Jeffrey A. Busse

Emory University - Department of Finance

Professor of Finance

Atlanta, GA 30322-2710

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 5,044

SSRN RANKINGS

Top 5,044

in Total Papers Downloads

14,626

SSRN CITATIONS
Rank 2,539

SSRN RANKINGS

Top 2,539

in Total Papers Citations

405

CROSSREF CITATIONS

269

Scholarly Papers (19)

1.
Downloads 3,432 ( 6,213)
Citation 117

Are Investors Rational? Choices Among Index Funds

NYU Working Paper
Number of pages: 35 Posted: 08 Nov 2002
Edwin J. Elton, Jeffrey A. Busse and Martin J. Gruber
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance
Downloads 3,238 (6,711)
Citation 6

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rationality, index funds, mutual funds

Are Investors Rational? Choices Among Index Funds

NYU Working Paper No. SC-AM-02-08
Number of pages: 35 Posted: 13 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 114 (428,123)
Citation 34

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Are Investors Rational? Choices Among Index Funds

NYU Working Paper No. FIN-02-045
Number of pages: 35 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 80 (544,681)

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2.

On the Timing Ability of Mutual Fund Managers

Number of pages: 32 Posted: 08 Nov 2000
Jeffrey A. Busse and Nicolas P. B. Bollen
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 1,693 (18,970)
Citation 21

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3.

Market Efficiency in Real-Time

Goizueta Business School, Emory University
Number of pages: 36 Posted: 24 May 2001
T. Clifton Green and Jeffrey A. Busse
Emory University - Department of Finance and Emory University - Department of Finance
Downloads 1,440 (24,313)
Citation 38

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4.

Mutual Fund Industry Selection and Persistence

The Review of Asset Pricing Studies, Forthcoming
Number of pages: 51 Posted: 09 Dec 2007 Last Revised: 14 Nov 2013
Jeffrey A. Busse and Qing Tong
Emory University - Department of Finance and Shanghai LiLi Technology Co.,Ltd.
Downloads 1,211 (31,334)
Citation 9

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mutual funds, persistence, industry selection

5.

Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance

Management Science, Forthcoming
Number of pages: 69 Posted: 07 Nov 2013 Last Revised: 14 Oct 2019
Jeffrey A. Busse, Tarun Chordia, Lei Jiang and Yuehua Tang
Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 1,201 (31,692)
Citation 30

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Mutual funds, trading costs, fund size, portfolio characteristics, fund performance

6.

Performance Persistence in Institutional Investment Management

EFA 2006 Zurich Meetings Paper
Number of pages: 46 Posted: 14 Jun 2006
Jeffrey A. Busse, Amit Goyal and Sunil Wahal
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 1,113 (35,317)
Citation 95

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7.

Double-Adjusted Mutual Fund Performance

Review of Asset Pricing Studies, Forthcoming
Number of pages: 64 Posted: 01 Nov 2014 Last Revised: 30 Jun 2020
Jeffrey A. Busse, Lei Jiang and Yuehua Tang
Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 925 (45,894)
Citation 17

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Manager skill, double-adjusted performance, factor model, stock characteristics, mutual funds

8.

Bayesian Alphas and Mutual Fund Persistence

Number of pages: 64 Posted: 11 Nov 2002
Jeffrey A. Busse and Paul J. Irvine
Emory University - Department of Finance and Neeley School of Business
Downloads 641 (74,776)
Citation 53

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9.

Another Look at Mutual Fund Tournaments

Number of pages: 45 Posted: 21 Aug 1998
Jeffrey A. Busse
Emory University - Department of Finance
Downloads 609 (79,667)
Citation 20

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10.

Trading Regularity and Fund Performance

Review of Financial Studies, Forthcoming
Number of pages: 88 Posted: 07 Sep 2016 Last Revised: 18 Apr 2018
Jeffrey A. Busse, Lin Tong, Qing Tong and Zhe Zhang
Emory University - Department of Finance, Fordham University - Finance Area, Shanghai LiLi Technology Co.,Ltd. and Singapore Management University - Lee Kong Chian School of Business
Downloads 473 (109,197)
Citation 10

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Trade Regularity, Fund Performance

11.

