Ashish Tiwari

University of Iowa

Associate Professor

Finance Department

Henry B. Tippie College of Business, 108 PBB

Iowa City, IA 52242

United States

http://www.biz.uiowa.edu/faculty/atiwari

  • University of Iowa

    • Email
    • Tel: (319) 353-2185
    • Fax: (319) 335-3690
SCHOLARLY PAPERS

23

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8,233

SSRN CITATIONS
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Top 8,248

in Total Papers Citations

29

CROSSREF CITATIONS

100

Scholarly Papers (23)

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1.

Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954-2002)

Downloads 1,231 ( 16,805)
Citation 3

Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954-2002)

Number of pages: 55 Posted: 15 Jan 2001
Puneet Handa and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa
Downloads 1,231 (16,492)
Citation 3

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Predictability, parameter uncertainty, asset allocation, predictive distribution, conditioning information, performance evaluation, market timing

Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954-2002)

Journal of Business, Forthcoming
Posted: 14 Apr 2005
Puneet Handa and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa

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Predictability, parameter uncertainty, asset allocation, predictive distribution, conditioning information, performance evaluation, market timing

2.

Portfolio Performance and Strategic Asset Allocation Across Different Economic Conditions

Number of pages: 37 Posted: 15 Mar 2006
Jarjisu Sa-Aadu, James D. Shilling and Ashish Tiwari
University of Iowa - Department of Finance, DePaul University and University of Iowa
Downloads 1,147 (18,729)
Citation 1

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Portfolio diversification, volatility bounds, mean-variance spanning, regime switching

3.

Quote Setting and Price Formation in an Order Driven Market

Downloads 948 ( 24,766)
Citation 7

Quote Setting and Price Formation in an Order Driven Market

Number of pages: 42 Posted: 05 Jul 1999
Puneet Handa, Robert A. Schwartz and Ashish Tiwari
University of Iowa - Department of Finance, Baruch College - CUNY and University of Iowa
Downloads 948 (24,342)
Citation 7

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Quote Setting and Price Formation in an Order Driven Market

Journal of Financial Markets, Forthcoming
Posted: 14 Aug 2002
Ashish Tiwari, Robert A. Schwartz and Puneet Handa
University of Iowa, Baruch College - CUNY and University of Iowa - Department of Finance

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Price Formation, Order driven market, Limit order trading

4.

Sector Fund Performance

University of Iowa Working Paper
Number of pages: 40 Posted: 14 Dec 2001
Anand M. Vijh and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa
Downloads 797 (31,688)
Citation 2

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Sector funds, Sector rotation/timing, Fund Selection Ability, Performance Persistence

5.

Testing the CAPM Revisited

Downloads 545 ( 52,498)
Citation 1

Testing the CAPM Revisited

Number of pages: 35 Posted: 23 Mar 2009 Last Revised: 04 Oct 2009
Surajit D. Ray, N. Eugene Savin and Ashish Tiwari
Morgan Stanley, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 388 (78,816)

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CAPM, Heteroskedasticity and autocorrelation robust (HAR) tests, Conventional Wald tests

Testing the CAPM Revisited

Journal of Empirical Finance, Vol. 16, No. 5, 2009
Number of pages: 35 Posted: 04 Dec 2009
Surajit D. Ray, N. Eugene Savin and Ashish Tiwari
Morgan Stanley, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 157 (198,092)

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CAPM, Heteroskedasticity and autocorrelation robust tests, Heteroskedasticity and autocorrelation consistent estimators, Bartlett and Parzen kernels

6.

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 15 Mar 2010 Last Revised: 06 May 2012
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 428 (70,893)
Citation 7

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Asset pricing, Model pooling, Model combination, Forecasting, Predictive distributions, Log predictive score

7.

Does Stock Return Momentum Explain the 'Smart Money' Effect?

