create a website

Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Hung, Pi-Hsia ; Lien, Donald ; Pan, Chiu-Ting.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 78

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

  1. Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abdelzaher MA, Elgiziry K (2017) The effect of daily stock price limits on the investment risk: evidence from the Egyptian stock market. Account Finance Res 6(4):1–16.
    Paper not yet in RePEc: Add citation now

  2. Agarwal V, Gay GD, Ling L (2014) Window dressing in mutual funds. Rev Financ Stud 27(11):3133–3170.

  3. Alexander GJ, Peterson MA (2007) An analysis of trade-size clustering and its relation to stealth trading. J Financ Econ 84(2):435–471.

  4. Amemiya T (1977) The maximum likelihood and the nonlinear three-stage least squares estimator in the general nonlinear simultaneous equation model. Econometrica 45(4):955–966.

  5. Anand A, Chakravarty S, Martell T (2005) Empirical evidence on the evolution of liquidity: choice of market versus limit orders by informed and uninformed traders. J Finance Mark 8(3):288–308.

  6. Barber BM, Lee YT, Liu YJ, Odean T (2009) Just how much do individual investors lose by trading? Rev Financ Stud 22(2):609–632.

  7. Barclay MJ, Warner JB (1993) Stealth trading and volatility: which trades move prices? J Financ Econ 34(3):281–305.

  8. Białkowski J, Otten R (2011) Emerging market mutual fund performance: evidence for Poland. N Am J Econ Finance 22(2):118–130.

  9. Binay M (2005) Performance attribution of US institutional investors. Financ Manag 34(2):127–152.

  10. Blau BM, Van Ness BF, Van Ness RA (2009) Intraday stealth trading: which trades move prices during periods of high volume. J Financ Res 32(1):1–21.

  11. Bloomfield R, O’Hara M, Saar G (2005) The “make or take” decision in an electronic market: evidence on the evolution of liquidity. J Financ Econ 75(1):165–199.

  12. Brennan MJ, Subrahmanyam A (1998) The determinants of average trade size. J Bus 71(1):1–25.

  13. Cao C, Hansch O, Wang X (2008) Order placement strategies in a pure limit order book market. J Financ Res 31(2):113–140.

  14. Chakravarty S (2001) Stealth-trading: which traders’ trades move stock prices? J Financ Econ 61(2):289–307.

  15. Chan K, Fong WM (2000) Trade size, order imbalance, and the volatility-volume relation. J Financ Econ 57(2):247–273.
    Paper not yet in RePEc: Add citation now

  16. Chan SH, Kim KA, Rhee SG (2005) Price limit performance: evidence from transactions data and the limit order book. J Empir Financ 12(2):269–290.

  17. Chang CH, Hsieh SL (2008) Is the daily price limit of the Taiwan Stock Exchange effective? Fundamentals of listed stocks and investors’ perception of fair price. Asia Pac J Financ Stud 37(4):675–726.
    Paper not yet in RePEc: Add citation now
  18. Chari L, Inamdar MM (2017) Impact of price limit on stock performance. Res Bull 43(1):1–15.
    Paper not yet in RePEc: Add citation now
  19. Chen GM, Kim KA, Rui OM (2005a) A note on price limit performance: the case of illiquid stocks. Pac Basin Financ J 13(1):81–92.
    Paper not yet in RePEc: Add citation now
  20. Chen GM, Rui OM, Wang SS (2005b) The effectiveness of price limits and stock characteristics: evidence from the Shanghai and Shenzhen stock exchanges. Rev Quant Finance Account 25(2):159–182.
    Paper not yet in RePEc: Add citation now
  21. Chen WK, Lin CT, Shiu CY (2019b) Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. Rev Quant Finance Account 53(2):1–31.
    Paper not yet in RePEc: Add citation now
  22. Chiang YC, Kuo CC (2006) Foreign Ownership and Firm Characteristics in the Taiwan Stock Market. Int J Manag 23(4):743–750.
    Paper not yet in RePEc: Add citation now

  23. Chiao C, Wand ZM, Lai HL (2009) Order submission behaviors and opening price behaviors: evidence from an emerging market. Rev Quant Finance Account 33(4):253–278.

  24. Choi WS, Lee SB (2000) Price limits and limit order flow: evidence from the Korean Stock Exchange. Rev Pac Basin Financ Mark Policies 3(4):451–474.
    Paper not yet in RePEc: Add citation now

  25. Chou PH, Chou RK, Ko KC, Chao CY (2013) What affects the cool-off duration under price limits? Pac Basin Financ J 24:256–278.

  26. Chou RK, Wang YY (2009) Strategic order splitting, order choice, and aggressiveness: evidence from the Taiwan Futures Exchange. J Financ Mark 29(12):1102–1129.

  27. Chung J, Gan L (2005) Estimating the effect of price limits on limit-hitting days. Econom J 8(1):79–96.

  28. Dahlquist M, Robertsson G (2001) Direct foreign ownership, institutional investors, and firm characteristics. J Financ Econ 59(3):413–440.
    Paper not yet in RePEc: Add citation now

  29. Deb SS, Kalev PS, Marisetty VB (2013) Flexible price limits: the case of Tokyo Stock Exchange. J Int Financ Mark Inst Money 24:66–84.

  30. Easley D, O’Hara M (1987) Price, trade size, and information in securities markets. J Financ Econ 19(1):69–90.

  31. Ellul A, Holden CW, Jain P, Jennings R (2007) Order dynamics: recent evidence from the NYSE. J Empir Financ 14(5):636–661.

  32. Ferreira M, Matos P (2008) The colors of investors’ money: the role of institutional investors around the world. J Financ Econ 88(3):499–533.

  33. Foucault T, Hombert J, Roşu I (2016) News trading and speed. J Financ 71(1):335–382.

  34. Griffiths MD, Smith BF, Turnbull DAS, White RW (2000) The costs and determinants of order aggressiveness. J Financ Econ 56(1):65–88.

  35. He J, Ng LK, Wang Q (2004) Quarterly trading patterns of financial institutions. J Bus 77(3):493–509.

  36. Henke H, Voronkova S (2005) Price limits on a call auction market: evidence from the Warsaw Stock Exchange. Int Rev Econ Financ 14(4):439–453.

  37. Huang RD, Shiu CY (2009) Local effects of foreign ownership in an emerging financial market: evidence from qualified foreign institutional investors in Taiwan. Financ Manag 38(3):567–602.

  38. Huang YS, Fu TW, Ke MC (2001) Daily price limits and stock price behavior: evidence from the Taiwan stock exchange. Int Rev Econ Financ 10(3):263–288.

  39. Hung PH (2016) Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. Pac Basin Financ J 39:124–140.

  40. Hung PH, Chen AS, Wu YL (2015) Order aggressiveness, price impact, and investment performance in a pure order-driven stock market. Asia Pac J Financ Stud 44(4):635–660.
    Paper not yet in RePEc: Add citation now

  41. Hung PH, Lien D (2019) Trading aggressiveness, order execution quality, and stock price movements: evidence from the Taiwan Stock Exchange. J Int Financ Mark Inst Money 60:231–251.

  42. Hvidkjaer S (2008) Small trades and the cross-section of stock returns. Rev Financ Stud 21(3):1123–1151.

  43. Kim KA (2001) Price limits and stock market volatility. Econ Lett 71(1):131–136.

  44. Kim KA, Limpaphayom P (2000) Characteristics of stocks that frequently hit price limits: empirical evidence from Taiwan and Thailand. J Financ Mark 3(3):315–332.

  45. Kim KA, Liu H, Yang JJ (2013) Reconsidering price limit effectiveness. J Financ Res 36(4):493–518.

  46. Kim KA, Rhee SG (1997) Price limit performance: evidence from the Tokyo Stock Exchange. J Finance 52(2):855–901.

  47. Kim W, Jun S (2019) Effects of a price limit change on market stability at the intraday horizon in the Korean stock market. Appl Econ Lett 26(7):582–586. https://doi.org/10.1080/13504851.2018.1488043 .

  48. Kim YH, Yang JJ (2008) The effect of price limits on intraday volatility and information asymmetry. Pac Basin Financ J 16(5):522–538.

  49. Kuo WY, Lin TC, Zhao J (2015) Cognitive limitation and investment performance: evidence from limit order clustering. Rev Financ Stud 28(3):838–875.

  50. Lee JH, Chou RK (2004) The intraday stock return characteristics surrounding price limit hits. J Multinatl Financ Manag 14(4–5):485–501.

  51. Lee YT, Liu YJ, Roll R, Subrahmanyam A (2004) Order imbalances and market efficiency: evidence from the Taiwan Stock Exchange. J Financ Quant Anal 39(2):327–341.

