Susan Kerr Christoffersen

University of Toronto - Rotman School of Management

Professor of Finance

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://www.rotman.utoronto.ca/schristoffersen

Copenhagen Business School

Visiting Scholar

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 5,656

SSRN RANKINGS

Top 5,656

in Total Papers Downloads

7,339

CITATIONS
Rank 5,455

SSRN RANKINGS

Top 5,455

in Total Papers Citations

94

Scholarly Papers (18)

1.

Vote Trading and Information Aggregation

AFA 2006 Boston Meetings Paper, Sixteenth Annual Utah Winter Finance Conference, ECGI - Finance Working Paper No. 141/2007
Number of pages: 57 Posted: 20 Mar 2005
Susan Kerr Christoffersen, Christopher Geczy, Adam V. Reed and David K. Musto
University of Toronto - Rotman School of Management, University of Pennsylvania - The Wharton School, Finance Department, University of North Carolina Kenan-Flagler Business School and University of Pennsylvania - Finance Department
Downloads 1,321 (13,780)
Citation 35

Abstract:

Loading...

information aggregation, voting rights, equity lending, vote trading

2.

What do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives

Journal of Finance, Forthcoming, Darden Business School Working Paper No. 1393289
Number of pages: 60 Posted: 22 Apr 2009 Last Revised: 16 Mar 2012
Susan Kerr Christoffersen, Richard B. Evans and David K. Musto
University of Toronto - Rotman School of Management, University of Virginia - Darden School of Business and University of Pennsylvania - Finance Department
Downloads 1,074 (18,917)
Citation 8

Abstract:

Loading...

Brokers, mutual funds, compensation, revenue-sharing

3.

City Size and Fund Performance

AFA 2007 Chicago Meetings Paper, Journal of Financial Economics, 2009, 92, 252-275
Number of pages: 55 Posted: 14 Mar 2006 Last Revised: 03 Sep 2015
Susan Kerr Christoffersen and Sergei Sarkissian
University of Toronto - Rotman School of Management and McGill University
Downloads 806 (28,699)
Citation 18

Abstract:

Loading...

Information spillovers, Labor market, Mutual funds, Performance evaluation

4.

On the Demand for High-Beta Stocks: Evidence from Mutual Funds

Number of pages: 40 Posted: 15 Mar 2012 Last Revised: 24 Feb 2017
Susan Kerr Christoffersen and Mikhail Simutin
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 692 (35,346)

Abstract:

Loading...

Retirement saving, agency costs, risk-taking, mutual funds, beta-return relation, volatility anomaly

5.

The Economics of Mutual-Fund Brokerage: Evidence from the Cross Section of Investment Channels

AFA 2006 Boston Meetings Paper
Number of pages: 37 Posted: 23 Mar 2005 Last Revised: 11 Dec 2011
Susan Kerr Christoffersen, Richard B. Evans and David K. Musto
University of Toronto - Rotman School of Management, University of Virginia - Darden School of Business and University of Pennsylvania - Finance Department
Downloads 512 (52,410)
Citation 9

Abstract:

Loading...

Mutual Fund, Financial Intermediary, Brokers

6.

The Market for Record-Date Ownership

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 37 Posted: 20 Mar 2002
Susan Kerr Christoffersen, Adam V. Reed, Christopher Geczy and David K. Musto
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 485 (56,131)

Abstract:

Loading...

Equity Lending, Shareholder Proposals, Dividend Arbitrage

7.

Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades

Number of pages: 36 Posted: 05 Feb 2007
Susan Kerr Christoffersen, Donald B. Keim and David K. Musto
University of Toronto - Rotman School of Management, University of Pennsylvania - Wharton School and University of Pennsylvania - Finance Department
Downloads 462 (59,669)
Citation 17

Abstract:

Loading...

mutual funds, trading, trading costs

8.

The Demographics of Fund Turnover

Number of pages: 48 Posted: 23 Aug 2008 Last Revised: 25 Mar 2009
Susan Kerr Christoffersen and Sergei Sarkissian
University of Toronto - Rotman School of Management and McGill University
Downloads 348 (83,502)
Citation 2

Abstract:

Loading...