Journal of Finance, Vol. 59, pp. 2605-2622, 2004
Number of pages: 28 Posted: 06 Oct 2003 Last Revised: 10 Aug 2009
Travis Sapp and Ashish Tiwari
Iowa State University - Department of Finance and University of Iowa
Downloads 411 (74,476)
Citation 7

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Mutual Fund Cash Flows, Smart Money, Momentum, Performance of fund investors

8.

Incentive Contracts in Delegated Portfolio Management

Downloads 306 (104,037)
Citation 3

Incentive Contracts in Delegated Portfolio Management

Review of Financial Studies, Forthcoming
Number of pages: 41 Posted: 22 Mar 2007 Last Revised: 03 Mar 2009
C. Wei Li and Ashish Tiwari
University of Iowa and University of Iowa
Downloads 306 (103,475)
Citation 3

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Incentive Contracts, Delegated Portfolio Management, Mutual Funds, Performance Fees

Incentive Contracts in Delegated Portfolio Management

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4681-4714, 2009
Posted: 08 Dec 2009
C. Wei Li and Ashish Tiwari
University of Iowa and University of Iowa

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9.

On the Consequences of Mutual Fund Tournaments

Number of pages: 60 Posted: 20 Mar 2005
Wei Li and Ashish Tiwari
University of Iowa - Department of Finance and University of Iowa
Downloads 262 (122,654)
Citation 14

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Mutual fund tournaments, implicit incentives, performance chasing, shareholder welfare

10.

Hedge Fund Replication: A Model Combination Approach

Review of Finance, Forthcoming
Number of pages: 48 Posted: 25 Jan 2015 Last Revised: 21 Jun 2016
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 255 (126,252)

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Hedge funds, Model pooling, Model combination, Hedge fund replication, Log score

11.

Conditional Benchmarks and Predictors of Mutual Fund Performance

Number of pages: 46 Posted: 18 Feb 2016 Last Revised: 04 Mar 2018
Scott Cederburg, Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 249 (129,370)

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Mutual funds, performance evaluation, conditional performance evaluation

12.

Not Held Orders: Evidence on the Value of Order Timing in an Equity Market

Number of pages: 42 Posted: 11 Dec 2000
Puneet Handa, Robert A. Schwartz and Ashish Tiwari
University of Iowa - Department of Finance, Baruch College - CUNY and University of Iowa
Downloads 229 (140,470)
Citation 2

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Price impact, order timing, trading floor

13.

The Economic Value of a Trading Floor: Evidence from the American Stock Exchange

Downloads 223 (144,068)
Citation 1

The Economic Value of a Trading Floor: Evidence from the American Stock Exchange

Number of pages: 37 Posted: 20 Jul 2002
Ashish Tiwari, Robert A. Schwartz and Puneet Handa
University of Iowa, Baruch College - CUNY and University of Iowa - Department of Finance
Downloads 223 (143,660)
Citation 1

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Floor trading, Automated trading, Execution costs

The Economic Value of a Trading Floor: Evidence from the American Stock Exchange

Journal of Business, Forthcoming
Posted: 14 Aug 2002
Ashish Tiwari, Robert A. Schwartz and Puneet Handa
University of Iowa, Baruch College - CUNY and University of Iowa - Department of Finance

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Floor trading, Automated trading, Execution costs

14.

Cross Trading by Investment Advisers: Implications for Mutual Fund Performance

Journal of Financial Intermediation, Forthcoming
Number of pages: 54 Posted: 07 Feb 2013 Last Revised: 12 Aug 2015
Lorenzo Casavecchia and Ashish Tiwari
Macquarie University - Department of Applied Finance and Actuarial Studies and University of Iowa
Downloads 220 (146,045)

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Mutual fund performance, Cross trading, Investment advisers, Brokerage Commissions, Adviser governance

15.

Evaluating Hedge Funds with Pooled Benchmarks

Management Science, Forthcoming
Number of pages: 38 Posted: 12 Dec 2012 Last Revised: 21 Aug 2014
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 217 (147,889)
Citation 1

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Hedge funds, Model pooling, Model combination, Performance evaluation, Predictive distributions, Log predictive score

16.

