create a website

Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 47

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Agarwal, V. ; Daniel, N. ; Naik, N. Do hedge funds manage their reported returns?. 2011 Rev. Financ. Stud.. 24 3281-3320

  2. Agarwal, V. ; Gay, G. ; Ling, L. Window dressing in mutual funds. 2014 Rev. Financ. Stud.. 27 3133-3170

  3. Amihud, Y. Illiquidity and stock returns: cross-section and time-series effects. 2002 J. Financ. Mark.. 5 31-56

  4. Barber, B.M. ; Odean, T. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors. 2008 Rev. Financ. Stud.. 21 785-818

  5. Barber, B.M. ; Odean, T. ; Zheng, L. Out of sight, out of mind: the effects of expenses on mutual fund flows. 2005 J. Bus.. 78 2095-2120

  6. Ben-David, I. ; Franzoni, F. ; Landier, A. ; Moussawi, R. Do hedge funds manipulate stock prices?. 2013 J. Finance. 68 2383-2434

  7. Ben-David, I. ; Li, J. ; Rossi, A. ; Song, Y. Ratings-driven demand and systematic price fluctuations. 2022 Rev. Financ. Stud.. 35 2790-2838

  8. Ben-David, I. ; Li, J. ; Rossi, A. ; Song, Y. What do mutual fund investors really care about?. 2022 Rev. Financ. Stud.. 35 1723-1774

  9. Berk, J.B. ; Green, R.C. Mutual fund flows and performance in rational markets. 2004 J. Polit. Econ.. 112 1269-1295

  10. Bhattacharyya, S. ; Nanda, V. Portfolio pumping, trading activity and fund performance. 2013 Rev. Finance. 17 885-919

  11. Carhart, M. ; Kaniel, R. ; Musto, D. ; Reed, A. Leaning for the tape: evidence of gaming behavior in equity mutual funds. 2002 J. Finance. 58 661-693

  12. Chang, F. ; Goo, Y. Are fund investors treated fairly? An investigation of Taiwan fund company strategies. 2022 Theor. Econ. Lett.. 12 945-962
    Paper not yet in RePEc: Add citation now
  13. Chevalier, J. ; Ellison, G. Career concerns of mutual fund managers. 1999 Q. J. Econ.. 114 389-432

  14. Chevalier, J. ; Ellison, G. Risk taking by mutual funds as a response to incentives. 1997 J. Polit. Econ.. 105 1167-1200

  15. Choi, J. ; Kahraman, B. ; Mukherjee, A. Learning about mutual fund managers. 2016 J. Finance. 71 2809-2860

  16. Comerton-Forde, C. ; Putniņš, T. Stock price manipulation prevalence and determinants. 2014 Rev. Finance. 18 23-66

  17. Cornell, B. ; Hsu, J. ; Kiefer, P. ; Wool, P. Assessing mutual fund performance in China. 2020 J. Portf. Manag.. 46 118-127
    Paper not yet in RePEc: Add citation now
  18. De Long, J.B. ; Shleifer, A. ; Summers, L.H. ; Waldmann, R.J. Positive feedback investment strategies and destabilizing rational speculation. 1990 J. Finance. 45 379-395

  19. Duong, T. ; Meschke, F. The rise and fall of portfolio pumping among U.S. mutual funds. 2020 J. Corp. Finance. 60 -

  20. Elton, E.J. ; Gruber, M.J. ; Blake, C.R. ; Krasny, Y. ; Ozelge, S.O. The effect of holdings data frequency on conclusions about mutual fund behavior. 2010 J. Bank. Finance. 34 912-922

  21. Evans, R.B. ; Sun, Y. Models or stars: the role of asset pricing models and heuristics in investor risk adjustment. 2021 Rev. Financ. Stud.. 34 67-107

  22. Ferreira, M. ; Keswani, A. ; Miguel, A.F. ; Ramos, S.B. The flow-performance relationship around the world. 2012 J. Bank. Finance. 36 1759-1780

  23. Ferreira, M. ; Laux, P. Corporate governance, idiosyncratic risk, and information flow. 2007 J. Finance. 62 951-989

  24. Gallagher, D.R. ; Gardner, P. ; Swan, P.L. Portfolio pumping: an examination of investment manager quarter-end trading and impact on performance. 2009 Pac.-Basin Finance J.. 17 1-27

  25. Gaspar, J-M. ; Massa, M. ; Matos, P. Favoritism in mutual fund families? Evidence on strategic cross-fund subsidization. 2006 J. Finance. 61 73-104

  26. Griffin, J.M. ; Harris, J.H. ; Shu, T. ; Topaloglu, S. Who drove and burst the tech bubble?. 2011 J. Finance. 66 1251-1290

  27. Hong, X. ; Kang, D. ; Wang, X. Do mutual funds lose talent to hedge funds? Evidence from China. 2021 Int. Rev. Econ. Finance. 75 679-689
    Paper not yet in RePEc: Add citation now
  28. Hu, G. ; McLean, R. ; Pontiff, J. ; Wang, Q. The year-end trading activities of institutional investors: evidence from daily trades. 2014 Rev. Financ. Stud.. 27 1593-1614

  29. Hu, G.X. ; Wang, J. A review of China's financial markets. 2022 Annu. Rev. Financ. Econ.. 14 465-507

  30. Ivković, Z. ; Weisbenner, S. Individual investor mutual fund flows. 2009 J. Financ. Econ.. 92 223-237

  31. Jiang, W. Investment funds in China. Chapter 14. 2020 En : Amstad, M. ; Sun, G. ; Xiong, W. The Handbook of China's Financial System. Princeton University Press:
    Paper not yet in RePEc: Add citation now
  32. Jun, X. ; Li, M. ; Shi, J. Volatile market condition and investor clientele effects on mutual fund flow performance relationship. 2014 Pac.-Basin Finance J.. 29 310-334

  33. Kamstra, M.J. ; Kramer, L.A. ; Levi, M.D. ; Wermers, R. Seasonal asset allocation: evidence from mutual fund flows. 2017 J. Financ. Quant. Anal.. 52 71-109

  34. Kaniel, R. ; Parham, R. WSJ category kings – the impact of media attention on consumer and mutual fund investment decisions. 2017 J. Financ. Econ.. 123 337-356

  35. Lee, J. ; Baek, K. ; Park, Y.S. What drives portfolio pumping in the Korean equity fund market?. 2014 Asia-Pac. J. Financ. Stud.. 43 297-315
    Paper not yet in RePEc: Add citation now
  36. Li, X. ; Wu, W. Portfolio pumping and fund performance ranking: a performance-based compensation contract perspective. 2019 J. Bank. Finance. 105 94-106

  37. Liu, J. ; Stambaugh, R.F. ; Yuan, Y. Size and value in China. 2019 J. Financ. Econ.. 134 48-69
    Paper not yet in RePEc: Add citation now
  38. Nanda, V. ; Wang, Z.J. ; Zheng, L. Family values and the star phenomenon: strategies of mutual fund families. 2004 Rev. Financ. Stud.. 17 667-698

  39. Ouyang, L. ; Cao, B. Selective pump-and-dump: the manipulation of their top holdings by Chinese mutual funds around quarter-ends. 2020 Emerg. Mark. Rev.. 44 -

  40. Patel, S. ; Sarkissian, S. Portfolio pumping and managerial structure. 2021 Rev. Financ. Stud.. 34 194-226

  41. Reuter, J. ; Zitzewitz, E. How much does size erode mutual fund performance? A regression discontinuity approach. 2021 Rev. Finance. 25 1395-1432

  42. Roussanov, N. ; Ruan, H. ; Wei, Y. Marketing mutual funds. 2021 Rev. Financ. Stud.. 34 3045-3094

  43. Shackleton, M. ; Yan, J. ; Yao, Y. NAV inflation and impact on performance in China. 2020 Eur. Financ. Manag.. 26 118-142

  44. Sirri, E. ; Tufano, P. Costly search and mutual fund flows. 1998 J. Finance. 53 1589-1622

  45. Solomon, D. ; Soltes, E. ; Sosyura, D. Winners in the spotlight: media coverage of fund holdings as a driver of flows. 2014 J. Financ. Econ.. 113 53-72

  46. You, Y. ; Yu, Z. ; Zhang, W. ; Lu, L. FinTech platforms and mutual fund markets. 2023 J. Int. Financ. Mark. Inst. Money. 84 -

  47. Zhang, H. ; Lv, D. ; Wu, W. Why do bank-affiliated mutual funds perform better in China?. 2022 Account. Finance. 62 4755-4782
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Money funds manage returns. (2022). Cai, YU ; Wang, Qing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x2100189x.