Labor market, Mutual funds, Overconfident trading, Performance evaluation

9.

Institutional Herding and Information Cascades: Evidence from Daily Trades

Number of pages: 55 Posted: 18 Mar 2010
Susan Kerr Christoffersen and Ya Tang
University of Toronto - Rotman School of Management and McGill University - Desautels Faculty of Management
Downloads 344 (84,654)
Citation 3

Abstract:

Loading...

Information cascades, Institutional Trading, Market Microstructure

10.

The Limits to Dividend Arbitrage: Implications for Cross Border Investment

Rodney L. White Center for Financial Research Working Paper No. 08-03
Number of pages: 30 Posted: 25 Jun 2003
Susan Kerr Christoffersen, Adam V. Reed, Christopher Geczy and David K. Musto
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 308 (95,734)
Citation 1

Abstract:

Loading...

11.

Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F

Rotman School of Management Working Paper No. 2661535, 27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 57 Posted: 18 Sep 2015 Last Revised: 07 Jul 2016
Susan Kerr Christoffersen, Erfan Danesh and David K. Musto
University of Toronto - Rotman School of Management, Board of Governors of Federal Reserve System and University of Pennsylvania - Finance Department
Downloads 252 (118,930)

Abstract:

Loading...

SEC, Reporting Requirements, 13F Filings

12.

Investor Attrition and Fund Flows in Mutual Funds

Rotman School of Management Working Paper No. 2417091
Number of pages: 42 Posted: 29 Mar 2014 Last Revised: 11 May 2015
Susan Kerr Christoffersen and Haoyu Xu
University of Toronto - Rotman School of Management and Shanghai University of Finance and Economics
Downloads 235 (127,068)

Abstract:

Loading...

Flow-performance relation, mutual funds, attrition

13.

High Water Marks in Competitive Capital Markets

EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 17 Dec 2008 Last Revised: 24 Feb 2013
Susan Kerr Christoffersen, David K. Musto and Bilge Yilmaz
University of Toronto - Rotman School of Management, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 219 (136,152)
Citation 1

Abstract:

Loading...

Hedge funds, High water marks, Efficient contracts, Adverse Selection, Moral Hazard, Learning, Competitive Capital

14.

Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds

Rotman School of Management Working Paper No. 3137465
Number of pages: 40 Posted: 10 Mar 2018
Susan Kerr Christoffersen, Donald B. Keim, David K. Musto and Aleksandra Rzeznik
University of Toronto - Rotman School of Management, University of Pennsylvania - Wharton School, University of Pennsylvania - Finance Department and Vienna University of Economics and Business - Department of Finance, Accounting & Statistics
Downloads 169 (172,723)

Abstract:

Loading...

15.

Abnormal Returns to Public and Private Acquirers of Failed Banks: Evaluating the Effectiveness of the FDIC

Rotman School of Management Working Paper No. 2103810, 7th Annual Conference on Empirical Legal Studies Paper
Number of pages: 53 Posted: 11 Jul 2012
Susan Kerr Christoffersen, Richard M. Hynes and Steven D. Walt
University of Toronto - Rotman School of Management, University of Virginia School of Law and University of Virginia School of Law
Downloads 112 (239,642)

Abstract:

Loading...

Banking, crises, mergers, selection models, event study

16.

Investor Flows to Asset Managers: Causes and Consequences

Annual Review of Financial Economics, Vol. 6, pp. 289-310, 2014
Posted: 25 Nov 2014
Susan Kerr Christoffersen, David K. Musto and Russ Wermers
University of Toronto - Rotman School of Management, University of Pennsylvania - Finance Department and University of Maryland - Robert H. Smith School of Business

Abstract:

Loading...

17.

Demand Curves and the Pricing of Money Management

The Wharton Financial Institutions Center Working Paper No. 99-31
Posted: 04 Nov 1999
Susan Kerr Christoffersen
University of Toronto - Rotman School of Management

Abstract:

Loading...

18.

Fee Waivers in Money Market Mutual Funds

Paper #97-46
Posted: 27 May 1998
Susan Kerr Christoffersen
University of Toronto - Rotman School of Management

Abstract:

Loading...