Market Efficiency and Money Market Fund Portfolio Managers: Beliefs Versus Reality

Ramon P. DeGennaro, Dale L. Domian · SSRN Electronic Journal · 1996

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Type: article
Published: 1996-05-01
Cited by: 10
References: 18
Access: Open access
DOI: https://doi.org/10.2139/ssrn.380540
OpenAlex: https://openalex.org/W21297529
Semantic Scholar: https://api.semanticscholar.org/CorpusID:151289344

Keywords

Download, Portfolio, Business, Finance, World Wide Web

References

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the PortfolioHaim Levy — 1978
The Bank Capital Decision: A Time Series-Cross Section AnalysisAlan J. Marcus — 1983
The CAPM and beta in an imperfect marketRamon P. DeGennaro, Sangphill Kim — 1986
A Study of the Management of Money Market Mutual Funds: 1975-1980Michael G. Ferri, H. Dennis Oberhelman — 1981
Money Market Funds and Shareholder DilutionAndrew B. Lyon — 1984
The relationship between risk and capital in commercial banksRonald E. Shrieves, Drew Dahl — 1992
Explorations into Factors Explaining Money Market ReturnsPeter J. Knez, Robert B. Litterman, José Scheinkman — 1994
The Performance of Bond Mutual FundsChristopher R. Blake, Edwin J. Elton, Martin J. Gruber — 1993
Money Market Mutual Fund Maturity and Interest RatesDale L. Domian — 1992
Nobel Lecture: Inflation and UnemploymentMilton Friedman — 1977
The rocking horse analystAlex A. Kane, Stephen Gary Marks — 1987
The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDsElizabeth S. Cooperman, Winson B. Lee, Glenn A. Wolfe — 1992
Efficient Capital Markets: IIEugene F. Fama — 1991
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*Burton G. Malkiel, Eugene F. Fama — 1970
The Investment Performance of Low‐grade Bond FundsBradford Cornell, Kevin Green — 1991
Why Does High Inflation Raise Inflation UncertaintyLaurence Ball — 1990
DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXESJohn Lintner — 1956
Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark ComparisonsBruce N. Lehmann, David M. Modest — 1987
Why does high inflation raise inflation uncertainty?Laurence Ball — 1992
The CAPM and Beta in an Imperfect MarketSangphill Kim, Ramon P. DeGennaro — 1986

Cited by

Money market mutual funds and their impact on bank deposits in South AfricaVuyolwethu Maxabiso Mpako — 2008
Cross-Sectional Differences between Topic 1: Money Market Mutual Funds and their Role in the Mutual Fund Families. Topic 2: Innovations in Financial Products. Conventional Mutual Funds versus Exchange Traded Funds.Anna Agapova — 2007
The Role of Money Market Mutual Funds in Mutual Fund FamiliesAnna Agapova — 2010
Fee waivers for tax-exempt money market mutual fundsJoseph Farinella, Randy D. Jorgensen — 2002
Design of fund rating system in money marketLiyan Pang, Shuopeng Wang, Jiaxin Zhang — 2013
Portfolio maturity choice of Australian cash management trustsKevin Davis — 2008
Performance and persistence in money market fund returnsDale L. Domian, William Reichenstein — 1997
Money Funds or Markets? Valuing Intermediary ServicesGary D. Koppenhaver, Travis Sapp — 2005
Money Market Funds: An Introduction to the LiteratureViktoria Baklanova — 2010
Essays on Banking and FinanceSaad Alnahedh — 2017

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