hedged excess returns in a sample of US mutual funds. We find evidence of active rebalancing towards government bonds that offer relatively higher returns on an unhedged basis, in particular...
Persistent link: https://www.econbiz.de/10014527087
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Family matters : ranking within fund families and fund inflows
Kempf, Alexander; Ruenzi, Stefan - 2004
This paper examines the influence of the position of a fund within its family on its subsequent net-inflows. Our … empirical study of the US equity mutual fund market shows that reaching a top position within the family leads to large inflows … moves into the top positions within its family from one year to another. These results lead to competition within the fund …
Persistent link: https://www.econbiz.de/10009524827