    Full description at Econpapers || Download paper

  2. Outside ownership in the hedge fund industry. (2022). Mullally, Kevin A.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002084.

    Full description at Econpapers || Download paper

  3. Manipulation in the bond market and the role of investment funds: Evidence from an emerging market. (2022). Kadioglu, Eyup ; Frömmel, Michael ; Frommel, Michael ; Kadiolu, Eyup.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s105752192100315x.

    Full description at Econpapers || Download paper

  4. Private company valuations by mutual funds. (2021). Barber, Brad ; Agarwal, Vikas ; Cheng, SI ; Yasuda, Ayako ; Hameed, Allaudeen.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2109.

    Full description at Econpapers || Download paper

  5. Hedge Fund Franchises. (2021). Fung, William ; Naik, Narayan ; Teo, Melvyn ; Hsieh, David.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1199-1226.

    Full description at Econpapers || Download paper

  6. The relation between CEO equity incentives and the quality of accounting disclosures: New evidence. (2021). Wu, Yilin ; Wruck, Karen H.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000158.

    Full description at Econpapers || Download paper

  7. Are hedge funds charitable donations strategic?. (2021). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302868.

    Full description at Econpapers || Download paper

  8. Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Newton, David.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

    Full description at Econpapers || Download paper

  9. The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

    Full description at Econpapers || Download paper

  10. Are hedge funds charitable donations strategic?. (2020). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2014.

    Full description at Econpapers || Download paper

  11. The anatomy of block accumulations by activist shareholders. (2020). von Lilienfeld-Toal, Ulf ; Schnitzler, Jan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030064x.

    Full description at Econpapers || Download paper

  12. The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

    Full description at Econpapers || Download paper

  13. Predicting hedge fund performance when fund returns are skewed. (2020). Hutchinson, Mark C ; Heuson, Andrea J ; Kumar, Alok.
    In: Financial Management.
    RePEc:bla:finmgt:v:49:y:2020:i:4:p:877-896.

    Full description at Econpapers || Download paper

  14. Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation. (2019). Plazzi, Alberto ; Gandhi, Priyank ; Jackwerth, Jens Carsten ; Golez, Benjamin.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:11:p:5268-5289.

    Full description at Econpapers || Download paper

  15. Public hedge funds. (2019). Sun, Lin ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:44-60.

    Full description at Econpapers || Download paper

  16. Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective. (2019). Wu, Wenfeng ; Li, Xiangwen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:105:y:2019:i:c:p:94-106.

    Full description at Econpapers || Download paper

  17. Asset pricing and extreme event risk: Common factors in ILS fund returns. (2019). Eling, Martin ; ben Ammar, Semir ; Braun, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:59-78.

    Full description at Econpapers || Download paper

  18. Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

    Full description at Econpapers || Download paper

  19. Hedge Fund Regulation and Fund Governance: Evidence on the Effects of Mandatory Disclosure Rules. (2019). Honigsberg, Colleen.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:57:y:2019:i:4:p:845-888.

    Full description at Econpapers || Download paper

  20. Hedge fund incentives, management commitment and survivorship. (2018). Tang, Leilei ; Qiu, Judy ; Walter, Ingo.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0309-4.

    Full description at Econpapers || Download paper

  21. Do risk management practices work? Evidence from hedge funds. (2017). Cassar, Gavin ; Gerakos, Joseph.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9403-5.

    Full description at Econpapers || Download paper

  22. Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. (2017). Lo, Andrew ; Farnsworth, Grant ; Cao, Charles ; Liang, Bing.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:7:p:2233-2250.

