Gregory B. Kadlec

Virginia Tech - Pamplin College of Business

1016 Pamplin Hall

Blacksburg, VA 24061

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 6,605

SSRN RANKINGS

Top 6,605

in Total Papers Downloads

13,418

TOTAL CITATIONS
Rank 5,526

SSRN RANKINGS

Top 5,526

in Total Papers Citations

224

Scholarly Papers (15)

1.

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Number of pages: 41 Posted: 13 Dec 2006 Last Revised: 08 Jul 2009
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 5,453 (3,315)
Citation 75

Abstract:

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Mutual Fund, Trading Costs, Size, Flow, Soft Dollars

2.
Downloads 2,084 (15,892)
Citation 35

Institutional Investors and Stock Return Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 08 Oct 2014 Last Revised: 27 May 2015
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 1,411 (28,513)
Citation 8

Abstract:

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Anomalies, Institutional investors, Market efficiency, Investor base, limits of arbitrage

Institutional Investors and Stock Return Anomalies

Number of pages: 54 Posted: 26 Nov 2013 Last Revised: 07 May 2014
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 673 (79,960)
Citation 27

Abstract:

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Anomalies, Institutional Investors, Market Efficiency

3.

An Analysis of Mutual Fund Trading Costs

Number of pages: 43 Posted: 27 Apr 2000
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 1,380 (29,982)
Citation 22

Abstract:

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4.

Predictable Changes in NAV: The Wildcard Option in Transacting Mutual Fund Shares

Number of pages: 44 Posted: 22 Nov 1999
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 871 (57,767)
Citation 1

Abstract:

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5.

Transaction-Cost Expenditures and the Relative Performance of Mutual Funds

WFIC Working Paper No. 00-02
Number of pages: 46 Posted: 19 Mar 2000
John Chalmers, Roger M. Edelen and Gregory B. Kadlec
University of Oregon, Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 813 (63,429)
Citation 10

Abstract:

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6.

Disclosure and Agency Conflict in Delegated Investment Management: Evidence from Mutual Fund Commission Bundling

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 26 Mar 2008 Last Revised: 15 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 572 (99,849)
Citation 34

Abstract:

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Agency Conflict, Mutual Fund; Performance; Brokerage Commissions; Expenses.

7.

Issuer Surplus and the Partial Adjustment of IPO Prices To Public Information

AFA 2004 San Diego Meetings
Number of pages: 51 Posted: 14 Dec 2003
Roger M. Edelen and Gregory B. Kadlec
Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 412 (148,307)
Citation 36

Abstract:

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8.

Downside Risk and Long-Horizon Stock Return Reversals

Number of pages: 30 Posted: 18 Mar 2012 Last Revised: 28 Jan 2013
Nikolaos T. Artavanis and Gregory B. Kadlec
Louisiana State University, Baton Rouge - Department of Finance and Virginia Tech - Pamplin College of Business
Downloads 395 (155,528)
Citation 3

Abstract:

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downside risk, stock reversals, downside beta, contrarian effect, market efficiency

9.

Downside Risk and Mutual Fund Flows

Number of pages: 47 Posted: 03 Jan 2019 Last Revised: 09 Sep 2019
Nikolaos T. Artavanis, Asli Eksi and Gregory B. Kadlec
Louisiana State University, Baton Rouge - Department of Finance, Salisbury University - Perdue School of Business and Virginia Tech - Pamplin College of Business
Downloads 370 (167,345)
Citation 4

Abstract:

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Downside Risk, Mutual Fund Flows, Asset Pricing, Investor Behavior

10.

Agency Costs of Institutional Trading

Number of pages: 45 Posted: 26 Nov 2006
Roger M. Edelen and Gregory B. Kadlec
Virginia Tech and Virginia Tech - Pamplin College of Business
Downloads 339 (184,114)
Citation 2

Abstract:

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Price adjustment delays, institutional investing, compensation

11.

Post-SEO Performance and Institutional Investors

Number of pages: 52 Posted: 15 Mar 2012 Last Revised: 26 Nov 2013
Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 300 (209,887)

Abstract:

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Seasoned Equity Offerings, Post-Issuance Anomalies, Institutional Investors

12.

The Decline in Performance of Institutional Investors

Number of pages: 54 Posted: 15 May 2018 Last Revised: 24 May 2022
Ozgur Ince and Gregory B. Kadlec
University of South Carolina - Moore School of Business and Virginia Tech - Pamplin College of Business
Downloads 225 (280,165)
Citation 2

Abstract:

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Institutional Investors, Counterparties, Individual Investors, Performance, Reg FD

13.

Information and Implementation: Assessing the Net Impact of Trading on Mutual Funds

Number of pages: 29 Posted: 27 May 2011
Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 204 (307,373)

Abstract:

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Mutual fund, trading costs, turnover

14.

A Transaction Data Analysis of Nonsynchronous Trading

Posted: 18 May 1999
Douglas M. Patterson and Gregory B. Kadlec
Virginia Tech and Virginia Tech - Pamplin College of Business

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15.

Issue Day Effects for Common Stock Offerings: Causes and Consequences

Posted: 20 Dec 1998
Claudio F. Loderer, Dennis P. Sheehan and Gregory B. Kadlec
University of Berne - Institute for Financial Management, Pennsylvania State University and Virginia Tech - Pamplin College of Business

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