Bige Kahraman

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,258

SSRN RANKINGS

Top 17,258

in Total Papers Downloads

2,940

SSRN CITATIONS
Rank 28,614

SSRN RANKINGS

Top 28,614

in Total Papers Citations

7

CROSSREF CITATIONS

18

Scholarly Papers (7)

1.

Learning About Mutual Fund Managers

Journal of Finance, Forthcoming, AFA 2014 Philadelphia Meetings
Number of pages: 79 Posted: 19 Feb 2013 Last Revised: 25 Jan 2016
Darwin Choi, Bige Kahraman and Abhiroop Mukherjee
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Oxford - Said Business School and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 742 (35,003)
Citation 7

Abstract:

Loading...

Mutual Funds, Flow-Performance, Performance Predictability

2.

Trader Leverage and Liquidity

Number of pages: 71 Posted: 19 Nov 2013 Last Revised: 07 Jul 2016
Bige Kahraman and Heather Tookes
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads 628 (43,858)
Citation 3

Abstract:

Loading...

Trader Leverage, Market Liquidity, Funding Liquidity

Open-end Organizational Structures and Limits to Arbitrage

Review of Financial Studies, Forthcoming, Swedish House of Finance Research Paper No. 14-09
Number of pages: 70 Posted: 22 Apr 2014 Last Revised: 14 Mar 2017
Mariassunta Giannetti and Bige Kahraman
Stockholm School of Economics and University of Oxford - Said Business School
Downloads 505 (57,316)
Citation 9

Abstract:

Loading...

Limits to Arbitrage, Redemption Risk, Capital Structure, Market Efficiency

Who Trades Against Mispricing?

CEPR Discussion Paper No. DP11156
Number of pages: 75 Posted: 18 Apr 2016
Mariassunta Giannetti and Bige Kahraman
Stockholm School of Economics and University of Oxford - Said Business School
Downloads 0
  • Add to Cart

Abstract:

Loading...

Capital Structure, Flow performance Sensitivity, Limits to Arbitrage, Market Efficiency

Publicizing Arbitrage: Impact of Mandatory Disclosures

Saïd Business School WP 2016-25
Number of pages: 80 Posted: 07 May 2012 Last Revised: 01 Nov 2019
Bige Kahraman
University of Oxford - Said Business School
Downloads 474 (62,034)

Abstract:

Loading...

Public Disclosure; Price Efficiency; Arbitrage; Short sales

Show Us Your Shorts!

CEPR Discussion Paper No. DP12658
Number of pages: 61 Posted: 29 Jan 2018
Bige Kahraman and Salil Pachare
University of Oxford - Said Business School and U.S. Securities and Exchange Commission
Downloads 1 (716,285)
  • Add to Cart

Abstract:

Loading...

ShortInterest;PublicDisclosure;InformationalEfficiency

5.

ES Risks and Shareholder Voice

Number of pages: 58 Posted: 26 Nov 2018 Last Revised: 26 Jun 2019
Yazhou He, Bige Kahraman and Michelle Lowry
University of Manchester, University of Oxford - Said Business School and Drexel University
Downloads 251 (128,473)
Citation 1

Abstract:

Loading...

shareholder proposals, voting, mutual funds, environmental, social

Swing Pricing and Fragility in Open-end Mutual Funds

Number of pages: 63 Posted: 08 Nov 2018 Last Revised: 31 Mar 2020
University of Oxford - Said Business School, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 147 (209,643)

Abstract:

Loading...

liquidity mismatch; open-end mutual funds; fragility; swing pricing; strategic complementarity

Swing Pricing and Fragility in Open-End Mutual Funds

IMF Working Paper No. 19/227
Number of pages: 46 Posted: 03 Dec 2019
University of Oxford - Said Business School, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 23 (546,542)

Abstract:

Loading...

Asset management companies, Liquidity risk management, Mutual funds, Financial crises, Economic stabilization, liquidity mismatch, fund runs, fragility, swing pricing, strategic complementarity, WP, illiquidity, indicator variable, open-end, Inst, fund performance

Swing Pricing and Fragility in Open-End Mutual Funds

CEPR Discussion Paper No. DP13929
Number of pages: 63 Posted: 07 Oct 2019
University of Oxford - Said Business School, Imperial College London - Accounting, Finance, and Macroeconomics, University of Oxford - Said Business School and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 0
  • Add to Cart

Abstract:

Loading...

fragility, fund runs, liquidity mismatch, strategic complementarity, swing pricing

7.

Margin Trading and Comovement During Crises

Saïd Business School WP 2016-27
Number of pages: 73 Posted: 11 Nov 2016 Last Revised: 15 Aug 2019
Bige Kahraman and Heather Tookes
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads 169 (185,968)

Abstract:

Loading...

Margin Trading, Comovement, Crisis, Funding Constraints, Leverage, Regression Discontinuity Design