create a website

Window dressing in mutual funds. (2011). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D..
In: CFR Working Papers.
RePEc:zbw:cfrwps:1107.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 37

References cited by this document

Cocites: 56

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Synthetic leverage and fund risk-taking. (2025). Fricke, Daniel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000439.

    Full description at Econpapers || Download paper

  2. Synthetic leverage and fund risk-taking. (2021). Fricke, Daniel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:092021.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agarwal, Vikas, Wei Jiang, Yuehua Tang, and Baozhong Yang, 2010, Uncovering Hedge Fund Skill From The Portfolios They Hide, Working paper, Columbia University and Georgia State University.

  2. Alexander, Gordon J., Gjergji Cici, and Scott Gibson, 2007, Does motivation matter when assessing trade performance? An analysis of mutual funds, Review of Financial Studies 20, 125-150.

  3. Baker, Malcolm, Lubomir Litov, Jessica A. Wachter, and Jeffrey Wurgler, 2010, Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements, Journal of Financial and Quantitative Analysis 45, 1111-1131.

  4. Berk, Jonathan B., and Richard C. Green, 2004, Mutual Fund Flows and Performance in Rational Markets, Journal of Political Economy 112, 1269-1295.

  5. Carhart, Mark M., 1997, On persistence in mutual fund performance, Journal of Finance 52, 57-82.

  6. Carhart, Mark M., Ron Kaniel, David K. Musto, and Adam V. Reed, 2002, Leaning for the tape: Evidence of gaming behavior in equity mutual funds, Journal of Finance 58, 661-693.

  7. Chen, Hsiu-Lang, Narasimhan Jegadeesh, and Russ Wermers, 2000, The value of active mutual fund management: An examination of the stockholdings and trades of fund managers, Journal of Financial and Quantitative Analysis 35, 343-368.

  8. Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik, 2004, Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization, American Economic Review 94, 1276-1302.

  9. Chevalier, Judith, and Glenn Ellison, 1997, Risk taking by mutual funds as a response to incentives, Journal of Political Economy 105, 1167-1200.

  10. Cohen, Randolph B., Joshua D. Coval, Lubos Pastor, 2005, Judging fund managers by the company they keep, Journal of Finance 60, 1057-1094.

  11. Daniel, Kent, Mark Grinblatt, Sheridan Titman, and Russ Wermers, 1997, Measuring mutual fund performance with characteristic-based benchmarks, Journal of Finance 52, 1035-1058.

  12. Frank, Mary M., James M. Poterba, Douglas A. Shackelford, and John B. Shoven, 2004, Copycat funds: information disclosure regulation and the returns to active management in the mutual fund industry, Journal of Law and Economics 47, 515-541.

  13. Ge, Weili, and Lu Zheng, 2006, The frequency of mutual fund portfolio disclosure, Working paper, University of Washington and University of California, Irvine.
    Paper not yet in RePEc: Add citation now
  14. Gompers, Paul A., and Andrew Metrick, 2001, Institutional investors and equity prices, Quarterly Journal of Economics 116, 229-259.

  15. Grinblatt, Mark, and Sheridan Titman, 1989, Mutual fund performance: An analysis of quarterly portfolio holdings, Journal of Business 62, 394-415.

  16. Grinblatt, Mark, and Sheridan Titman, 1993, Performance measurement without benchmarks: An examination of mutual fund returns, Journal of Business 62, 394-415.

  17. He, Jia, Lilian Ng, and Qinghai Wang, 2004, Quarterly trading patterns of financial institutions, Journal of Business 77, 493-509.

  18. Huang, Lixin, and Jayant Kale, 2009, The effect of supplier and customer industry interrelations on mutual fund investment performance, Working paper, Georgia State University.
    Paper not yet in RePEc: Add citation now
  19. Ippolito, Richard A., 1992, Consumer reaction to measures of poor quality: Evidence from the mutual fund industry, Journal of Law and Economics 35, 45-70.

  20. Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to buying winners and selling losers: implications for stock market efficiency, Journal of Finance 48, 65-91.

