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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2013 - This Draft: September 3, 2013
pricing channel in addition to any direct dissemination impact. TRACE-associated improvement in bond valuation precision …
Persistent link: https://www.econbiz.de/10010207843
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014 - June 4, 2014, First Draft: September 3, 2013
The validity of the price marks placed on bonds for valuation purposes is important for a diverse group of stakeholders, including investors, mutual fund managers, dealers, pricing services, and financial regulators. We analyze the dispersion of monthend price marks simultaneously placed on...
Persistent link: https://www.econbiz.de/10010379247
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014
in price dispersion. TRACE-associated decreases in crossfund bond mark dispersion provide indirect support for …
Persistent link: https://www.econbiz.de/10010373710
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 126-137
Persistent link: https://www.econbiz.de/10011294186
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Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Cici, Gjergji - 2016
in price dispersion. TRACE-associated decreases in crossfund bond mark dispersion provide indirect support for …
Persistent link: https://www.econbiz.de/10012988746
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Risks and vulnerabilities in the U.S. bond mutual fund industry
Bouveret, Antoine; Yu, Jie - 2021
This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of … contagion analysis using data on fund flows and returns shows that Investment Grade (IG) corporate bonds funds, municipal bond … funds and government bond funds are more likely to spread distress to other fund categories than HY, EM and loan funds. When …
Persistent link: https://www.econbiz.de/10012605013
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Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Cici, Gjergji - 2013
pricing channel in addition to any direct dissemination impact. TRACE-associated improvement in bond valuation precision …
Persistent link: https://www.econbiz.de/10013074305
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Do multi-sector bond funds pose risks to emerging markets?
Cortes, Fabio; Sanfilippo, Luca - 2020
investment fund: Multi-Sector Bond Funds (MSBFs). These investors have lacked adequate representation in the literature. This …. Exploiting this data, the paper assesses the risks they pose to the financial stability of specific emerging bond markets. The …
Persistent link: https://www.econbiz.de/10012300674
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The Performance of US Bond Mutual Funds
Clare, Andrew - 2019
We evaluate the performance of the US bond mutual fund industry using a comprehensive sample of bond funds over a long … time period from January 1998 to February 2017. In this one study, we examine bond fund selectivity, market timing and … performance persistence. We evaluate bond funds relative to their self-declared benchmarks and in terms of both gross …
Persistent link: https://www.econbiz.de/10012890281
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Risks and Vulnerabilities in the U.S. Bond Mutual Fund Industry
Bouveret, Antoine; Yu, Jie - 2022
This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of … contagion analysis using data on fund flows and returns shows that Investment Grade (IG) corporate bonds funds, municipal bond … funds and government bond funds are more likely to spread distress to other fund categories than HY, EM and loan funds. When …
Persistent link: https://www.econbiz.de/10013305666