-
2
-
-
0038465465
-
How costly is financial (not economic) distress? Evidence from highly leveraged transactions that became distressed
-
Andrade G., and Kaplan S. How costly is financial (not economic) distress? Evidence from highly leveraged transactions that became distressed. Journal of Finance 53 (1998) 1443-1493
-
(1998)
Journal of Finance
, vol.53
, pp. 1443-1493
-
-
Andrade, G.1
Kaplan, S.2
-
4
-
-
12144279436
-
Mutual fund flows and performance in rational markets
-
Berk J., and Green R. Mutual fund flows and performance in rational markets. Journal of Political Economy 112 (2004) 1269-1295
-
(2004)
Journal of Political Economy
, vol.112
, pp. 1269-1295
-
-
Berk, J.1
Green, R.2
-
6
-
-
0002624840
-
On Persistence in Mutual Fund Performance
-
Carhart M. On Persistence in Mutual Fund Performance. Journal of Finance 52 (1997) 56-82
-
(1997)
Journal of Finance
, vol.52
, pp. 56-82
-
-
Carhart, M.1
-
7
-
-
0001551506
-
Risk taking by mutual funds as a response to incentives
-
Chevalier J., and Ellison G. Risk taking by mutual funds as a response to incentives. Journal of Political Economy 105 (1997) 1167-1200
-
(1997)
Journal of Political Economy
, vol.105
, pp. 1167-1200
-
-
Chevalier, J.1
Ellison, G.2
-
8
-
-
33746838431
-
Market reactions to tangible and intangible information
-
Daniel K., and Titman S. Market reactions to tangible and intangible information. Journal of Finance 61 (2006) 1605-1643
-
(2006)
Journal of Finance
, vol.61
, pp. 1605-1643
-
-
Daniel, K.1
Titman, S.2
-
9
-
-
34848839415
-
-
Eckbo, E., Thorburn, K., 2004. Bidding in mandatory bankruptcy auctions: theory and evidence. Working paper. Dartmouth University.
-
-
-
-
10
-
-
0000446210
-
Investor flows and the assessed performance of open-end fund managers
-
Edelen R. Investor flows and the assessed performance of open-end fund managers. Journal of Financial Economics 53 (1999) 439-466
-
(1999)
Journal of Financial Economics
, vol.53
, pp. 439-466
-
-
Edelen, R.1
-
11
-
-
0000928969
-
Risk, return, and equilibrium: empirical tests
-
Fama E., and MacBeth J. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81 (1973) 607-636
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
MacBeth, J.2
-
12
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama E., and French K. The cross-section of expected stock returns. Journal of Finance 47 (1992) 427-465
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.1
French, K.2
-
13
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama E., and French K. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33 (1993) 3-56
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.1
French, K.2
-
14
-
-
34848849986
-
-
Frazzini, A., Lamont, O., 2006. Dumb money: mutual fund flows and return predictability. Working paper, Yale University.
-
-
-
-
15
-
-
0005971306
-
Transaction costs and capital structure choice: evidence from financially distressed firms
-
Gilson S. Transaction costs and capital structure choice: evidence from financially distressed firms. Journal of Finance 52 (1997) 161-197
-
(1997)
Journal of Finance
, vol.52
, pp. 161-197
-
-
Gilson, S.1
-
16
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S., and Stiglitz J. On the impossibility of informationally efficient markets. American Economic Review (1980) 393-408
-
(1980)
American Economic Review
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
17
-
-
84886231184
-
Price and volume effects associated with changes in the S&P 500: New evidence for the existence of price pressures
-
Harris L., and Gurel E. Price and volume effects associated with changes in the S&P 500: New evidence for the existence of price pressures. Journal of Finance 41 (1986) 815-829
-
(1986)
Journal of Finance
, vol.41
, pp. 815-829
-
-
Harris, L.1
Gurel, E.2
-
18
-
-
79953230734
-
Consumer reaction to measures of poor quality: evidence from the mutual fund industry
-
Ippolito R. Consumer reaction to measures of poor quality: evidence from the mutual fund industry. Journal of Law and Economics 35 (1992) 45-70
-
(1992)
Journal of Law and Economics
, vol.35
, pp. 45-70
-
-
Ippolito, R.1
-
19
-
-
84993907815
-
Price impacts of block trading on the New York Stock Exchange
-
Kraus A., and Stoll H. Price impacts of block trading on the New York Stock Exchange. Journal of Finance (1972) 569-588
-
(1972)
Journal of Finance
, pp. 569-588
-
-
Kraus, A.1
Stoll, H.2
-
21
-
-
84977707554
-
A simple model of capital market equilibrium with incomplete information
-
Merton R. A simple model of capital market equilibrium with incomplete information. Journal of Finance 42 (1987) 483-510
-
(1987)
Journal of Finance
, vol.42
, pp. 483-510
-
-
Merton, R.1
-
23
-
-
0040250337
-
Do asset fire sales exist? An empirical investigation of commercial aircraft transactions
-
Pulvino T. Do asset fire sales exist? An empirical investigation of commercial aircraft transactions. Journal of Finance 53 (1998) 939-978
-
(1998)
Journal of Finance
, vol.53
, pp. 939-978
-
-
Pulvino, T.1
-
24
-
-
0001531652
-
The market for corporate securities: Substitution versus price pressure and the effects of information on stock prices
-
Scholes M. The market for corporate securities: Substitution versus price pressure and the effects of information on stock prices. Journal of Business 45 (1972) 179-211
-
(1972)
Journal of Business
, vol.45
, pp. 179-211
-
-
Scholes, M.1
-
25
-
-
0000183976
-
Do demand curves for stocks slope down?
-
Shleifer A. Do demand curves for stocks slope down?. Journal of Finance 41 (1986) 579-590
-
(1986)
Journal of Finance
, vol.41
, pp. 579-590
-
-
Shleifer, A.1
-
27
-
-
84977721574
-
Liquidation values and debt capacity: a market equilibrium approach
-
Shleifer A., and Vishny R. Liquidation values and debt capacity: a market equilibrium approach. Journal of Finance 47 (1992) 1343-1366
-
(1992)
Journal of Finance
, vol.47
, pp. 1343-1366
-
-
Shleifer, A.1
Vishny, R.2
-
29
-
-
0005163859
-
Costly search and mutual fund flows
-
Sirri E., and Tufano P. Costly search and mutual fund flows. Journal of Finance 53 (1998) 1589-1622
-
(1998)
Journal of Finance
, vol.53
, pp. 1589-1622
-
-
Sirri, E.1
Tufano, P.2
-
30
-
-
15544366424
-
Why are most mutual funds open-end? Competition and the limits of arbitrage
-
Stein J. Why are most mutual funds open-end? Competition and the limits of arbitrage. Quarterly Journal of Economics 120 (2005) 247-272
-
(2005)
Quarterly Journal of Economics
, vol.120
, pp. 247-272
-
-
Stein, J.1
-
31
-
-
0001273817
-
Aggregate mutual fund flows and security returns
-
Warther V. Aggregate mutual fund flows and security returns. Journal of Financial Economics 29 (1995) 209-235
-
(1995)
Journal of Financial Economics
, vol.29
, pp. 209-235
-
-
Warther, V.1
-
32
-
-
0006818286
-
Mutual fund herding and the impact on stock prices
-
Wermers R. Mutual fund herding and the impact on stock prices. Journal of Finance 54 (1999) 581-622
-
(1999)
Journal of Finance
, vol.54
, pp. 581-622
-
-
Wermers, R.1
|