Markus S. Broman

Syracuse University - Whitman School of Management

Assistant Professor of Finance

721 University Avenue

Syracuse, NY 13244-2130

United States

http://www.markusbroman.com

SCHOLARLY PAPERS

5

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Top 48,772

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1,478

SSRN CITATIONS
Rank 41,983

SSRN RANKINGS

Top 41,983

in Total Papers Citations

10

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Relative Liquidity, Fund Flows and Short-term Demand: Evidence from Exchange-Traded Funds

Number of pages: 38 Posted: 01 Dec 2013 Last Revised: 24 Nov 2017
Markus S. Broman and Pauline Shum Nolan
Syracuse University - Whitman School of Management and York University - Schulich School of Business
Downloads 561 (74,941)
Citation 2

Abstract:

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ETF, liquidity clientele, institutional investors, short-term trading

2.

Liquidity, Style Investing, and Excess Comovement of Exchange-Traded Fund Returns

Journal of Financial Markets, Forthcoming
Number of pages: 53 Posted: 08 Aug 2013 Last Revised: 25 May 2016
Markus S. Broman
Syracuse University - Whitman School of Management
Downloads 428 (103,957)
Citation 8

Abstract:

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ETF, Excess Comovement, Correlated Demand, Liquidity clientele, Style investing, Market Efficiency

3.

Naïve Style-level Feedback Trading in Passive Funds

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 64 Posted: 03 Jun 2017 Last Revised: 16 Oct 2020
Markus S. Broman
Syracuse University - Whitman School of Management
Downloads 208 (220,943)
Citation 2

Abstract:

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Positive Feedback Trading, Style-Switching, Institutional Investors, Non-Fundamental Demand, Exchange-Traded Fund (ETF), Return Predictability.

4.

The Geography of Sub-advisors and its Impact on International Equity Mutual Funds

Number of pages: 66 Posted: 02 Jan 2019 Last Revised: 06 Jul 2021
Markus S. Broman, Michael Densmore and Pauline Shum Nolan
Syracuse University - Whitman School of Management, University of New Brunswick - Fredericton and York University - Schulich School of Business
Downloads 145 (301,178)

Abstract:

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Mutual Fund, Performance, Sub-Advisor, Outsourcing, Local Information

5.

Local Demand Shocks, Excess Comovement and Return Predictability

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 02 Mar 2013 Last Revised: 03 Aug 2020
Markus S. Broman
Syracuse University - Whitman School of Management
Downloads 136 (316,735)
Citation 1

Abstract:

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Preferred Habitat; Correlated Demand; Mispricing; Arbitrage; Comovement; Return Predictability.