Gjergji Cici

College of William and Mary - Mason School of Business

Associate Professor

P.O. Box 8795

Williamsburg, VA 23187-8795

United States

SCHOLARLY PAPERS

18

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CITATIONS
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in Total Papers Citations

96

Scholarly Papers (18)

Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds

AFA 2005 Philadelphia Meetings Paper
Number of pages: 45 Posted: 30 Dec 2004
Gordon J. Alexander, Gjergji Cici and Scott Gibson
University of Minnesota - Twin Cities - Carlson School of Management, College of William and Mary - Mason School of Business and College of William and Mary - Mason School of Business
Downloads 1,691 (6,823)
Citation 47

Abstract:

Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds

The Review of Financial Studies, Vol. 20, Issue 1, pp. 125-150, 2007
Posted: 29 Feb 2008
Gordon J. Alexander, Gjergji Cici and Scott Gibson
University of Minnesota - Twin Cities - Carlson School of Management, College of William and Mary - Mason School of Business and Arizona State University (ASU)

Abstract:

2.

For Better or Worse? Mutual Funds in Side-By-Side Management Relationships With Hedge Funds

Number of pages: 39 Posted: 01 Jun 2006
Gjergji Cici, Scott Gibson and Rabih Moussawi
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business and Villanova University - Department of Finance
Downloads 1,133 (12,633)
Citation 6

Abstract:

mutual funds, hedge funds, side-by-side arrangements, institutional investors

3.

The Relation of the Disposition Effect to Mutual Fund Trades and Performance

Number of pages: 53 Posted: 10 Jan 2005 Last Revised: 15 Dec 2010
Gjergji Cici
College of William and Mary - Mason School of Business
Downloads 1,106 (12,028)
Citation 12

Abstract:

Mutual funds, disposition effect, flows, behavioral biases, performance, style

4.

The Valuation of Hedge Funds' Equity Positions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 47 Posted: 24 Aug 2010 Last Revised: 26 Apr 2016
Gjergji Cici, Alexander Kempf and Alexander Puetz
College of William and Mary - Mason School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance
Downloads 628 (31,734)
Citation 5

Abstract:

Hedge Funds, Return Management, Valuation Deviations

5.

Missing the Marks: Dispersion in Corporate Bond Valuations Across Mutual Funds

Journal of Financial Economics, Forthcoming
Number of pages: 51 Posted: 22 Mar 2008 Last Revised: 14 Jul 2010
Gjergji Cici, Scott Gibson and John J. Merrick Jr.
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business and College of William and Mary - Mason School of Business
Downloads 562 (32,885)
Citation 4

Abstract:

mutual funds, bonds, valuation, fair value, corporate bond funds

On the Use of Options by Mutual Funds: Do They Know What They are Doing?

Number of pages: 42 Posted: 16 Mar 2010 Last Revised: 10 Jan 2014
Gjergji Cici and Luis-Felipe Palacios
College of William and Mary - Mason School of Business and University of Pennsylvania, WRDS
Downloads 323 (71,992)
Citation 2

Abstract:

Options, mutual funds, derivatives, performance, hedging, speculation

On the Use of Options by Mutual Funds: Do They Know What They are Doing?

Number of pages: 42 Posted: 15 Mar 2011 Last Revised: 10 Jan 2014
Gjergji Cici and Luis-Felipe Palacios
College of William and Mary - Mason School of Business and University of Pennsylvania, WRDS
Downloads 200 (119,790)
Citation 2

Abstract:

Options, mutual funds, derivatives, performance, hedging, speculation

The Performance of Corporate-Bond Mutual Funds: Evidence Based on Security-Level Holdings

AFA 2011 Denver Meetings Paper
Number of pages: 53 Posted: 05 Mar 2010 Last Revised: 22 Dec 2010
Gjergji Cici and Scott Gibson
College of William and Mary - Mason School of Business and College of William and Mary - Mason School of Business
Downloads 301 (77,860)
Citation 3

Abstract:

corporate bonds, mutual funds, performance, selectivity, timing, style

The Performance of Corporate-Bond Mutual Funds: Evidence Based on Security-Level Holdings

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 53 Posted: 19 Nov 2010 Last Revised: 22 Dec 2010
Gjergji Cici and Scott Gibson
College of William and Mary - Mason School of Business and College of William and Mary - Mason School of Business
Downloads 179 (133,094)
Citation 3

Abstract:

corporate bonds, mutual funds, performance, selectivity, timing, style

Speed of Information Diffusion within Fund Families

Number of pages: 45 Posted: 19 Feb 2015 Last Revised: 17 Sep 2016
Gjergji Cici, Stefan Jaspersen and Alexander Kempf
College of William and Mary - Mason School of Business, University of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 392 (57,252)

Abstract:

Information diffusion, mutual fund performance, fund families, investment behavior, organizational structures

Speed of Information Diffusion within Fund Families

Review of Asset Pricing Studies, Forthcoming
Posted: 19 Sep 2016
Gjergji Cici, Stefan Jaspersen and Alexander Kempf
College of William and Mary - Mason School of Business, University of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Abstract:

Information Diffusion, Mutual Fund Performance, Fund Families, Investment Behavior, Organizational Structures

9.

