Annual Conference

|

Investment Finance, Senior Fellows/Fellows

|

May 2022

Is Stock Index Membership for Sale?

Shang-Jin WEI , Kun LI, Xin LIU
Keywords: S&P 500, Conflict of interest, Credit rating, Stock index
  • Download
  • Bookmark
  •    |   

Annual Conference

|

Investment Finance

|

May 2022

Birth order and fund manager’s trading behavior: Role of sibling rivalry

Vikas AGARWAL, Alexander COCHARDT, Stephan HELLER, Vitaly ORLOV
Keywords: birth order, mutual fund manager, fund risk, parental resources, evolutionary psychology, sibling rivalry
  • Download
  • Bookmark
  •    |   

Annual Conference

|

Investment Finance, Senior Fellows/Fellows

|

May 2022

Currency Management by International Fixed Income Mutual Funds

Clemens SIALM, Qifei ZHU
Keywords: currency risk, forward contracts, mutual funds, fixed-income securities, performance
  • Download
  • Bookmark
  •    |   

Annual Conference

|

Investment Finance

|

May 2022

Financial intermediaries and contagion in market efficiency: The case of ETFs

Frank Weikai LI, Claire Yurong HONG, Avanidhar SUBRAHMANYAM
Keywords: ETFs, financial intermediaries, capital constraints
  • Download
  • Bookmark
  •    |   

Annual Conference

|

Investment Finance, Senior Fellows/Fellows

|

May 2022

The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future

Sheridan TITMAN, Aydogan ALTI, Travis L. JOHNSON
Keywords: Portfolio returns, time-variation, autocorrelation, standard errors, return predictability, Bayesian
  • Download
  • Bookmark
  •    |