Window dressing in bond mutual funds

Journal of Financial Research

Volumn 29, Issue 3, 2006, Pages 325-347

  Morey, Matthew R ^a   O'Neal, Edward S ^b  

^a PACE UNIVERSITY   (United States)

^b WAKE FOREST UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33746353051     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2006.00181.x     Document Type: Article

References (7)

1. Blume, M., F. Lim, and A. C. MacKinlay, 1998, The declining credit quality of U.S. corporate debt: Myth or reality? Journal of Finance 53, 1389-1413.
2. Carhart, M., R. Kaniel, D. Musto, and A. Reed, 2002, Leaning for the tape: Evidence of gaming behavior in equity mutual funds, Journal of Finance 57, 661-93.
3. Chevalier, J. and G. Ellison, 1997, Risk taking by mutual funds as a response to incentives, Journal of Political Economy 105, 1167-1200.
4. Lakonishok, J., A. Schliefer, R. Thaler, and R. Vishny, 1991, Window dressing by pension fund managers, American Economic Review Papers and Proceedings, 227-31.
5. Morningstar Principia Plus Manual, 2001 Chicago, IL.
6. Musto, D. K., 1997, Portfolio disclosures and year-end price shifts, Journal of Finance 52, 1563-88.
7. Musto, D. K., 1999, Investment decisions depend on portfolio disclosures, Journal of Finance 54, 935-52.