Markus S. Broman

Ohio University

College of Business, Finance Department

Copeland Business Annex 207

Athens, OH 45701-2979

United States

http://www.markusbroman.com

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 25,702

in Total Papers Citations

41

CROSSREF CITATIONS

7

Scholarly Papers (10)

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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
Ohio University and York University - Schulich School of Business
Downloads 621 (84,679)
Citation 10

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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
Ohio University
Downloads 482 (115,935)
Citation 8

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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
Ohio University
Downloads 255 (232,502)
Citation 2

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

4.

On the Anomaly Tilts of Factor Funds

Financial Management, forthcoming
Number of pages: 76 Posted: 16 Feb 2023 Last Revised: 20 May 2024
Markus S. Broman and Fabio Moneta
Ohio University and Telfer School of Management, University of Ottawa
Downloads 237 (249,826)
Citation 2

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Hedged Mutual Funds, Exchange-Traded Funds, Factor Tilts, Anomalies, Short Selling, Performance

5.

The Geography of Sub-advisors, Managerial Structure, and the Performance of International Equity Mutual Funds

Review of Asset Pricing Studies, forthcoming
Number of pages: 60 Posted: 02 Jan 2019 Last Revised: 28 Feb 2023
Markus S. Broman, Michael Densmore and Pauline Shum Nolan
Ohio University, University of New Brunswick - Fredericton and York University - Schulich School of Business
Downloads 182 (318,933)

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Mutual Fund, Performance, Sub-advisor, Local Information, Management Teams, Outsourcing

6.

Local Demand Shocks, Excess Comovement and Return Predictability

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 02 Mar 2013 Last Revised: 26 Feb 2023
Markus S. Broman
Ohio University
Downloads 158 (360,560)
Citation 1

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

7.

The Value of Active Share in Global Equity Funds and Across Regions of Investment

Number of pages: 65 Posted: 18 Apr 2024
Markus S. Broman and Jon A. Fulkerson
Ohio University and University of Dayton
Downloads 74 (613,721)

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Mutual Fund, Performance, Active Share, Anomalies, International Markets

8.

A U-Shaped Flow-Performance Sensitivity Across the Globe

Number of pages: 76 Posted: 24 Feb 2024 Last Revised: 08 Aug 2024
Markus S. Broman and Kelley Bergsma Lovelace
Ohio University and Ohio University
Downloads 52 (728,901)

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Mutual fund flows, flow-performance relationship, strategic complementarities, market states, illiquidity, performance horizon, forced sales

9.

Industry Co-agglomeration, Executive Mobility and Compensation

Number of pages: 60 Posted: 04 Mar 2023
Markus S. Broman, Debarshi K. Nandy and Yisong S. Tian
Ohio University, Brandeis University - International Business School and York University - Schulich School of Business
Downloads 49 (747,669)

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Industry co-agglomeration; Executive mobility; Geographic segmentation; Executive compensation; Local peers; Management style

10.

Foreignness and the Incentive to Generate Alpha: Evidence from Offshore Cross-Border Mutual Funds

Number of pages: 60 Posted: 12 Jul 2024
Markus S. Broman
Ohio University
Downloads 14 (1,055,087)

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Mutual Funds, Offshore, Familiarity, Performance, Active Fund Management, Flow-Performance Sensitivity, Competition