  52. Levy T, Yagil J (2005) Observed versus theoretical prices under price limit regimes. J Econ Bus 57(3):208–237.

  53. Li H, Zheng D, Chen J (2014) Effectiveness, cause and impact of price limit—evidence from China’s cross-listed stocks. J Int Financ Mark Inst Money 29:217–241.
    Paper not yet in RePEc: Add citation now

  54. Lien D, Hung PH, Zhu JD, Chen YH (2019) Price limit changes and market quality in the Taiwan Stock Exchange. Pac Basin Financ J 55:239–258.

  55. Lin AY, Swanson PE (2003) The behavior and performance of foreign investors in emerging equity markets: evidence from Taiwan. Int Rev Finance 4(3–4):189–210.

  56. Lin CH, Shiu CY (2003) Foreign ownership in the Taiwan Stock Market—an empirical analysis. J Multinatl Financ Manage 13(1):19–41.

  57. Lin L, Hung PH, Lin CY (2018) Stock traders’ order aggressiveness and investment performance on the Taiwan Stock Exchange. J Financ Stud 26(1):59–96.
    Paper not yet in RePEc: Add citation now

  58. Ling L, Arias JJ (2013) Mutual fund flows and window dressing. Q Rev Econ Finance 53(4):440–449.

  59. Lu YC, Fang H, Nieh CC (2012) The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market. Rev Quant Finance Account 39(2):189–208.

  60. Maghyereh AI, Zoubi HAA, Nobanee H (2007) Price limit and volatility in Taiwan Stock Exchange: some additional evidence from the extreme value approach. Rev Pac Basin Financ Mark Policies 10(1):51–61.

  61. Menkhoff L, Osler CL, Schmeling M (2010) Limit order submission decision under asymmetric information. J Bank Financ 34(11):2665–2677.
    Paper not yet in RePEc: Add citation now

  62. Morey MR, O’Neal ES (2006) Window dressing in bond mutual funds. J Financ Res 29(3):325–347.

  63. Moulton PC (2005) You can’t always get what you want: trade-size clustering and quantity choice in liquidity. J Financ Econ 78(1):89–119.

  64. Newey WK, West KD (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55(3):703–708.

  65. Ng L, Wang Q (2004) Institutional trading and the turn-of-the-year effect. J Financ Econ 74(2):343–366.

  66. Pan CT (2017) The relaxation of daily price limit and stock traders’ order submission behavior: evidence from the Taiwan Stock Exchange. Department of Banking and Finance, National Chi Nan University, Puli.
    Paper not yet in RePEc: Add citation now
  67. Polwitoon S (2011) The effect of price limits changes on return volatility: evidence from the Stock Exchange of Thailand. Int Bus Econ Res J 3(9):49–64.
    Paper not yet in RePEc: Add citation now

  68. Ranaldo A (2004) Order aggressiveness in limit order book markets. J Financ Mark 7(1):53–74.

  69. Soroka SN (2006) Good news and bad news: asymmetric responses to economic information. J Politics 68(2):372–385.
    Paper not yet in RePEc: Add citation now

  70. Veld-Merkoulova YV (2003) Price limits in futures markets effects on the price discovery process and volatility. Int Rev Financ Anal 12(3):311–328.

  71. Veronesi P (1999) Stock market overreactions to bad news in good times: a rational expectations equilibrium model. Rev Financ Stud 12(5):975–1007.

  72. Wald JK, Horrigan HT (2005) Optimal limit order choice. J Bus 78(2):597–619.

  73. Wang MC, Ding YJ, Hsin PH (2018) Order Aggressiveness and the heating and cooling-off effects of price limits: evidence from Taiwan Stock Exchange. J Econ Manag 14(2):191–216.

  74. Wang ZM, Chiao C (2008) Order submission patterns of professional institutional investors and stock price behavior in the Taiwan Stock Market. J Manage Systems 15(1):55–92.
    Paper not yet in RePEc: Add citation now

  75. Westerhoff F (2003) Speculative markets and the effectiveness of price limits. J Econ Dyn Control 28(3):493–508.

  76. Wuyts G (2012) The impact of aggressive orders in an order-driven market: a simulation approach. Eur J Finance 18(10):1015–1038.

  77. Yeh CH, Yang CY (2010) Examining the effectiveness of price limits in an artificial stock market. J Econ Dyn Control 34(10):2089–2108.