  21. Jiang, George J., Tong Yao, and Tong Yu, 2007, Do mutual funds time the market? Evidence from portfolio holdings, Journal of Financial Economics 86, 724-758.

  22. Kacperczyk, Marcin, and Amit Seru, 2007, Fund manager use of public information: New evidence on managerial skills, Journal of Finance 62, 485-528.

  23. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2005, On the industry concentration of actively managed equity funds, Journal of Finance 60, 1983-2012.

  24. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2008, Unobserved actions of mutual funds, Review of Financial Studies 21, 2379-2416.

  25. Lakonishok, Josef, Andrei Shleifer, Richard Thaler, and Robert Vishny, 1991, Window dressing by pension fund managers, American Economic Review 81, 227-231.

  26. Meier, Iwan, and Ernst Schaumburg, 2004, Do funds window dress? Evidence for U.S. domestic equity mutual funds, Working paper, HEC Montreal and Kellogg School of Management.
    Paper not yet in RePEc: Add citation now
  27. Morey, Matthew R., and Edward O'Neal, 2006, Window dressing in bond mutual funds, Journal of Financial Research 29, 325-347.

  28. Musto, David K., 1997, Portfolio disclosure and year-end price shift, Journal of Finance 52, 1563-1588.
    Paper not yet in RePEc: Add citation now
  29. Musto, David K., 1999, Investment decisions depend on portfolio disclosures, Journal of Finance 54, 935-952.

  30. Ng, Lilian, and Qinghai Wang, 2004, Institutional trading and the turn-of-the-year effect, Journal of Financial Economics 74, 343-366.

  31. Sias, Richard W., 2007, Causes and seasonality of momentum profits, Financial Analysts Journal 63, 48-54.
    Paper not yet in RePEc: Add citation now
  32. Sias, Richard W., and Laura T. Starks, 1997, Institutions and individuals at the turn-of-the-year, Journal of Finance 52, 1543-1562.

  33. Sias, Richard W., Laura T. Starks, and Sheridan Titman, 2006, Changes in institutional ownership and stock returns: Assessment and methodology, Journal of Business 79, 2869-2910.

  34. Sirri, Erik R., and Peter Tufano, 1998, Costly search and mutual fund flows, Journal of Finance 53, 1589-1622.

  35. Wermers, Russ, 1999, Mutual fund herding and the impact on stock prices, Journal of Finance 54, 581-622.

  36. Wermers, Russ, 2000, Mutual fund performance: An empirical decomposition into stock-picking talent, style, transaction costs, and expenses, Journal of Finance 55, 1655-1695.

  37. Wermers, Russ, 2001, The potential effects of more frequent portfolio disclosure on mutual performance, Investment Company Institute Perspective 7, 1-12.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Who Reacts to News?. (2019). Huang, Kershen ; Chichernea, Doina ; Gilstrap, Collin ; Petkevich, Alex.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400020.

    Full description at Econpapers || Download paper

  2. Holding Horizon: A New Measure of Active Investment Management. (2018). wermers, russell ; Moneta, Fabio ; Lan, Chunhua.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1506.

    Full description at Econpapers || Download paper

  3. Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors. (2017). Saji, T G ; Nair, Ratheesh K.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:44:y:2017:i:3:d:10.1007_s40622-017-0157-5.

    Full description at Econpapers || Download paper

  4. 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

  5. Uncovering expected returns: Information in analyst coverage proxies. (2017). Lee, Charles ; So, Eric C.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348.

    Full description at Econpapers || Download paper

  6. The Value Added by Trading Based on Valuation Criteria. (2017). Mateos, Lydia ; Andreu, Laura ; Sarto, Jose Luis.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:3:p:327-352.

    Full description at Econpapers || Download paper

  7. Individual Investor Activity and Performance. (2016). Söderlind, Paul ; Soderlind, Paul ; Dahlquist, Magnus ; Martinez, Jose Vincente .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:08.

