This document has not been cited yet.

1. Almazan, Andres, Keith C. Brown, Murray Carlson, and David A. Chapman, 2004, Why constrain your mutual fund manager?, Journal of Financial Economics 73, 289-321.

2. Barber, Brad M., Terrance Odean, and Lu Zheng, 2005, Out of sight, out of mind: The effects of expenses on mutual fund flows, The Journal of Business 78, 2095-2120.

3. Bergstresser, Daniel and James Poterba, 2002, Do after-tax returns affect mutual fund inflows?, Journal of Financial Economics 63, 381-414.

4. Bergstresser, Daniel, John M. R. Chalmers, and Peter Tufano, 2009, Assessing the costs and benefits of brokers in the mutual fund industry, The Review of Financial Studies 22, 4129-4156.

5. Berk, Jonathan B. and Richard C. Green, 2004, Mutual fund flows and performance in rational markets, Journal of Political Economy 112, 1269-1295.

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

7. Chalmers, John and Jonathan Reuter, 2012, What is the impact of financial advisors on retirement portfolio choices and outcomes?, Working Paper.

8. Chen, Honghui, Hemang Desai, and Srinivasan Krishnamurthy, 2013, A first look at mutual funds that use short sales, Journal of Financial and Quantitative Analysis 48, 761-787.

9. 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 25, 343-368.

10. Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik, 2004, Does fund size erode mutual fund performance? The role of liquidity and organization, The American Economic Review 94, 1276-1302.

11. Chen, Joseph, Harrison Hong, Wenixi Jiang, and Jeffrey D. Kubik, 2013, Outsourcing mutual fund management: Firm boundaries, incentives, and performance, Journal of Finance 68, 523-558.

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

13. Chevalier, Judith and Glenn Ellison, 1999, Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance, Journal of Finance 54, 875-899.

14. Christoffersen, Susan E. K., Richard Evans, and David K. Musto, 2013, What do consumers' fund flows maximize? Evidence from their brokers' incentives, Journal of Finance 68, 201-235.

15. Debaere, Peter and Richard Evans, 2014, Outsourcing vs. Integration in the mutual fund industry: An incomplete contracting perspective, Working Paper.
    Paper not yet in RePEc: Add citation now
    

16. Del Guercio, Diane and Jonathan Reuter, 2012, Mutual fund performance and the invcentive to invest in active management, Journal of Finance (forthcoming).

17. Del Guercio, Diane and Paula A. Tkac, 2002, The determinants of the flow of funds of managed portfolios: Mutual funds vs. Pension funds, Journal of Financial and Quantitative Analysis 37, 523-557.

18. Del Guercio, Diane, Jonathan Reuter, and Paula A. Tkac, 2007, Why do some mutual fund families pick stocks for the competition?, Working Paper.
    Paper not yet in RePEc: Add citation now
    

19. Del Guercio, Diane, Jonathan Reuter, and Paula A. Tkac, 2010, Demand for financial advice, broker incentives, and mutual fund market segmentation, Working Paper.

20. Dependent variable: Fund flow in t Model: 1 2 3 Service inhouse forced-0.0919-0.0931-0.0942 (0.2582) (0.2527) (0.2471) Service inhouse choice-0.1018 ** -0.1034 ** -0.1052 ** (0.0477) (0.0444) (0.0405) PerfRank-1.1747 ** -1.2525 ** (0.0211) (0.0180) PerfRank 2.0782 *** 2.1421 *** (0.0007) (0.0006) Bottom quintile 0.1849 (0.6023) Middle quintiles 0.3597 *** (0.0001) Top quintile 5.5026 *** (0.0002) Ln TNA family 0.1727 *** 0.1729 *** 0.1728 *** (0.0015) (0.0015) (0.0015) Family focus 0.3512 *** 0.3467 *** 0.3472 *** (0.0003) (0.0004) (0.0003) Ln TNA-0.3143 *** -0.3141 *** -0.3156 *** (0.0003) (0.0003) (0.0003) Fund age-0.0400-0.0409-0.0364 (0.4142) (0.4027) (0.4635) Turnover ratio 0.0478 * 0.0491 * 0.0482 * (0.0591) (0.0545) (0.0627) Expense ratio-22.9745 ** -22.2937 ** -22.3827 ** (0.0111) (0.0147) (0.0146) Fund flow 0.0007 ** 0.0008 * 0.0008 ** (0.0429) (0.0513) (0.0340) Sigma fund flow-0.0013-0.0012 (0.3055) (0.3275)
    Paper not yet in RePEc: Add citation now
    