  78. Zhang X, Ping J, Zhu T, Li Y, Xiong X (2016) Are price limits effective? An examination of an artificial stock market. PLoS ONE 11(8):e0160406. https://doi.org/10.1371/journal.pone.0160406 .

Cocites

Documents in RePEc which have cited the same bibliography

  1. Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

    Full description at Econpapers || Download paper

  2. Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

    Full description at Econpapers || Download paper

  3. Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Lau, Chi Keung ; Gözgör, Giray ; Zhang, Xuliang ; Xu, Ruihui ; Gozgor, Giray ; Marco, Chi Keung ; Yan, Cheng.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594.

    Full description at Econpapers || Download paper

  4. A new measure of fund window dressing and its application to Chinese mutual fund market. (2023). Yu, Xiaojian ; Liu, Jianlin ; Lien, Donald.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:89:y:2023:i:c:p:63-72.

    Full description at Econpapers || Download paper

  5. Family competition via divergence in the trading of funds. (2023). Gimeno, Ruth ; Serrano, Miguel ; Andreu, Laura.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243.

    Full description at Econpapers || Download paper

  6. From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Kallinterakis, Vasileios ; Karaa, Rabaa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

    Full description at Econpapers || Download paper

  7. Enterprise sustainable development and green fund concern: The analysis and test of R&D from listed companies in China. (2023). Tang, Yongjun ; Duan, Xiaoman ; Ma, Wenchao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001524.

    Full description at Econpapers || Download paper

  8. 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

  9. More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends. (2022). Kaplan, Zachary ; Gormley, Todd A ; Verma, Aadhaar.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:2:p:665-688.

    Full description at Econpapers || Download paper

  10. In families we trust: Family firm branding and consumer’s reaction to product harm crisis. (2022). Datta, Subhadeep ; Mukherjee, Sourjo.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:151:y:2022:i:c:p:257-268.

    Full description at Econpapers || Download paper

  11. Index fund trading costs are inversely related to fund and family size. (2022). Mansi, Sattar ; Adams, John ; Hayunga, Darren.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001212.

    Full description at Econpapers || Download paper

  12. The implications of passive investments for active fund management: International evidence. (2022). Junior, William Eid ; Carneiro, Livia Mendes ; Yoshinaga, Claudia Emiko.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000211.

    Full description at Econpapers || Download paper

  13. Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion. (2022). Chang, Xiaochen ; Guo, Songlin ; Huang, Junkai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002356.

    Full description at Econpapers || Download paper

  14. Disagreement between hedge funds and other institutional investors and the cross‐section of expected stock returns. (2022). Celiker, Umut ; Caglayan, Mustafa O ; Sonaer, Gokhan.
    In: The Financial Review.
    RePEc:bla:finrev:v:57:y:2022:i:3:p:663-689.

    Full description at Econpapers || Download paper

  15. Fund names versus family names: Implications for mutual fund flows. (2022). El Ghoul, Sadok ; Karoui, Aymen.
    In: The Financial Review.
    RePEc:bla:finrev:v:57:y:2022:i:3:p:509-531.

    Full description at Econpapers || Download paper

  16. Herding and Anti-Herding Across ESG Funds. (2021). Ferri, Giovanni ; Ciciretti, Rocco ; Dalo, Ambrogio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:524.

    Full description at Econpapers || Download paper

  17. Blessing or curse? Institutional investment in leveraged ETFs. (2021). Wang, Kainan ; Devault, Luke ; Turtle, H J.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100128x.

    Full description at Econpapers || Download paper

  18. The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry. (2021). Hendriock, Mario ; Cici, Gjergji ; Kempf, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302569.

    Full description at Econpapers || Download paper

  19. Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints. (2021). Zhang, Alan ; Cao, Sean Shun ; Du, Kai ; Yang, Baozhong.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:59:y:2021:i:4:p:1261-1302.

    Full description at Econpapers || Download paper

  20. Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

    Full description at Econpapers || Download paper

  21. Unobserved performance of hedge funds. (2020). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2007.

    Full description at Econpapers || Download paper

  22. Window Dressing in the Public Sector: A Case Study of China’s Compulsory Education Promotion Program. (2020). Zhou, Li-An ; Fang, Hanming ; Liu, Chang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27628.

    Full description at Econpapers || Download paper

  23. Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Hung, Pi-Hsia ; Lien, Donald ; Pan, Chiu-Ting.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

    Full description at Econpapers || Download paper

  24. New Positions in Mutual Fund Portfolios: Implications for Fund Alpha. (2020). Lantushenko, Viktoriya ; Nelling, Edward.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:58:y:2020:i:2:d:10.1007_s10693-019-00329-1.