Investment Decisions Under Ambiguity: Evidence from Mutual Fund Investor Behavior

Forthcoming in Management Science
Number of pages: 46 Posted: 27 Sep 2013 Last Revised: 05 Sep 2016
C. Wei Li, Ashish Tiwari and Lin Tong
University of Iowa, University of Iowa and Fordham University - Finance Area
Downloads 214 (149,864)
Citation 1

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Ambiguity aversion, Mutual fund performance, Investor behavior, Bayesian learning, Flow-performance sensitivity

17.

Mutual Fund Flows, Performance Persistence, and Board Quality

Number of pages: 38 Posted: 16 Mar 2010
Sandy Lai, Ashish Tiwari and Zhe Zhang
University of Hong Kong, University of Iowa and Singapore Management University
Downloads 206 (155,359)
Citation 2

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Mutual fund flows, Short-term performance persistence, Fund board quality

18.

Funding Liquidity Risk and Hedge Fund Performance

30th Australasian Finance and Banking Conference 2017
Number of pages: 56 Posted: 27 May 2014 Last Revised: 08 Aug 2017
Mahmut Ilerisoy, Jarjisu Sa-Aadu and Ashish Tiwari
University of Iowa - Department of Finance, University of Iowa - Department of Finance and University of Iowa
Downloads 191 (166,583)
Citation 1

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Market Liquidity, Funding Liquidity, Hedge Fund Performance, Liquidity Regimes, Regime Switching, Liquidity Spirals

19.

Contracting in Delegated Portfolio Management: The Case of Alternative Assets

Number of pages: 42 Posted: 15 Mar 2012 Last Revised: 20 Sep 2013
C. Wei Li and Ashish Tiwari
University of Iowa and University of Iowa
Downloads 65 (359,337)

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Delegated Portfolio Management, Incentive Contracts, Hedge Funds, Alternative Investments, Moral Hazard

20.

Mutual Fund Tournaments and Fund Active Share

Number of pages: 42 Posted: 27 Nov 2017
C. Wei Li, Ashish Tiwari and Lin Tong
University of Iowa, University of Iowa and Fordham University - Finance Area
Downloads 58 (380,358)

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Mutual Fund Tournaments, Active Share, Downside Risk, Implicit Incentives, Performance Chasing

21.

Fund Flow Diversification: Implications for Asset Stability, Fee-Setting and Performance

Number of pages: 70 Posted: 02 Apr 2019
Lorenzo Casavecchia, Byoung Uk Kang and Ashish Tiwari
Macquarie University - Department of Applied Finance and Actuarial Studies, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Iowa
Downloads 29 (495,155)

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Fund Flow Diversification, Advisory Fees, Asset Volatility, Fund Family Performance

22.

On the Portfolio Properties of Real Estate in Good Times and Bad Times

Real Estate Economics, Vol. 38, No. 3, pp. 529-565, Fall 2010
Number of pages: 37 Posted: 18 Aug 2010
J. Sa-Aadu, James D. Shilling and Ashish Tiwari
affiliation not provided to SSRN, DePaul University and University of Iowa
Downloads 2 (670,194)
Citation 1
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23.

Stock Return Momentum and Investor Fund Choices

Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Posted: 03 Oct 2006
Travis Sapp and Ashish Tiwari
Iowa State University - Department of Finance and University of Iowa

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Mutual fund selection, stock return momentum, investor behavior

Other Papers (2)

Total Downloads: 146
Actions:
Email selected abstracts
1.

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

Number of pages: 37 Posted: 15 Jan 2010 Last Revised: 08 Aug 2011
Michael S. O'Doherty, N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 136

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Asset Pricing Models, Model Pooling, Log Predictive Score, Return Prediction

2.

Mutual Fund Flows, Performance Persistence, and Board Quality

Number of pages: 40 Posted: 22 Mar 2009
Sandy Lai, Ashish Tiwari and Zhe Zhang
University of Hong Kong, University of Iowa and Singapore Management University
Downloads 10

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mutual fund flows, performance persistence, fund board quality