21. Ding, Bill and Russ Wermers, 2012, Mutual fund performance and governance structure: The role of portfolio managers and boards of directors, Working Paper.
    Paper not yet in RePEc: Add citation now
    
22. Elton, Edwin J., Martin J. Gruber, and Christopher R. Blake, 2012, An examination of mutual fund timing ability using monthly holdings data, Review of Finance 16, 619-645.
    Paper not yet in RePEc: Add citation now
    

23. Ferreira, Miguel A., Aneel Keswani, António F. Miguel, and Sofia B. Ramos, 2013, The determinants of mutual fund performance: A cross-country study, Review of Finance 17, 483-525.

24. Funds' life time in years Inception date Service-outsourced funds Number of external service providers 6 8 10 1996 11.97 11.06 10.68 10.33 1997 10.55 10.50 10.41 9.62 1998 10.41 9.61 10.00 7.15 1999 9.48 9.32 8.86 10.75 2000 8.56 8.22 7.67 7.08 2001 8.84 7.50 6.19 6.00 2002 8.12 7.74 7.31 7.00 2003 7.34 7.05 6.91 4.00 2004 6.56 6.05 5.71 5.11 1996-2004 9.36 8.83 8.66 7.70 Difference 0.54 *** 0.71 *** 1.67 *** CFR Working Paper Series Centre for Financial Research Cologne CFR Working Papers are available for download from www.cfr-cologne.de.
    Paper not yet in RePEc: Add citation now
    

25. Gaspar, José-Miguel, Massimo Massa, and Pedro Matos, 2006, Favoritism in mutual fund families? Evidence on strategic cross-fund subsidization, Journal of Finance 61, 73104.

26. Golec, Joseph H., 1996, The effects of mutual fund managers' characteristics on their portfolio performance, risk and fees, Financial Services Review 5, 133-148.

27. Gottesman, Aron A. and Matthew R. Morey, 2006, Manager education and mutual fund performance, Journal of Empirical Finance 13, 145-182.

28. Gremillion, Lee, 2005. Mutual fund industry handbook: A comprehensive guide for investment professionals, John Wiley and Sons, Inc, Hoboken, New Jersey.
    Paper not yet in RePEc: Add citation now
    

29. Grossman, Gene M. and Elhanan Helpman, 2002, Integration versus outsourcing in industry equilibrium, The Quarterly Journal of Economics 117, 85-120.

30. Gruber, Martin J., 1996, Another puzzle: The growth in actively managed mutual funds, Journal of Finance 51, 783-810.

31. Hardcopies can be ordered from: Centre for Financial Research (CFR), Albertus Magnus Platz, 50923 Koeln, Germany. 2014 No. Author(s) Title 14-04 C. Sorhage Outsourcing of Mutual Funds’ Non-core Competencies and the Impact on Operational Outcomes: Evidence from Funds’ Shareholder Services 14-03 D. Hess, P. Immenkötter How Much Is Too Much? Debt Capacity And Financial Flexibility 14-02 C. Andres, M. Doumet, E. Fernau, E. Theissen The Lintner model revisited: Dividends versus total payouts 14-01 N.F. Carline, S. C. Linn, P.
    Paper not yet in RePEc: Add citation now
    
32. In column 3 (4, 5) I define a service-inhouse fund as capable to outsource if its family’s assets under management, Ln TNA family, is smaller than the assets under administration of the sixth (eighth, tenth) largest external service provider. The average life time of both fund groups are measured in years and reported for funds’ inception years starting in 1996. The last row of the table reports the difference in funds’ life time between service-outsourced funds and service-inhouse capable funds. ***, **, * denote statistical significance at the 1%, 5%, and 10% significance level, respectively.
    Paper not yet in RePEc: Add citation now
    
33. Investment Company Institute, 2013, Investment company fact book 2013, Investment Company Institute Research Series 1-254.
    Paper not yet in RePEc: Add citation now
    

34. 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.

