Gregory B. Kadlec

Virginia Polytechnic Institute & State University - Pamplin College of Business

1016 Pamplin Hall

Blacksburg, VA 24061

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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CITATIONS
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Top 5,129

in Total Papers Citations

101

Scholarly Papers (13)

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 3,754 (1,449)
Citation 28

Abstract:

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

2.
Downloads 1,351 ( 10,505)
Citation 1

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 841 (21,379)
Citation 1

Abstract:

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 510 (42,575)
Citation 1

Abstract:

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 1,122 (13,359)
Citation 21

Abstract:

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 791 (23,413)
Citation 5

Abstract:

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, University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 713 (26,526)
Citation 6

Abstract:

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 368 (57,385)
Citation 3

Abstract:

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
University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 341 (68,010)
Citation 33

Abstract:

8.

Agency Costs of Institutional Trading

Number of pages: 45 Posted: 26 Nov 2006
Roger M. Edelen and Gregory B. Kadlec
University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 260 (89,922)
Citation 3

Abstract:

Price adjustment delays, institutional investing, compensation

9.

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
University of Massachusetts at Amherst, Isenberg School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 201 (79,418)

Abstract:

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

10.

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 164 (122,190)

Abstract:

Seasoned Equity Offerings, Post-Issuance Anomalies, Institutional Investors

11.

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
University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 139 (163,995)
Citation 2

Abstract:

Mutual fund, trading costs, turnover

12.

A Transaction Data Analysis of Nonsynchronous Trading

Review of Financial Studies, Vol. 12, Issue 3, 1999
Posted: 18 May 1999
Douglas M. Patterson and Gregory B. Kadlec
Virginia Polytechnic Institute & State University and Virginia Polytechnic Institute & State University - Pamplin College of Business

Abstract:

13.

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 Polytechnic Institute & State University - Pamplin College of Business

Abstract: