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This paper examines the performance of mutual funds in Israel between 2003 and 2008. Almost all of the funds active during all or part of this period were examined. (The following funds were not included in the sample: money market funds, tracking funds, Israeli funds of funds, foreign funds of...
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We use the daily internet search volume from millions of households to reveal market-level sentiment. By aggregating the volume of queries related to household concerns (e.g. "recession", "unemployment" and "bankruptcy"), we construct a Financial and Economic Attitudes Revealed by Search (FEARS)...
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This is the first study of corporate-bond mutual fund performance that examines detailed security-level holdings and returns. The new database allows us to decompose the costs and benefits of active management. In contrast to prior research on equity funds that shows evidence of stock-selection...
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We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...
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