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Caitlin D. Dannhauser

Villanova University - Department of Finance

Assistant Professor

United States

  • Villanova University - Department of Finance

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    • Tel: 610-519-4348
SCHOLARLY PAPERS

9

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Top 19,926

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35

Scholarly Papers (9)

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1.

FLOW

Number of pages: 69 Posted: 02 Aug 2019 Last Revised: 29 Aug 2025
Caitlin D. Dannhauser and Jeffrey Pontiff
Villanova University - Department of Finance and Boston College - Department of Finance
Downloads 1,983 (20,569)
Citation 10

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Investment Flow, ETFs, Mutual Funds, Passive Investment, Model Portfolios, Institutional Investors, Herding

2.

The Impact of Innovation: Evidence from Corporate Bond ETFs

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 12 Dec 2014 Last Revised: 28 Dec 2016
Caitlin D. Dannhauser
Villanova University - Department of Finance
Downloads 1,373 (35,872)
Citation 23

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ETF, Corporate Bonds, Liquidity

3.

The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum

Number of pages: 62 Posted: 02 Apr 2020 Last Revised: 10 Jan 2022
Caitlin D. Dannhauser and Saeid Hoseinzade
Villanova University - Department of Finance and Suffolk University - Department of Finance
Downloads 748 (85,044)
Citation 2

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Corporate Bonds, ETFs, Mutual Funds, Turmoil

4.

Passive Investors in Primary Bond Markets

Number of pages: 46 Posted: 28 Dec 2023
Caitlin D. Dannhauser and Michele Dathan
Villanova University - Department of Finance and Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System
Downloads 432 (171,236)

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Passive investment, ETFs, Corporate bonds, Primary markets, Underpricing, Conflicts of interest

5.

The Modern Mutual Fund Family

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 23 Feb 2022 Last Revised: 03 Feb 2023
Caitlin D. Dannhauser and Harold D. Spilker III
Villanova University - Department of Finance and University Of Hawaii At Manoa, Shidler College of Business
Downloads 419 (176,554)

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Mutual fund families; Active management; Passive management; Competition; Moral hazard; Cross-trading

6.

Corporate Bond ETFs & Volatility

Number of pages: 40 Posted: 14 May 2025 Last Revised: 16 Jan 2026
Caitlin D. Dannhauser and Egle Karmaziene
Villanova University - Department of Finance and VU University Amsterdam
Downloads 268 (289,513)

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7.

The Dealer Warehouse – Corporate Bond ETFs

Number of pages: 38 Posted: 16 Jan 2024
Caitlin D. Dannhauser and Egle Karmaziene
Villanova University - Department of Finance and VU University Amsterdam
Downloads 252 (306,221)

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ETF, fixed income, warehousing, risk

8.

Credit Where It's Not Due: Misbenchmarking by Active Bond Funds

Number of pages: 55 Posted: 14 Dec 2025
Caitlin D. Dannhauser, Michele Dathan, Michael Young and Qifei Zhu
Villanova University - Department of Finance, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, University of Missouri at Columbia - Department of Finance and National University of Singapore (NUS)
Downloads 212 (369,861)

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Mutual Funds, Bond Investing, Benchmarking, Obfuscation

9.

Warehousing Corporate Bonds via ETFs

Number of pages: 35 Posted: 12 Dec 2025
Egle Karmaziene and Caitlin D. Dannhauser
VU University Amsterdam and Villanova University - Department of Finance
Downloads 112 (649,907)

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bond ETFs, inventory risk, liquidity provision, dealer inventory, , ETF primary markets