35. K. Yadav Corporate Governance and the Nature of Takeover Resistance 2013 No. Author(s) Title 13-11 R. Baule, O. Korn, S. Saßning Which Beta is Best? On the Information Content of Option-implied Betas 13-10 V. Agarwal, L. Ma Managerial Multitasking in the Mutual Fund Industry 13-09 M. J. Kamstra, L.A. Kramer, M.D. Levi, R. Wermers Seasonal Asset Allocation: Evidence from Mutual Fund Flows 13-08 F. Brinkmann, A. Kempf, O. Korn Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection 13-07 G. Cici, S. Gibson, Y. Gunduz, J.J. Merrick, Jr. Market Transparency and the Marking Precision of Bond Mutual Fund Managers 13-06 S.Bethke, A. Kempf, M.

36. Kacperczyk, Marcin and Amit Seru, 2012, Does firm organization matter? Evidence from centralized and decentralized mutual funds, Working Paper.
    Paper not yet in RePEc: Add citation now
    

37. Kacperczyk, Marcin, Stijn Van Nieuwerburgh, and Laura Veldkamp, 2012, Time-varying fund manager skill, Working Paper.

38. Kempf, Elisabeth, Alberto Manconi, and Oliver G. Spalt, 2013, Learning by doing: The value of experience and the origins of skill for mutual fund managers, Working Paper.
    Paper not yet in RePEc: Add citation now
    

39. Khorana, Ajay and Henri Servaes, 2012, What drives market share in the mutual fund industry?, Review of Finance 16, 81-113.

40. Khorana, Ajay, 1996, Top management turnover an empirical investigation of mutual fund managers, Journal of Financial Economics 40, 403-427.

41. Kostovetsky, Leonard and J. B. Warner, 2012, You’re fired! New evidence on portfolio manager turnover and performance, Working Paper.
    Paper not yet in RePEc: Add citation now
    

42. Kuhnen, Camelia M., 2009, Business networks, corporate governance, and contracting in the mutual fund industry, Journal of Finance 64, 2185-2220.

43. Lafontaine, Francine and Margaret Slade, 2007, Vertical integration and firm boundaries: The evidence, Journal of Economic Literature 45, 629-685.

44. Moreno, David, Rosa Rodriguez, and Rafael Zambrana, 2012, Management sub-advising: Mutual fund industry, Working Paper.
    Paper not yet in RePEc: Add citation now
    

45. Nanda, Vikram, Z. Jay Wang, and Lu Zheng, 2004, Family values and the star phenomenon: Strategies of mutual fund families, The Review of Financial Studies 17, 667-698.

46. Niessen-Ruenzi, Alexandra and Stefan Ruenzi, 2013, Sex matters: Gender and prejudice in the mutual fund industry, Working Paper.
    Paper not yet in RePEc: Add citation now
    

47. Pástor, Ľuboš and Robert F. Stambaugh, 2002, Mutual fund performance and seemingly unrelated assets, Journal of Financial Economics 63, 315-349.

48. Prahalad, C. K. and Gary Hamel, 1990, The core competence of the corporation, Harvard Business Review 68, 79-91.
    Paper not yet in RePEc: Add citation now
    

49. Siggelkow, Nicolaj, 2003, Why focus? A study of intra-industry focus effects, Journal of Industrial Economics 51, 121-150.

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

51. Source: NSAR CRSP Dependent variable: Service fee Management fee 12B-1 Expense ratio Service outsourced-0.0008 *** 0.0006 *** -0.0006 *** -0.0013 *** (0.0000) (0.0065) (0.0000) (0.0000) Ln TNA family 0.0001 *** -0.0007 *** 0.0001 *** -0.0003 *** (0.0008) (0.0000) (0.0083) (0.0000) Family focus 0.0000-0.0004-0.0003 0.0012 *** (0.9831) (0.4172) (0.1559) (0.0002) Ln TNA-0.0001 *** 0.0016 *** 0.0000-0.0005 *** (0.0041) (0.0000) (0.7315) (0.0000) Fund age 0.0002 *** 0.0002 * -0.0004 *** -0.0002 (0.0001) (0.0561) (0.0000) (0.1644) Turnover ratio 0.0000 0.0002 *** 0.0000 ** 0.0001 *** (0.1934) (0.0002) (0.0225) (0.0013) Year fixed effects Yes Yes Yes Yes Segment fixed effects Yes Yes Yes Yes Number of Observations 18,815 17,757 14,052 19,119 Adj.R-Squared 0.0707 0.1466 0.2425 0.2318
    Paper not yet in RePEc: Add citation now
    