    Full description at Econpapers || Download paper

  25. The Missing New Funds. (2020). Zhu, Qifei.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:3:p:1193-1204.

    Full description at Econpapers || Download paper

  26. Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

    Full description at Econpapers || Download paper

  27. Window dressing in equity mutual funds. (2020). Hung, Pi-Hsia ; Kuo, Ming-Sin ; Lien, Donald.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:78:y:2020:i:c:p:338-354.

    Full description at Econpapers || Download paper

  28. Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends. (2020). Ouyang, Liangyi ; Cao, Bolong.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118302620.

    Full description at Econpapers || Download paper

  29. 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

  30. Good enough to move? Window-dressing performance impending turnover in inter-organizational mobility. (2019). Ahn, He Soung ; Ok, Chiho.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:13:y:2019:i:2:d:10.1007_s11846-017-0254-z.

    Full description at Econpapers || Download paper

  31. What a difference a (birth) month makes: The relative age effect and fund manager performance. (2019). Ma, Linlin ; Mullally, Kevin A ; Bai, John ; Solomon, David H.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:200-221.

    Full description at Econpapers || Download paper

  32. Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192298.

    Full description at Econpapers || Download paper

  33. Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

    Full description at Econpapers || Download paper

  34. The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry. (2018). Hendriock, Mario ; Cici, Gjergji ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1801.

    Full description at Econpapers || Download paper

  35. The Regulatory and Monetary Policy Nexus in the Repo Market. (2018). Senyuz, Zeynep ; Anbil, Sriya.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-27.

    Full description at Econpapers || Download paper

  36. Institutional trading and Abel Noser data. (2018). XIE, Jing ; Wang, Yi Alex ; Jo, Koren M ; Hu, Gang.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

    Full description at Econpapers || Download paper

  37. Mutual Fund Stock€ Picking Skill: New Evidence from Valuation€ versus Liquidity€ Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik.
    In: Financial Management.
    RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

    Full description at Econpapers || Download paper

  38. Skillful hiding: evaluating hedge fund managers’ performance based on what they hide. (2017). Malladi, Rama ; Fabozzi, Frank.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:7:p:664-676.

    Full description at Econpapers || Download paper

  39. Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1.

    Full description at Econpapers || Download paper

  40. Catering to behavioral demand for dividends and its potential agency issue. (2017). , Xiaojun ; Li, Mingsheng ; Yugang, Chen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:46:y:2017:i:pb:p:269-291.

    Full description at Econpapers || Download paper

  41. 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

  42. Does corporate social responsibility affect mutual fund performance and flows?. (2017). El Ghoul, Sadok ; Karoui, Aymen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:53-63.

    Full description at Econpapers || Download paper

  43. Does style-shifting activity predict performance? Evidence from equity mutual funds. (2016). Herrmann, Ulf ; Rohleder, Martin ; Scholz, Hendrik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:112-130.

    Full description at Econpapers || Download paper

  44. Fund managers herding and the sensitivity of fund flows to past performance. (2016). Casavecchia, Lorenzo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:205-221.

    Full description at Econpapers || Download paper

  45. Are star funds really shining? Cross-trading and performance shifting in mutual fund families. (2016). Peijnenburg, Kim ; Nefedova, Tamara ; Parise, Gianpaolo ; Eisele, Alexander.
    In: BIS Working Papers.
    RePEc:bis:biswps:577.

    Full description at Econpapers || Download paper

  46. Managerial multitasking in the mutual fund industry. (2015). Agarwal, Vikas ; Ma, Linlin ; Mullally, Kevin.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1310r.

    Full description at Econpapers || Download paper

  47. 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

  48. Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families. (2015). Peijnenburg, Kim ; Eisele, Alexander ; Nefedova, Tamara ; Parise, Gianpaolo.
    In: Post-Print.
    RePEc:hal:journl:hal-01458357.

    Full description at Econpapers || Download paper

  49. Board Overlaps in Mutual Fund Families. (2015). Sisli Ciamarra, Elif ; Hornstein, Abigail.
    In: Working Papers.
    RePEc:brd:wpaper:92.

    Full description at Econpapers || Download paper

  50. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin Andrew ; Yang, Baozhong.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304r.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-17 17:00:36 || 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.