SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Mutual funds, retail investors, fund flows, Morningstar, CAPM, asset pricing models
Asset Pricing Factors, Excess Volatility, Demand Effects, Price Pressures
Correlated demand, style investing, mutual funds, momentum
Price multiplier, demand-based asset pricing, substitution, demand-elasticity
Credit ratings, Retail investors, Fundamental investing, Investor sophistication, Behavioral finance
Why is Stock-Level Demand Inelastic? A Portfolio Choice Approach
price pass-through, spanning, demand system asset pricing, shrinkage., demand elasticity, weak factors
positive feedback trading, mutual funds, anomalies, momentum, factor momentum
Investor inattention, endogenous inattention, rational inattention, price underreaction, corporate bonds
Attention Constraint, Financial Inclusion, Diversity, Retail Lending
Lead-Lag, Cross-Stock Momentum, Factor Momentum, Underreaction, Reversal
Intermediaries, Agency Trading, Principal Trading, Price Benchmark, Market Transparency