52. Table IX – Service-inhouse funds grouped by their families’ capability to outsource (continued) Panel C: 10 external service providers Net-of-fee returns Gross-of-fee returns Dependent variable: Return OAR Jensen Carhart Return OAR Jensen Carhart Service inhouse forced-0.0054 ** -0.0038-0.0029-0.0007-0.0031-0.0011-0.0003 0.0019 (0.0361) (0.1610) (0.2330) (0.7562) (0.2070) (0.6742) (0.9097) (0.3430) Service inhouse choice-0.0102 *** -0.0112 *** -0.0107 *** -0.0075 *** -0.0094 *** -0.0107 *** -0.0100 *** -0.0068 *** (0.0001) (0.0000) (0.0000) (0.0008) (0.0002) (0.0001) (0.0000) (0.0019) Fund and family controls Yes Yes Yes Yes Yes Yes Yes Yes Year fixed effects Yes Yes Yes Yes Yes Yes Yes Yes Segment fixed effects Yes No Yes Yes Yes No Yes Yes Number of Observations 19,119 19,119 19,119 19,119 19,119 19,119 19,119 19,119 Adj.R-Squared 0.7321 0.0044 0.1527 0.1012 0.7338 0.0050 0.1548 0.1020
    Paper not yet in RePEc: Add citation now
    

53. Wahal, Sunil and Albert Y. Wang, 2011, Competition among mutual funds, Journal of Financial Economics 99, 40-59.

54. Year 1996 1998 2000 2002 2004 2006 2008 2010 Service-outsourced funds (%) 49.07 51.48 50.91 47.66 49.08 52.18 52.14 52.95 Family characteristics: Number of families 205 292 393 389 384 366 351 310 Family size 2,373.82 3,613.76 3,730.40 2,612.40 4,459.81 5,295.94 3,347.44 5,329.08 Number of funds 2.62 3.07 3.47 4.16 4.38 4.49 4.23 4.13 Family focus (%) 80.64 77.51 75.89 73.98 73.70 73.54 74.46 73.23 Family market share (%) 0.49 0.34 0.25 0.26 0.26 0.27 0.29 0.33 Service characteristics: Number of service provider 80 98 116 119 109 101 87 77 Service size 6,082.90 10,686.55 12,447.55 8,486.62 15,620.37 19,049.85 13,048.87 20,069.54 Service market share (%) 1.25 1.02 0.86 0.84 0.92 0.99 1.15 1.30
    Paper not yet in RePEc: Add citation now
    

1. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

   Full description at Econpapers || Download paper

2. Why Do Institutional Investors Chase Return Trends?. (2012). Kaniel, Ron ; Yoeli, Uzi ; Alt, Aydogan .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8773.

   Full description at Econpapers || Download paper

3. Management compensation and market timing under portfolio constraints. (2011). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1116.

   Full description at Econpapers || Download paper

4. On the use of options by mutual funds: Do they know what they are doing?. (2011). Palacios, Luis-Felipe ; Cici, Gjergji.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1108.

   Full description at Econpapers || Download paper

5. Does manager offshore experience count in the alternative UCITS universe?. (2011). Pirotte Speder, Hugues ; Markov, Iliya ; Dewaele, Benoit ; Tuchschmid, N..
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/105771.

   Full description at Econpapers || Download paper

6. Illiquidity, position limits, and optimal investment for mutual funds. (2011). Dai, Min ; Liu, Hong ; Jin, Hanqing.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:146:y:2011:i:4:p:1598-1630.

   Full description at Econpapers || Download paper

7. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2011). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:18:y:2011:i:2:p:175-194.

   Full description at Econpapers || Download paper

8. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2010). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1019.

   Full description at Econpapers || Download paper

9. 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

10. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2185-2197.

    Full description at Econpapers || Download paper

11. The efficiency of Greek public pension fund portfolios. (2010). Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2158-2167.

    Full description at Econpapers || Download paper

12. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Li, Wei ; Wang, Steven Shuye.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

    Full description at Econpapers || Download paper

13. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

    Full description at Econpapers || Download paper

14. The effect of earnings surprises on information asymmetry. (2009). Brown, Stephen ; Hillegeist, Stephen A. ; Lo, Kin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:208-225.