Stock Selection Skills and Career Choice: Buy Side vs. Sell Side

Number of pages: 40 Posted: 25 Mar 2008
Jeffrey A. Busse, T. Clifton Green and Narasimhan Jegadeesh
Emory University - Department of Finance, Emory University - Department of Finance and Emory University - Department of Finance
Downloads 438 (119,264)

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Analyst, Mutual Funds

12.

Dynamic Market Timing in Mutual Funds

Number of pages: 92 Posted: 21 Aug 2019 Last Revised: 07 Jul 2023
Jeffrey A. Busse, Jing Ding, Lei Jiang and Ke Wu
Emory University - Department of Finance, Tongji University - School of Economics and Management, Tsinghua University and Renmin University of China
Downloads 357 (150,348)
Citation 4

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Mutual Funds, Market Timing, Dynamic Conditional Correlation

13.

The Importance of Analysts vs. Brokers in the Performance of Stock Recommendations

Number of pages: 42 Posted: 23 Mar 2007
Jeffrey A. Busse and Klaas Baks
Emory University - Department of Finance and Emory University - Department of Finance
Downloads 291 (186,939)

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Analyst, Brokerage Firm, Recommendation, Bayesian Econometrics, Conflict of Interest

14.

Time-varying Alpha Opportunities and the Growth in Passive Fund Management

Number of pages: 53 Posted: 26 Apr 2021 Last Revised: 26 May 2022
Jeffrey A. Busse, Kiseo Chung and Badrinath Kottimukkalur
Emory University - Department of Finance, Texas Tech University - Area of Finance and George Washington University
Downloads 275 (198,797)

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mutual funds, passive investing, performance persistence, flow performance relationship

15.

Artificial Market Timing in Mutual Funds

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 78 Posted: 30 Apr 2020 Last Revised: 09 Sep 2023
Jeffrey A. Busse, Jing Ding, Lei Jiang and Yuehua Tang
Emory University - Department of Finance, Tongji University - School of Economics and Management, Tsinghua University and University of Florida - Department of Finance
Downloads 273 (199,561)

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Feedback trading, mutual funds, artificial timing, transaction costs, fund performance

16.

Price Impact Reversal and the Illiquidity Premium

Number of pages: 54 Posted: 11 Mar 2020 Last Revised: 04 May 2021
Jeffrey A. Busse and Yanbin Wu
Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 168 (313,736)

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Illiquidity Premium, Return Reversals, Price Pressure

17.

Is Money in Index Funds Smart?

Number of pages: 45 Posted: 17 Jan 2024
Jeffrey A. Busse, Kiseo Chung and Badrinath Kottimukkalur
Emory University - Department of Finance, Texas Tech University - Area of Finance and George Washington University
Downloads 86 (515,468)

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index funds, smart money, investor sophistication

18.

Volatility Timing in Mutual Funds: Evidence from Daily Returns

Posted: 03 Nov 1999
Jeffrey A. Busse
Emory University - Department of Finance

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19.

Do Investors Care About Sentiment?

Journal of Business, October 1998, Vol. 71, No. 4
Posted: 25 Aug 1998
Edwin J. Elton, Jeffrey A. Busse and Martin J. Gruber
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance

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Other Papers (2)

Total Downloads: 1,701
1.

Fund Managers Who Take Big Bets: Skilled or Overconfident

AFA 2007 Chicago Meetings Paper
Number of pages: 31 Posted: 21 Mar 2006
Jeffrey A. Busse, T. Clifton Green and Klaas Baks
Emory University - Department of Finance, Emory University - Department of Finance and Emory University - Department of Finance
Downloads 1,523

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2.

Investing in a Global World

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 10 Mar 2011 Last Revised: 22 Jun 2011
Jeffrey A. Busse, Amit Goyal and Sunil Wahal
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 178 (139,256)

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International, Portfolio Management, Performance