    Full description at Econpapers || Download paper

  8. Valuation uncertainty, market sentiment and the informativeness of institutional trades. (2016). Yang, Lisa ; Goh, Jeremy ; Chiyachantana, Chiraphol.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:c:p:81-98.

    Full description at Econpapers || Download paper

  9. A review of behavioural and management effects in mutual fund performance. (2016). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:162-176.

    Full description at Econpapers || Download paper

  10. A study of analyst-run mutual funds: The abilities and roles of buy-side analysts. (2016). Cici, Gjergji ; Rosenfeld, Claire .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:8-29.

    Full description at Econpapers || Download paper

  11. The freedom of information act and the race towards information acquisition. (2015). wermers, russell ; Gargano, Antonio ; Rossi, Alberto G.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1602.

    Full description at Econpapers || Download paper

  12. Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Gibson, Scott ; Cici, Gjergji ; Rosenfeld, Claire .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1601.

    Full description at Econpapers || Download paper

  13. Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1502r.

    Full description at Econpapers || Download paper

  14. Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1502.

    Full description at Econpapers || Download paper

  15. Managerial Activeness and Mutual Fund Performance. (2015). Elkamhi, Redouane ; Simutin, Mikhail ; Doshi, Hitesh.
    In: The Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184..

    Full description at Econpapers || Download paper

  16. The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector. (2015). Rohleder, Martin.
    In: IJFS.
    RePEc:gam:jijfss:v:3:y:2015:i:1:p:3-30:d:45510.

    Full description at Econpapers || Download paper

  17. Informed trading around earnings and mutual fund alphas. (2015). Lau, Sie Ting ; Cai, YU.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:168-180.

    Full description at Econpapers || Download paper

  18. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:25:y:2015:i:c:p:125-153.

    Full description at Econpapers || Download paper

  19. Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Dahm, Laura K. ; Cici, Gjergji ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1414.

    Full description at Econpapers || Download paper

  20. What they did in their previous life: The investment value of mutual fund managers experience outside the financial sector. (2014). Gehde-Trapp, Monika ; Goricke, Marc-Andre ; Cici, Gjergji ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1411.

    Full description at Econpapers || Download paper

  21. 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

  22. 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

  23. Investor behavior in the mutual fund industry: evidence from gross flows. (2014). Villupuram, Sriram ; Cashman, George ; Nardari, Federico ; Deli, Daniel.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:541-567.

    Full description at Econpapers || Download paper

  24. Defined Contribution Pension Plans: Sticky or Discerning Money?. (2014). Sialm, Clemens ; Starks, Laura ; Zhang, Hanjiang.
    In: Discussion Papers.
    RePEc:sip:dpaper:13-022.

    Full description at Econpapers || Download paper

  25. Performance and performance persistence of UK closed-end equity funds. (2014). Bredin, Don ; Cuthbertson, Keith ; Thomas, Dylan C. ; Nitzsche, Dirk.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:189-199.

    Full description at Econpapers || Download paper

  26. Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective. (2014). Smimou, K..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:186-209.

    Full description at Econpapers || Download paper

  27. Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy. (2014). Rinne, Kalle ; Suominen, Matti.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:14-01.

    Full description at Econpapers || Download paper

  28. Portfolio Quality and Mutual Fund Performance. (2014). Walter, Terry ; Gallagher, David ; Gardner, Peter A ; Schmidt, Camille H.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:14:y:2014:i:4:p:485-521.

    Full description at Econpapers || Download paper

  29. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin ; Yang, Baozhong.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304.

    Full description at Econpapers || Download paper

  30. 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

  31. Defined Contribution Pension Plans: Sticky or Discerning Money?. (2013). Sialm, Clemens ; Starks, Laura ; Zhang, Hanjiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19569.

    Full description at Econpapers || Download paper

  32. Does active management add value? New evidence from a quantile regression. (2013). Tortosa-Ausina, Emili ; Matallin-Saez, Carlos J. ; Soler-Dominguez, Amparo.
    In: Working Papers.
    RePEc:jau:wpaper:2013/01.

