Jeffrey A. Busse

Emory University - Department of Finance

Professor of Finance

Atlanta, GA 30322-2710

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 4,318

SSRN RANKINGS

Top 4,318

in Total Papers Downloads

13,360

SSRN CITATIONS
Rank 2,700

SSRN RANKINGS

Top 2,700

in Total Papers Citations

211

CROSSREF CITATIONS

276

Scholarly Papers (18)

1.
Downloads 3,328 ( 5,060)
Citation 94

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 3,186 (5,342)
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 95 (383,602)
Citation 9

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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 47 (557,622)

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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 1,615 (16,138)
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 1,333 (21,567)
Citation 27

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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 1,155 (26,621)
Citation 9

Abstract:

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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 1,039 (31,025)
Citation 9

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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 1,024 (31,669)
Citation 77

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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 821 (43,111)
Citation 8

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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 608 (63,882)
Citation 45

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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 596 (65,515)
Citation 13

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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 446 (93,406)
Citation 4

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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 415 (101,527)

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Analyst, Mutual Funds

12.

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 263 (165,749)

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

13.

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

Number of pages: 53 Posted: 26 Apr 2021 Last Revised: 26 May 2022
Emory University - Department of Finance, Texas Tech University - Area of FinanceEmory University, Goizueta Business School and George Washington University
Downloads 215 (201,169)

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

14.

Dynamic Market Timing in Mutual Funds

Number of pages: 67 Posted: 21 Aug 2019 Last Revised: 19 Aug 2021
Jeffrey A. Busse, Jing Ding, Lei Jiang and Ke Wu
Emory University - Department of Finance, Harbin Institute of Technology - School of Management, Tsinghua University and Renmin University of China
Downloads 205 (211,216)
Citation 1

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Mutual Funds, Market Timing, Dynamic Conditional Correlation

15.

Artificial Market Timing in Mutual Funds

Number of pages: 78 Posted: 30 Apr 2020 Last Revised: 21 Jun 2022
Jeffrey A. Busse, Jing Ding, Lei Jiang and Yuehua Tang
Emory University - Department of Finance, Harbin Institute of Technology - School of Management, Tsinghua University and University of Florida - Department of Finance
Downloads 168 (249,953)

Abstract:

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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 Emory University - Goizueta Business School
Downloads 129 (308,611)

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Illiquidity Premium, Return Reversals, Price Pressure

17.

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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18.

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: 1,453
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 1,292

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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 161 (139,256)

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International, Portfolio Management, Performance