Essays on the Trading Behavior of Mutual Fund Managers

Essays on the Trading Behavior of Mutual Fund Managers
Title Essays on the Trading Behavior of Mutual Fund Managers PDF eBook
Author Gjergji Cici
Publisher
Pages 408
Release 2004
Genre
ISBN

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Swing Pricing and Fragility in Open-end Mutual Funds

Swing Pricing and Fragility in Open-end Mutual Funds
Title Swing Pricing and Fragility in Open-end Mutual Funds PDF eBook
Author Dunhong Jin
Publisher International Monetary Fund
Pages 46
Release 2019-11-01
Genre Business & Economics
ISBN 1513519492

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How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. Using unique data on investor transactions in U.K. corporate bond funds, we show that swing pricing eliminates the first-mover advantage arising from the traditional pricing rule and significantly reduces redemptions during stress periods. The positive impact of alternative pricing rules on fund flows reverses in calm periods when costs associated with higher tracking error dominate the pricing effect.

Herd Behavior in Financial Markets

Herd Behavior in Financial Markets
Title Herd Behavior in Financial Markets PDF eBook
Author Sushil Bikhchandani
Publisher
Pages 38
Release 2000
Genre Capital market
ISBN

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Stocks, Bonds, Bills, and Inflation

Stocks, Bonds, Bills, and Inflation
Title Stocks, Bonds, Bills, and Inflation PDF eBook
Author Roger G. Ibbotson
Publisher
Pages 202
Release 1989
Genre Actions (Titres de société) - Prix - Prévision
ISBN 9781556232312

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Hedge Fund Activism

Hedge Fund Activism
Title Hedge Fund Activism PDF eBook
Author Alon Brav
Publisher Now Publishers Inc
Pages 76
Release 2010
Genre Business & Economics
ISBN 1601983387

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Hedge Fund Activism begins with a brief outline of the research literature and describes datasets on hedge fund activism.

Dissertation Abstracts International

Dissertation Abstracts International
Title Dissertation Abstracts International PDF eBook
Author
Publisher
Pages 576
Release 2009-07
Genre Dissertations, Academic
ISBN

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Essays on Investor Behavior and Financial Innovation

Essays on Investor Behavior and Financial Innovation
Title Essays on Investor Behavior and Financial Innovation PDF eBook
Author Tobias Stuber
Publisher Herbert Utz Verlag
Pages 264
Release 2011
Genre
ISBN 3831640114

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