Roger M. Edelen

Virginia Tech

1016 Pamplin Hall (0221)

Blacksburg, VA 24060-0221

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 5,508

SSRN RANKINGS

Top 5,508

in Total Papers Downloads

15,965

TOTAL CITATIONS
Rank 5,126

SSRN RANKINGS

Top 5,126

in Total Papers Citations

243

Scholarly Papers (18)

Actions:
Email selected abstracts
1.

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Number of pages: 41 Posted: 13 Dec 2006 Last Revised: 08 Jul 2009
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 5,489 (3,423)
Citation 75

Abstract:

Loading...

Mutual Fund, Trading Costs, Size, Flow, Soft Dollars

2.

Institutional Investors and Stock Return Anomalies

Downloads 2,117 (16,187)
Citation 33

Institutional Investors and Stock Return Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 08 Oct 2014 Last Revised: 27 May 2015
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 1,420 (29,467)
Citation 6

Abstract:

Loading...

Anomalies, Institutional investors, Market efficiency, Investor base, limits of arbitrage

Institutional Investors and Stock Return Anomalies

Number of pages: 54 Posted: 26 Nov 2013 Last Revised: 07 May 2014
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 697 (79,850)
Citation 27

Abstract:

Loading...

Anomalies, Institutional Investors, Market Efficiency

3.

Why are Mutual Fund Flow and Market Returns Related? Evidence from High-Frequency Data

Number of pages: 39 Posted: 03 Apr 1999
Roger M. Edelen and Jerold B. Warner
Virginia Tech and University of Rochester – Simon Business School
Downloads 1,401 (30,585)
Citation 7

Abstract:

Loading...

4.

An Analysis of Mutual Fund Trading Costs

Number of pages: 43 Posted: 27 Apr 2000
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 1,385 (31,097)
Citation 22

Abstract:

Loading...

5.

Predictable Changes in NAV: The Wildcard Option in Transacting Mutual Fund Shares

Number of pages: 44 Posted: 22 Nov 1999
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 873 (60,135)
Citation 1

Abstract:

Loading...

6.

Crowding and Tail Risk in Momentum Returns

Number of pages: 69 Posted: 01 Oct 2017 Last Revised: 17 Oct 2020
Pedro Barroso, Roger M. Edelen and Paul Karehnke
CATÓLICA-LISBON School of Business & Economics, Virginia Tech and ESCP Business School
Downloads 866 (60,805)
Citation 11

Abstract:

Loading...

Momentum, crash risk, institutional investors, crowded trade, destabilize

7.

Transaction-Cost Expenditures and the Relative Performance of Mutual Funds

WFIC Working Paper No. 00-02
Number of pages: 46 Posted: 19 Mar 2000
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 814 (66,158)
Citation 10

Abstract:

Loading...

8.

Disclosure and Agency Conflict in Delegated Investment Management: Evidence from Mutual Fund Commission Bundling

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 26 Mar 2008 Last Revised: 15 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 576 (103,430)
Citation 36

Abstract:

Loading...

Agency Conflict, Mutual Fund; Performance; Brokerage Commissions; Expenses.

9.

Trading at Stale Prices with Modern Technology: Policy Options for Mutual Funds in the Internet Age

Virginia Journal of Law and Technology, Vol 7, No. 3, 2002
Number of pages: 55 Posted: 16 Jan 2003
Conrad S. Ciccotello, Roger M. Edelen, Jason T. Greene and Charles W. Hodges
Daniels College of Business, University of Denver, Virginia Tech, The University of Alabama in Huntsville and University of West Georgia
Downloads 463 (135,261)
Citation 2

Abstract:

Loading...

Mutual funds, stale prices, dilution

10.

Issuer Surplus and the Partial Adjustment of IPO Prices To Public Information

AFA 2004 San Diego Meetings
Number of pages: 51 Posted: 14 Dec 2003
Roger M. Edelen and Gregory B. Kadlec
Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 415 (153,658)
Citation 36

Abstract:

Loading...

11.

S&P 500 Indexers, Delegation Costs, and Liquidity Mechanisms

Rodney L. White Center for Financial Research Working Paper No. 04-03
Number of pages: 36 Posted: 26 May 2003
Roger M. Edelen and Marshall E. Blume
Virginia Tech and University of Pennsylvania - Finance Department
Downloads 351 (185,265)
Citation 7

Abstract:

Loading...

12.

Agency Costs of Institutional Trading

Number of pages: 45 Posted: 26 Nov 2006
Roger M. Edelen and Gregory B. Kadlec
Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 341 (191,243)
Citation 2

Abstract:

Loading...

Price adjustment delays, institutional investing, compensation

13.

Post-SEO Performance and Institutional Investors

Number of pages: 52 Posted: 15 Mar 2012 Last Revised: 26 Nov 2013
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 308 (213,510)

Abstract:

Loading...

Seasoned Equity Offerings, Post-Issuance Anomalies, Institutional Investors

14.

The Role of Trading Halts in Monitoring a Specialist Market

Rodney L. White Center for Financial Research, Working Paper No. 30-99
Number of pages: 48 Posted: 08 Mar 2001
Roger M. Edelen and Simon Gervais
Virginia Tech and Duke University - Fuqua School of Business
Downloads 268 (246,898)
Citation 1

Abstract:

Loading...

Agency theory, market microstructure, trading costs, exchange organization

15.

Information and Implementation: Assessing the Net Impact of Trading on Mutual Funds

Number of pages: 29 Posted: 27 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 207 (317,986)

Abstract:

Loading...

Mutual fund, trading costs, turnover

16.

Regulating Inattention in Fee-based Financial Advice

UNSW Business School Research Paper Forthcoming
Number of pages: 52 Posted: 16 Sep 2024
Roger M. Edelen, Kingsley Fong and Jingyi Han
Virginia Tech, UNSW Business School and University of New South Wales (UNSW)
Downloads 91 (615,376)

Abstract:

Loading...

Nudges, Default choice, Disclosure, Future of Financial Advice (FOFA) Mutual funds, Household finance

17.

Relative Sentiment and Stock Returns

Financial Analysts Journal, Vol. 66, No. 4, pp. 20-32, 2010
Posted: 11 Aug 2010
Roger M. Edelen, Alan J. Marcus and Hassan Tehranian
Virginia Tech, Boston College - Department of Finance and Boston College - Department of Finance

Abstract:

Loading...

Portfolio Management, Asset Allocation, Equity Portfolio Management Strategies, Equity Investments, Equity Market Valuation and Return Analysis

18.

On Replicating the S&P 500 Index

Rodney L. White Center for Financial Research Working Paper No. 08-02
Posted: 06 Sep 2002
Marshall E. Blume and Roger M. Edelen
University of Pennsylvania - Finance Department and Virginia Tech

Abstract:

Loading...