Roger M. Edelen

University of California, Davis - Graduate School of Management

One Shields Avenue

Davis, CA 95616

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 2,412

in Total Papers Downloads

11,799

CITATIONS
Rank 4,435

SSRN RANKINGS

Top 4,435

in Total Papers Citations

120

Scholarly Papers (16)

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 3,754 (1,442)
Citation 28

Abstract:

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

2.
Downloads 1,363 ( 10,447)
Citation 1

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 850 (21,237)
Citation 1

Abstract:

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 513 (42,566)
Citation 1

Abstract:

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
University of California, Davis - Graduate School of Management and University of Rochester – Simon Business School
Downloads 1,218 (11,906)
Citation 3

Abstract:

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 1,122 (13,419)
Citation 21

Abstract:

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 791 (23,581)
Citation 5

Abstract:

6.

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 713 (26,686)
Citation 6

Abstract:

7.

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 368 (57,611)
Citation 3

Abstract:

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

8.

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
University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 341 (68,497)
Citation 33

Abstract:

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
Georgia State University - Department of Finance, University of California, Davis - Graduate School of Management, The University of Alabama in Huntsville and University of West Georgia
Downloads 341 (69,631)
Citation 2

Abstract:

Mutual funds, stale prices, dilution

10.

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
University of California, Davis - Graduate School of Management and University of Pennsylvania - Finance Department
Downloads 264 (86,334)
Citation 7

Abstract:

11.

Agency Costs of Institutional Trading

Number of pages: 45 Posted: 26 Nov 2006
Roger M. Edelen and Gregory B. Kadlec
University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 260 (90,540)
Citation 3

Abstract:

Price adjustment delays, institutional investing, compensation

12.

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
University of California, Davis - Graduate School of Management and Duke University - Fuqua School of Business
Downloads 193 (121,276)
Citation 6

Abstract:

Agency theory, market microstructure, trading costs, exchange organization

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 164 (122,957)

Abstract:

Seasoned Equity Offerings, Post-Issuance Anomalies, Institutional Investors

14.

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 139 (164,099)
Citation 2

Abstract:

Mutual fund, trading costs, turnover

15.

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
University of California, Davis - Graduate School of Management, Boston College - Department of Finance and Boston College - Department of Finance

Abstract:

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

16.

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 University of California, Davis - Graduate School of Management

Abstract: