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Franzoni, Francesco; Schmalz, Martin C. - 2013

This paper establishes a new empirical fact: mutual funds' flow-performance sensitivity is a hump-shaped function of … exposed to systematic risk. Fund performance is then less informative about manager skill when factor realizations are larger …

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Momentum strategies of German mutual funds

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Spanning tests for assets with option-like payoffs : the case of hedge funds

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Strategic participation in IPOs by affiliated mutual funds : Thai evidence

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Non-fundamental demand and style returns

Ben-David, Itzhak; Li, Jiacui; Rossi, Andrea; Song, Yang - 2020

investors chase fund performance via Morningstar ratings. Until June 2002, funds pursuing the same investment style had highly …

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Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets

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Is it who you know or what you know? : evidence from IPO allocations and mutual fund performance

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What are the risk factors relevant to investors? : evidence from the Brazilian funds market

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Mutual fund managers' market timing abilities : Indian evidence

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