    Full description at Econpapers || Download paper

15. Locating decision rights: Evidence from the mutual fund industry. (2009). Cashman, George D. ; Deli, Daniel N..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:645-671.

    Full description at Econpapers || Download paper

16. Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times. (2009). Lin, LI ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:0911.1921.

    Full description at Econpapers || Download paper

17. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Thiele, Tanja ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0702.

    Full description at Econpapers || Download paper

18. Performance measurement of hedge funds managers. (2008). Dobrin, Octavian ; Popa, Ion ; Tiu, Cristian ; Bagu, Constantin .
    In: Economia. Seria Management.
    RePEc:rom:econmn:v:11:y:2008:i:2:p:38-48.

    Full description at Econpapers || Download paper

19. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

    Full description at Econpapers || Download paper

20. Delegated Asset Management, Investment Mandates, and Capital Immobility. (2008). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14574.

    Full description at Econpapers || Download paper

21. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:433-453.

    Full description at Econpapers || Download paper

22. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820.

    Full description at Econpapers || Download paper

23. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

    Full description at Econpapers || Download paper

24. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

    Full description at Econpapers || Download paper

25. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John.
    In: Staff Reports.
    RePEc:fip:fednsr:291.

    Full description at Econpapers || Download paper

26. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

    Full description at Econpapers || Download paper

27. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

    Full description at Econpapers || Download paper

28. Disagreement and the Stock Market. (2007). Stein, Jeremy ; Hong, Harrison.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:109-128.

    Full description at Econpapers || Download paper

29. Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions. (2006). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Working Papers.
    RePEc:ubs:wpaper:ubs0605.

    Full description at Econpapers || Download paper

30. Optimal asset allocation based on utility maximization in the presence of market frictions. (2006). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0012.

    Full description at Econpapers || Download paper

31. Optimal Asset Allocation and Risk Shifting in Money Management. (2006). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5524.

    Full description at Econpapers || Download paper

32. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

    Full description at Econpapers || Download paper

33. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

    Full description at Econpapers || Download paper

34. Institutional Investment Constraints and Stock Prices. (2005). han, bing ; Wang, Winghai.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-24.

    Full description at Econpapers || Download paper

35. Delegated portfolio management: a survey of the theoretical literature. (2005). Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005520.

    Full description at Econpapers || Download paper

36. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2005). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5006.

    Full description at Econpapers || Download paper

37. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000861.

    Full description at Econpapers || Download paper

38. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

    Full description at Econpapers || Download paper

39. Tournaments in Mutual Fund Families. (2004). Ruenzi, Stefan ; Kempf, Alexander.
    In: Finance.
    RePEc:wpa:wuwpfi:0404011.

    Full description at Econpapers || Download paper

40. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization. (2004). HUANG, MING ; Hong, Harrison ; Chen, Joseph ; Kubik, Jeffrey D..
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1276-1302.

    Full description at Econpapers || Download paper

41. Portfolio delegation under short-selling constraints. (2003). Sharma, Tridib ; Gomez, Juan-Pedro.
    In: Economics Working Papers.
    RePEc:upf:upfgen:695.

    Full description at Econpapers || Download paper

42. Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets. (2003). Whitelaw, Robert F. ; Richardson, Matthew ; Ofek, Eli.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9423.

    Full description at Econpapers || Download paper

43. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2003). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
    In: Working papers.
    RePEc:mit:sloanp:3514.

    Full description at Econpapers || Download paper

44. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

    Full description at Econpapers || Download paper

45. Incentive structures in institutional asset management and their implications for financial markets. (2003). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:21.

    Full description at Econpapers || Download paper

46. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

    Full description at Econpapers || Download paper

47. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs. (2001). Thaler, Richard ; Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8302.

    Full description at Econpapers || Download paper

48. Breadth of Ownership and Stock Returns. (2001). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8151.

    Full description at Econpapers || Download paper

49. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

    Full description at Econpapers || Download paper

50. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs. (). Thaler, Richard ; Lamont, Owen.
    In: CRSP working papers.
    RePEc:wop:chispw:528.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 15:30:12 || Missing content? Let us know