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Risk and ambiguity in 10-Ks : an examination of cash holding and derivatives use

Friberg, Richard; Seiler, Thomas - In: The journal of corporate finance : contracting, … 45 (2017), pp. 608-631

Persistent link: https://www.econbiz.de/10011760969

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

Cash holdings and business group membership

Locorotondo, Rosy; Dewaelheyns, Nico; Van Hulle, Cynthia M. - In: Journal of business research : JBR 67 (2014) 3, pp. 316-323

Persistent link: https://www.econbiz.de/10010245262

Credit lines as monitored liquidity insurance : theory and evidence

Acharya, Viral V.; Almeida, Heitor; Ippolito, Filippo; … - In: Journal of financial economics 112 (2014) 3, pp. 287-319

Persistent link: https://www.econbiz.de/10010421845

Liquidity networks in banking

Orhun, Eda - In: Finance a úvěr 67 (2017) 2, pp. 104-118

Persistent link: https://www.econbiz.de/10011720700

S&P 500 index addition, liquidity management and Tobin's Q

Platikanova, Petya - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 479-508

Persistent link: https://www.econbiz.de/10011585972

Mutual fund performance benchmarking using a quadratic directional distance function approach

Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47

Persistent link: https://www.econbiz.de/10011344303

A Dynamic Theory of Mutual Fund Runs and Liquidity Management

Zeng, Yao - 2017

I model an open-end mutual fund investing in illiquid assets and show that the fund's endogenous cash management can generate shareholder runs even with a flexible NAV. The fund optimally re-builds its cash buffers at time t 1 after outflows at t to prevent future forced sales of illiquid...

Persistent link: https://www.econbiz.de/10012964425

A Dynamic Theory of Mutual Fund Runs and Liquidity Management

Zeng, Yao - 2021

I model an open-end mutual fund investing in illiquid assets and show that the fund’s endogenous cash management can generate shareholder runs even with a flexible NAV. The fund optimally re-builds its cash buffers at time t + 1 after outflows at t to prevent future forced sales of illiquid...

Persistent link: https://www.econbiz.de/10013248951

Redemptions and asset liquidations in corporate bond funds

Dötz, Niko; Weth, Mark - 2019

Mutual funds' exposure to corporate bonds has brought concerns about risks arising from liquidity transformation back … to the fore. With a focus on fund asset liquidity and investors, this paper explores the flow-performance relationship … and the liquidity management of funds in the presence of net redemptions. We highlight the response of fund liquidity …

Persistent link: https://www.econbiz.de/10012268205

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