Roger M. Edelen

Virginia Tech

1016 Pamplin Hall (0221)

Blacksburg, VA 24060-0221

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 2,654

SSRN RANKINGS

Top 2,654

in Total Papers Downloads

12,541

CITATIONS
Rank 4,485

SSRN RANKINGS

Top 4,485

in Total Papers Citations

118

Scholarly Papers (17)

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 4,522 (1,613)
Citation 27

Abstract:

Loading...

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

2.
Downloads 1,546 ( 10,166)
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
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 996 (19,747)
Citation 1

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 550 (45,063)
Citation 1

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 1,290 (13,572)
Citation 3

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 1,184 (15,489)
Citation 20

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 808 (27,273)
Citation 5

Abstract:

Loading...

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, Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 742 (30,647)
Citation 6

Abstract:

Loading...

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
Virginia Tech, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 446 (59,389)
Citation 3

Abstract:

Loading...

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
Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 359 (76,899)
Citation 33

Abstract:

Loading...

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
Daniels College of Business, University of Denver, Virginia Tech, The University of Alabama in Huntsville and University of West Georgia
Downloads 359 (76,899)
Citation 2

Abstract:

Loading...

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
Virginia Tech and University of Pennsylvania - Finance Department
Downloads 293 (96,633)
Citation 7

Abstract:

Loading...

11.

Agency Costs of Institutional Trading

Number of pages: 45 Posted: 26 Nov 2006
Roger M. Edelen and Gregory B. Kadlec
Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 282 (100,735)
Citation 3

Abstract:

Loading...

Price adjustment delays, institutional investing, compensation

12.

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 217 (131,542)

Abstract:

Loading...

Seasoned Equity Offerings, Post-Issuance Anomalies, Institutional Investors

13.

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 209 (136,251)
Citation 6

Abstract:

Loading...

Agency theory, market microstructure, trading costs, exchange organization

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
Virginia Tech, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 151 (182,134)
Citation 2

Abstract:

Loading...

Mutual fund, trading costs, turnover

15.

Institutional Crowding and the Moments of Momentum

Number of pages: 62 Posted: 01 Oct 2017 Last Revised: 04 Oct 2017
Pedro Barroso, Roger M. Edelen and Paul Karehnke
UNSW Australia Business School, School of Banking and Finance, Virginia Tech and UNSW Australia Business School, School of Banking and Finance
Downloads 133 (201,816)

Abstract:

Loading...

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

16.

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

17.

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...