    Full description at Econpapers || Download paper

  33. Does active management add value? New evidence from a quantile regression approach. (2013). Tortosa-Ausina, Emili ; Matallinsaez, Juan Carlos ; Solerdominguez, Amparo.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2013-02.

    Full description at Econpapers || Download paper

  34. Do Hedge Funds Outperform Stocks and Bonds?. (2013). Brown, Stephen ; Bali, Turan G ; Demirtas, Ozgur K.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:8:p:1887-1903.

    Full description at Econpapers || Download paper

  35. Mutual fund flows and window-dressing. (2013). Arias, J. J. ; Ling, Leng.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:4:p:440-449.

    Full description at Econpapers || Download paper

  36. Performance, stock selection and market timing of the German equity mutual fund industry. (2013). Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:86-101.

    Full description at Econpapers || Download paper

  37. 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

  38. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008r.

    Full description at Econpapers || Download paper

  39. Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). wermers, russell ; Yao, Tong ; Zhao, Jane.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0609r.

    Full description at Econpapers || Download paper

  40. Financial markets are markets in stories: Some possible advantages of using interviews to supplement existing economic data sources. (2012). Tuckett, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1077-1087.

    Full description at Econpapers || Download paper

  41. Individual Investor Activity and Performance. (2012). Söderlind, Paul ; Martinez, Jose Vicente ; Soderlind, Paul ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8744.

    Full description at Econpapers || Download paper

  42. Window dressing in mutual funds. (2011). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1107.

    Full description at Econpapers || Download paper

  43. Information spillovers and performance persistence for hedge funds. (2011). Glode, Vincent ; Green, Richard C..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:1-17.

    Full description at Econpapers || Download paper

  44. The performance of corporate-bond mutual funds: Evidence based on security-level holdings. (2010). Gibson, Scott ; Cici, Gjergji.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1018.

    Full description at Econpapers || Download paper

  45. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008.

    Full description at Econpapers || Download paper

  46. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:19:y:2010:i:2:p:95-187.

    Full description at Econpapers || Download paper

  47. Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes. (2010). Tonks, Ian ; Blake, David ; Bessler, Wolfgang ; Luckoff, Peter.
    In: MPRA Paper.
    RePEc:pra:mprapa:34185.

    Full description at Econpapers || Download paper

  48. Payoff complementarities and financial fragility: Evidence from mutual fund outflows. (2010). Jiang, Wei ; Chen, QI ; Goldstein, Itay.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:2:p:239-262.

    Full description at Econpapers || Download paper

  49. Investors horizons and the Amplification of Market Shocks. (2010). Giannetti, Mariassunta ; Ellul, Andrew ; Cella, Cristina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8083.

    Full description at Econpapers || Download paper

  50. Do active fund managers care about capital gains tax efficiency?. (2009). Swan, Peter ; Gallagher, David ; Lau, Sarah S. W., ; Fong, Kingsley Y. L., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:2:p:257-270.

    Full description at Econpapers || Download paper

  51. Portfolio Transitions and Stock Price Dynamics. (2009). Obizhaeva, Anna.
    In: Working Papers.
    RePEc:cfr:cefirw:w0224.

    Full description at Econpapers || Download paper

  52. Best ideas. (2008). Polk, Christopher ; Cohen, Randolph B ; Silli, Bernhard .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24471.

    Full description at Econpapers || Download paper

  53. The investment value of mutual fund portfolio disclosure. (2007). wermers, russell ; Yao, Tong ; Zhao, Jane.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0609.

    Full description at Econpapers || Download paper

  54. Daily mutual fund flows and redemption policies. (2007). Rakowski, David ; Greene, Jason T. ; Hodges, Charles W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:12:p:3822-3842.

    Full description at Econpapers || Download paper

  55. Are the Insider Trades of a Large Institutional Investor Informed?. (2007). Golec, Joseph.
    In: The Financial Review.
    RePEc:bla:finrev:v:42:y:2007:i:2:p:161-190.

    Full description at Econpapers || Download paper

  56. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 03:04:41 || 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.