Similar Search Results

What happens with more funds than stocks? Analysis of crowding in style factors and individual equities

Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: Journal of investment management : JOIM 19 (2021) 2, pp. 4-28

Persistent link: https://www.econbiz.de/10012815028

Price dynamics and liquidity of exchange-traded funds

Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 14 (2016) 2, pp. 86-102

Persistent link: https://www.econbiz.de/10011691019

Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds

Golub, Bennett W.; Ferconi, Maurizio; Madhavan, Ananth … - In: International journal of financial engineering and risk … 2 (2018) 4, pp. 335-350

Persistent link: https://www.econbiz.de/10012000037

Does trading by ETF and mutual fund investors hurt performance? : evidence from time- and dollar-weighted returns

Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 17 (2019) 3, pp. 4-20

Persistent link: https://www.econbiz.de/10012111002

Exchange traded funds 101 for economists

Lettau, Martin; Madhavan, Ananth Narayan - 2018

Persistent link: https://www.econbiz.de/10011861008

Exchange-traded funds 101 for economists

Lettau, Martin; Madhavan, Ananth Narayan - In: The journal of economic perspectives : EP ; a journal … 32 (2018) 1, pp. 135-154

Persistent link: https://www.econbiz.de/10011862303

Exchange traded funds 101 for economists

Lettau, Martin; Madhavan, Ananth Narayan - 2018

Persistent link: https://www.econbiz.de/10011796699

An analysis of mutual fund design : the case of investing in small-cap stocks

Keim, Donald B. - In: Journal of financial economics 51 (1999) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10001256196

An analysis of mutual fund design : the case of investing in small-cap stocks

Keim, Donald B. - 1998

Persistent link: https://www.econbiz.de/10000983034

Stale or sticky stock prices? : non-trading, predictability, and mutual fund returns

Blume, Marshall E. (contributor); … - 2007 - Rev.

The observed predictability in indexes and domestic mutual funds has been attributed to stale prices. Market timing of mutual funds exploits this predictability. We show that there are few stale prices for stocks in the top few deciles of market value and that mutual funds concentrate their...

Persistent link: https://www.econbiz.de/10003726971