Network externalities in mutual funds
Explore this paper's citation graph
- Type
- article
- Published
- 2016-02-02
- Cited by
- 45
- References
- 46
- Access
- Open access
- OpenAlex
- https://openalex.org/W102864644
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151257653
Keywords
Intermediary, Business, Capital (architecture), Financial system, Finance
References
- Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
- Style-Related Comovement: Fundamentals or Labels?
- Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
- GMM estimation with cross sectional dependence
- A flow-based explanation for return predictability
- Asset Fire Sales (and Purchases) in Equity Markets
- Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
- Style Effects in the Cross-Section of Stock Returns
- The Persistence of Mutual Fund Performance
- Aggregate Price Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns
- Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
- The effect of holdings data frequency on conclusions about mutual fund behavior
- Mutual Fund Incubation
- Changes in Institutional Ownership and Stock Returns: Assessment and Methodology
- Institutional Industry Herding
- Identification of Peer Effects through Social Networks
- Cash Holdings and Mutual Fund Performance
- Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability
- Short-Term Persistence in Mutual Fund Performance
- Winners in the Spotlight: Media Coverage of Fund Holdings as a Driver of Flows
Cited by
- Ability to Capture Up Market Gains and Avoid Down Market Losses: The Upside and Downside Capture Ratios
- Effects of asymmetric information on market timing in the mutual fund industry
- What influences portfolio contagion among open-end mutual funds?
- Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
- Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
- An Investigation on Factors Affecting Stock Valuation Using Text Mining for Automated Trading
- Crowded Trades and Tail Risk
- Managers beyond borders: side-by-side management in mutual funds and pension funds
- Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets
- A complex networks approach to pension funds
- Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
- The relationship between capital and liquidity prudential instruments
- Measuring Innovation and Product Differentiation: Evidence from Mutual Funds
- Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry
- Institutional investor network, analyst public information and extreme risks
- How Different Are ESG Mutual Funds? Evidence and Implications
- It takes more than two to tango: Multiple bank lending, asset commonality and risk
- The reaction to CSR controversies by institutional investors
- A network analysis on fund portfolio mismatch and market volatility: evidence from China
- Investor trading behavior and asset prices: Evidence from quantile regression analysis
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