The Index Fund Rationality Paradox

Journal of Banking and Finance, Forthcoming
Number of pages: 46 Posted: 22 Mar 2005 Last Revised: 04 Jan 2010
Gjergji Cici and Michael D. Boldin
College of William and Mary - Mason School of Business and Wharton Research Data Services
Downloads 331 (63,694)
Citation 4

Abstract:

Mutual funds, S&P 500 index

Can Fund Managers Select Outperforming REITS? Examining Fund Holdings and Trades

Real Estate Economics, Forthcoming
Number of pages: 39 Posted: 24 Dec 2009 Last Revised: 24 May 2010
Gjergji Cici, John B. Corgel and Scott Gibson
College of William and Mary - Mason School of Business, Cornell University and College of William and Mary - Mason School of Business
Downloads 295 (79,684)
Citation 2

Abstract:

mutual funds, REITs

Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades

Real Estate Economics, Vol. 39, Issue 3, pp. 455-486, 2011
Number of pages: 32 Posted: 17 Aug 2011
Gjergji Cici and Jack Corgel
College of William and Mary - Mason School of Business and affiliation not provided to SSRN
Downloads 1 (549,486)
Citation 2

Abstract:

Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades

Real Estate Economics, Forthcoming
Posted: 31 Aug 2010 Last Revised: 15 Sep 2011
Gjergji Cici, John B. Corgel and Scott Gibson
College of William and Mary - Mason School of Business, Cornell University and College of William and Mary - Mason School of Business

Abstract:

Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows

EFA 2014 Lugano Meetings Paper
Number of pages: 42 Posted: 18 Nov 2012 Last Revised: 03 Mar 2016
College of William and Mary - Mason School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 190 (125,738)

Abstract:

Mutual funds; Taxable fund distributions; Financial advisors

Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows

Review of Finance, Forthcoming
Number of pages: 43 Posted: 05 Mar 2016 Last Revised: 21 Mar 2016
College of William and Mary - Mason School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 70 (267,102)

Abstract:

Mutual funds, Taxable fund distributions, Financial advisors

12.

What They Did in Their Previous Lives: The Investment Value of Mutual Fund Managers’ Experience Outside the Financial Sector

Number of pages: 45 Posted: 21 Sep 2014 Last Revised: 23 Dec 2014
College of William and Mary - Mason School of Business, University of Mannheim - Finance Area, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 221 (71,000)

Abstract:

Investor Learning, Investor Experience, Mutual funds

13.

A Study of Analyst-Run Mutual Funds: The Abilities and Roles of Buy-Side Analysts

Number of pages: 48 Posted: 16 Sep 2012 Last Revised: 05 Sep 2014
Gjergji Cici and Claire M. Rosenfeld
College of William and Mary - Mason School of Business and College of William and Mary - Finance
Downloads 186 (96,862)

Abstract:

Mutual Funds, Portfolio Managers, Buy-Side Analysts, Performance Evaluation, Asset Management, Entrenchment

14.

Mutual Fund Performance When Parent Firms Simultaneously Manage Hedge Funds

Journal of Financial Intermediation, Forthcoming
Number of pages: 42 Posted: 24 Dec 2009
Gjergji Cici, Scott Gibson and Rabih Moussawi
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business and Villanova University - Department of Finance
Downloads 171 (123,523)
Citation 9

Abstract:

mutual funds, hedge funds, side-by-side arrangements, institutional investors

15.

Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior

EFA 2015 Vienna Meetings Paper
Number of pages: 47 Posted: 24 Oct 2014 Last Revised: 12 Jan 2016
Gjergji Cici, Laura K. Dahm and Alexander Kempf
College of William and Mary - Mason School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 103 (138,008)

Abstract:

Mutual funds; fund families; trading efficiency; fund performance; investment behavior

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Number of pages: 29 Posted: 24 Oct 2013
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and College of William and Mary - Mason School of Business
Downloads 69 (269,297)

Abstract:

TRACE, CDS, bonds, transparency, marks

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Bundesbank Discussion Paper No. 09/2014
Number of pages: 33 Posted: 21 Jun 2016
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and College of William and Mary - Mason School of Business
Downloads 8 (507,730)

Abstract:

TRACE, CDS, bonds, transparency, marks

17.

The Prevalence of the Disposition Effect in Mutual Funds' Trades

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 42 Posted: 28 May 2014 Last Revised: 26 Feb 2015
Gjergji Cici
College of William and Mary - Mason School of Business
Downloads 14 (318,222)
Citation 2

Abstract:

Mutual funds, disposition effect, flows, behavioral biases, performance, style

18.

Cross-Company Effects of Common Ownership: Dealings between Borrowers and Lenders with a Common Blockholder

Number of pages: 38 Posted: 22 Dec 2015
Gjergji Cici, Scott Gibson and Claire M. Rosenfeld
College of William and Mary - Mason School of Business, College of William and Mary - Mason School of Business and College of William and Mary - Finance
Downloads 0 (306,909)

Abstract:

cross-ownership, institutional ownership, active investment, credit market interactions, syndicated lending