    Full description at Econpapers || Download paper

  23. Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Sotes-Paladino, Juan ; Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150.

    Full description at Econpapers || Download paper

  24. Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Mende, Alexander ; Frömmel, Michael ; Frommel, Michael ; Elaut, Gert.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450.

    Full description at Econpapers || Download paper

  25. The Revealed Preference of Sophisticated Investors. (2017). Molyboga, Marat ; Blocher, Jesse.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:5:p:839-872.

    Full description at Econpapers || Download paper

  26. Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Eling, Martin ; Ben Ammar, Semir ; Braun, Alexander.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:21.

    Full description at Econpapers || Download paper

  27. Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine.
    In: MPRA Paper.
    RePEc:pra:mprapa:72852.

    Full description at Econpapers || Download paper

  28. Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Flood, Mark ; Monin, Phillip.
    In: Working Papers.
    RePEc:ofr:wpaper:16-02.

    Full description at Econpapers || Download paper

  29. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:544-567.

    Full description at Econpapers || Download paper

  30. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

    Full description at Econpapers || Download paper

  31. “We do what we must, and call it by the best names”: Can deliberate names offset the consequences of organizational atypicality?. (2016). Chae, Heewon ; Smith, Edward B.
    In: Strategic Management Journal.
    RePEc:bla:stratm:v:37:y:2016:i:6:p:1021-1033.

    Full description at Econpapers || Download paper

  32. Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Flood, Mark ; Monin, Phillip ; Bandyopadhyay, Lina.
    In: Working Papers.
    RePEc:ofr:wpaper:15-13.

    Full description at Econpapers || Download paper

  33. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Lee, Peter A ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

    Full description at Econpapers || Download paper

  34. Hedge funds and discretionary liquidity restrictions. (2015). Aiken, Adam ; Ellis, Jesse A. ; Clifford, Christopher P..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:1:p:197-218.

    Full description at Econpapers || Download paper

  35. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10471.

    Full description at Econpapers || Download paper

  36. Window dressing in mutual funds. (2014). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1107r3.

    Full description at Econpapers || Download paper

  37. Are hedge fund managers systematically misreporting? Or not?. (2014). Jorion, Philippe ; Schwarz, Christopher.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:2:p:311-327.

    Full description at Econpapers || Download paper

  38. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10151.

    Full description at Econpapers || Download paper

  39. Window dressing in mutual funds. (2013). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1107r2.

    Full description at Econpapers || Download paper

  40. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149175.

    Full description at Econpapers || Download paper

  41. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149174.

    Full description at Econpapers || Download paper

  42. The economics of hedge funds. (2013). Wang, Neng ; Lan, Yingcong ; Yang, Jinqiang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:300-323.

    Full description at Econpapers || Download paper

  43. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme. (2013). gourieroux, christian ; darolles, serge.
    In: Working Papers.
    RePEc:crs:wpaper:2013-22.

    Full description at Econpapers || Download paper

  44. Do Hedge Funds Manipulate Stock Prices?. (2013). Landier, Augustin ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:68:y:2013:i:6:p:2383-2434.

    Full description at Econpapers || Download paper

  45. Performance inconsistency in mutual funds: An investigation of window-dressing behavior. (2012). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1107r.

    Full description at Econpapers || Download paper

  46. Trust and delegation. (2012). liang, bing ; Goetzmann, William ; Brown, Stephen ; Schwarz, Christopher.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:2:p:221-234.

    Full description at Econpapers || Download paper

  47. Change You Can Believe In? Hedge Fund Data Revisions. (2012). Ramadorai, Tarun ; Patton, Andrew ; Streatfield, Michael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8898.

    Full description at Econpapers || Download paper

  48. The valuation of hedge funds equity positions. (2011). Cici, Gjergji ; Putz, Alexander ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1015r.

    Full description at Econpapers || Download paper

  49. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

    Full description at Econpapers || Download paper

  50. Trust and Delegation. (2009). Goetzmann, William ; Schwarz, Christopher ; Liang, Bing.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2545.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 07:25:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.