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https://doi.org/10.2139/ssrn.4690876

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jempfin.2017.08.003openalex-extracted
Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
inferredcites →https://doi.org/10.1016/j.jempfin.2018.09.001openalex-extracted
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
inferredcites →https://doi.org/10.1016/j.jempfin.2023.04.003openalex-extracted
Burned by Leverage? Flows and Fragility in Bond Mutual Funds
inferredcites →https://doi.org/10.1016/j.jfineco.2006.09.007openalex-extracted
Asset Fire Sales (and Purchases) in Equity Markets
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-extracted
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1016/j.jfineco.2011.05.012openalex-extracted
Institutional investors and the limits of arbitrage
inferredcites →https://doi.org/10.1016/j.jfineco.2014.02.009openalex-extracted
Winners in the spotlight: Media coverage of fund holdings as a driver of flows
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.008openalex-extracted
Scale and skill in active management
inferredcites →https://doi.org/10.1016/j.jfineco.2015.05.002openalex-extracted
Measuring skill in the mutual fund industry
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.010openalex-extracted
Assessing asset pricing models using revealed preference
inferredcites →https://doi.org/10.1016/j.jfineco.2016.01.032openalex-extracted
News implied volatility and disaster concerns
inferredcites →https://doi.org/10.1016/j.jfineco.2016.06.004openalex-extracted
Gambling preference and individual equity option returns
inferredcites →https://doi.org/10.1016/j.jfineco.2016.11.007openalex-extracted
Investor flows and fragility in corporate bond funds
inferredcites →https://doi.org/10.1016/j.jfineco.2017.09.005openalex-extracted
Is economic uncertainty priced in the cross-section of stock returns?
inferredcites →https://doi.org/10.1016/j.jfineco.2018.06.002openalex-extracted
Informative fund size, managerial skill, and investor rationality
inferredcites →https://doi.org/10.1016/j.jfineco.2018.11.004openalex-extracted
Gold, platinum, and expected stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2019.07.006openalex-extracted
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
inferredcites →https://doi.org/10.1016/j.jfineco.2020.02.008openalex-extracted
Terrorist attacks and investor risk preference: Evidence from mutual fund flows
inferredcites →https://doi.org/10.1016/j.jfineco.2020.05.006openalex-extracted
Corporate bond mutual funds and asset fire sales
inferredcites →https://doi.org/10.1016/j.jfineco.2020.06.005openalex-extracted
Fund tradeoffs
inferredcites →https://doi.org/10.1017/s0022109009990159openalex-extracted
Is There an Intertemporal Relation between Downside Risk and Expected Returns?
inferredcites →https://doi.org/10.1017/s0022109015000253openalex-extracted
Investor Sentiment and Mutual Fund Strategies
inferredcites →https://doi.org/10.1017/s002210901600082xopenalex-extracted
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
inferredcites →https://doi.org/10.1017/s0022109018001345openalex-extracted
Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?
inferredcites →https://doi.org/10.1017/s0022109020000538openalex-extracted
The Macroeconomic Uncertainty Premium in the Corporate Bond Market
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/424739openalex-extracted
Mutual Fund Flows and Performance in Rational Markets
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-extracted
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/rfs/16.1.0101openalex-extracted
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.1093/rfs/hhaa043openalex-extracted
Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment
inferredcites →https://doi.org/10.1093/rfs/hhab081openalex-extracted
What Do Mutual Fund Investors Really Care About?
inferredcites →https://doi.org/10.1093/rfs/hhs182openalex-extracted
Mutual Fund's R 2 as Predictor of Performance
inferredcites →https://doi.org/10.1093/rfs/hht074openalex-extracted
Liquidity Shocks and Stock Market Reactions
inferredcites →https://doi.org/10.1093/rfs/hhu039openalex-extracted
Tail Risk and Asset Prices
inferredcites →https://doi.org/10.1093/rfs/hhw054openalex-extracted
Which Factors Matter to Investors? Evidence from Mutual Fund Flows
inferredcites →https://doi.org/10.1093/rfs/hhy097openalex-extracted
Arbitrage Trading: The Long and the Short of It
inferredcites →https://doi.org/10.1111/0022-1082.00066openalex-extracted
Costly Search and Mutual Fund Flows
inferredcites →https://doi.org/10.1111/0022-1082.00232openalex-extracted
Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows
inferredcites →https://doi.org/10.1111/0022-1082.00263openalex-extracted
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
inferredcites →https://doi.org/10.1111/ecoj.12274openalex-extracted
Gold Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-extracted
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01598.xopenalex-extracted
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01738.xopenalex-extracted
The Real Effects of Financial Markets: The Impact of Prices on Takeovers
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01750.xopenalex-extracted
Mutual Fund Trading Pressure: Firm‐Level Stock Price Impact and Timing of SEOs
inferredcites →https://doi.org/10.1111/jofi.12950openalex-extracted
The Mismatch Between Mutual Fund Scale and Skill
inferredcites →https://doi.org/10.1257/0002828043052277openalex-extracted
Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
inferredcites →https://doi.org/10.1257/aer.20131193openalex-extracted
Measuring Uncertainty
inferredcites →https://doi.org/10.1257/aer.20191823openalex-extracted
Measuring Geopolitical Risk
inferredcites →https://doi.org/10.1287/mnsc.2014.2044openalex-extracted
The Asset-Pricing Implications of Government Economic Policy Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.1262416openalex-extracted
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.1364974openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1907904openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1934978openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2340784openalex-extracted
Assessing Asset Pricing Models Using Revealed Preference
inferredcites →https://doi.org/10.2139/ssrn.2596948openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2734743openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2790590openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.282451openalex-extracted
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.2139/ssrn.3287997openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.372721openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3886275openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.4159149openalex-extracted
Common Fund Flows: Flow Hedging and Factor Pricing
inferredcites →https://doi.org/10.2139/ssrn.464843openalex-extracted
Investor Sentiment and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/4140961openalex-extracted
The Power of Gold: The History of an Obsession
inferredcites →https://doi.org/10.2469/faj.v69.n4.1openalex-extracted
The Golden Dilemma
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