-
2
-
-
35448932705
-
A model for tax advantages of portfolios with many assets
-
Birge J., and Yang S. A model for tax advantages of portfolios with many assets. Journal of Banking and Finance 31 (2007) 3269-3290
-
(2007)
Journal of Banking and Finance
, vol.31
, pp. 3269-3290
-
-
Birge, J.1
Yang, S.2
-
4
-
-
0011063897
-
Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry
-
Brown K., Harlow W., and Starks L. Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry. Journal of Finance 51 (1996) 85-110
-
(1996)
Journal of Finance
, vol.51
, pp. 85-110
-
-
Brown, K.1
Harlow, W.2
Starks, L.3
-
5
-
-
0041049820
-
Can tax-loss selling explain the January seasonal in stock returns?
-
Chan K. Can tax-loss selling explain the January seasonal in stock returns?. Journal of Finance 41 (1986) 1115-1128
-
(1986)
Journal of Finance
, vol.41
, pp. 1115-1128
-
-
Chan, K.1
-
6
-
-
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) 1167-1206
-
(1997)
Journal of Political Economy
, vol.105
, pp. 1167-1206
-
-
Chevalier, J.1
Ellison, G.2
-
7
-
-
77649336156
-
-
Elton, E., Gruber, M., Blake, C., forthcoming. Holdings data, security returns and the selection of superior mutual funds. Journal of Financial and Quantitative Analysis.
-
Elton, E., Gruber, M., Blake, C., forthcoming. Holdings data, security returns and the selection of superior mutual funds. Journal of Financial and Quantitative Analysis.
-
-
-
-
9
-
-
10244266413
-
Copycat funds: Information disclosure regulation and the returns to active management in the mutual fund industry
-
Frank D., Poterba J., Shackelford D., and Shoven J. Copycat funds: Information disclosure regulation and the returns to active management in the mutual fund industry. Journal of Law and Economics 47 (2004) 515-541
-
(2004)
Journal of Law and Economics
, vol.47
, pp. 515-541
-
-
Frank, D.1
Poterba, J.2
Shackelford, D.3
Shoven, J.4
-
11
-
-
60649100008
-
Mutual fund volatility, timing and management fees
-
Giambona E., and Golec J. Mutual fund volatility, timing and management fees. Journal of Banking and Finance 33 (2009) 589-599
-
(2009)
Journal of Banking and Finance
, vol.33
, pp. 589-599
-
-
Giambona, E.1
Golec, J.2
-
13
-
-
0000741932
-
Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior
-
Grinblatt M., Titman S., and Wermers R. Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior. American Economic Review 85 (1995) 1088-1105
-
(1995)
American Economic Review
, vol.85
, pp. 1088-1105
-
-
Grinblatt, M.1
Titman, S.2
Wermers, R.3
-
14
-
-
6344294115
-
Quarterly trading patterns of financial institutions
-
He J., Ng L., and Wang Q. Quarterly trading patterns of financial institutions. Journal of Business 77 (2004) 493-510
-
(2004)
Journal of Business
, vol.77
, pp. 493-510
-
-
He, J.1
Ng, L.2
Wang, Q.3
-
15
-
-
2942710402
-
An empirical evaluation of tax factors and mutual fund stock sales decisions
-
Huddart S., and Narayaman V. An empirical evaluation of tax factors and mutual fund stock sales decisions. Review of Accounting Studies 7 (2002) 319-341
-
(2002)
Review of Accounting Studies
, vol.7
, pp. 319-341
-
-
Huddart, S.1
Narayaman, V.2
-
16
-
-
84993907227
-
Returns to buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh N., and Titman S. Returns to buying winners and selling losers: Implications for stock market efficiency. Journal of Finance 48 (1993) 65-91
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
19
-
-
77649337699
-
Indirect tests of the Haugen-Lakonishok small-firm/January effect hypothesis: Window dressing versus performance hedging
-
Lee C. Indirect tests of the Haugen-Lakonishok small-firm/January effect hypothesis: Window dressing versus performance hedging. Financial Review 2 (1998) 70-81
-
(1998)
Financial Review
, vol.2
, pp. 70-81
-
-
Lee, C.1
-
22
-
-
0012362671
-
Portfolio disclosures and year-end price shifts
-
Musto D. Portfolio disclosures and year-end price shifts. Journal of Finance 52 (1997) 1563-1588
-
(1997)
Journal of Finance
, vol.52
, pp. 1563-1588
-
-
Musto, D.1
-
23
-
-
0040036183
-
Investment decisions depend on portfolio disclosures
-
Musto D. Investment decisions depend on portfolio disclosures. Journal of Finance 54 (1999) 935-952
-
(1999)
Journal of Finance
, vol.54
, pp. 935-952
-
-
Musto, D.1
-
25
-
-
34447626971
-
Momentum strategies based on reward-risk stock selection criteria
-
Rachev S., Jasic T., and Stoyanov S. Momentum strategies based on reward-risk stock selection criteria. Journal of Banking and Finance 31 (2007) 2303-2323
-
(2007)
Journal of Banking and Finance
, vol.31
, pp. 2303-2323
-
-
Rachev, S.1
Jasic, T.2
Stoyanov, S.3
-
26
-
-
70249115085
-
The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation
-
Rakowski D., and Wang X. The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation. Journal of Banking and Finance 33 (2009) 2102-2109
-
(2009)
Journal of Banking and Finance
, vol.33
, pp. 2102-2109
-
-
Rakowski, D.1
Wang, X.2
-
27
-
-
84977730469
-
Portfolio rebalancing and the turn-of-the-year effect
-
Ritter J., and Chopra N. Portfolio rebalancing and the turn-of-the-year effect. Journal of Finance 44 (1989) 149-165
-
(1989)
Journal of Finance
, vol.44
, pp. 149-165
-
-
Ritter, J.1
Chopra, N.2
-
28
-
-
77649338712
-
Window dressing, tax-loss selling and momentum profit seasonality
-
Sias R. Window dressing, tax-loss selling and momentum profit seasonality. Financial Analysts Journal 62 (2006) 48-54
-
(2006)
Financial Analysts Journal
, vol.62
, pp. 48-54
-
-
Sias, R.1
-
29
-
-
0039647027
-
Institutions and individuals at the turn-of-the-year
-
Sias R., and Starks L. Institutions and individuals at the turn-of-the-year. Journal of Finance 52 (1997) 1543-1562
-
(1997)
Journal of Finance
, vol.52
, pp. 1543-1562
-
-
Sias, R.1
Starks, L.2
-
30
-
-
4043111355
-
-
Working paper, Sloan School of Management, Operations Research Center, Massachusetts Institute of Technology
-
Taylor, J., 2000. A role for the theory of tournaments in studies of mutual fund behavior. Working paper, Sloan School of Management, Operations Research Center, Massachusetts Institute of Technology.
-
(2000)
A role for the theory of tournaments in studies of mutual fund behavior
-
-
Taylor, J.1
-
31
-
-
10144232746
-
The potential effects of more frequent portfolio disclosure on mutual fund performance
-
Wermers R. The potential effects of more frequent portfolio disclosure on mutual fund performance. Investment Company Institute Perspective 7 (2001) 1-11
-
(2001)
Investment Company Institute Perspective
, vol.7
, pp. 1-11
-
-
Wermers, R.1
|