Richard B. Evans

University of Virginia - Darden School of Business

Donald McLean Wilkinson Research Chair Associate Professor

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

http://faculty.darden.virginia.edu/evansr/

  • University of Virginia - Darden School of Business

    • Email
    • Tel: 434-924-4030
    • Fax: 434-243-7680
SCHOLARLY PAPERS

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Scholarly Papers (46)

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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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 5,102 (2,366)
Citation 75

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

2.

Operational Shorting and ETF Liquidity Provision

Darden Business School Working Paper No. 2961954, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 89 Posted: 03 May 2017 Last Revised: 04 Aug 2022
Richard B. Evans, Rabih Moussawi, Michael S. Pagano and John Sedunov
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 2,080 (10,599)
Citation 10

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Exchange-Traded Funds, Authorized Participants, Short-Selling, Failure to Deliver, Liquidity, Retail Trading, Market Making

3.

Mutual Fund Incubation

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 27 Mar 2008 Last Revised: 18 Aug 2009
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 1,222 (24,127)
Citation 38

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Mutual fund incubation, investment management, bias in returns, fund flows, fund family

4.

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 1,164 (25,866)
Citation 45

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Brokers, mutual funds, compensation, revenue-sharing

5.

Failure is an Option: Impediments to Short Selling and Options Prices

Downloads 876 ( 38,795)
Citation 39

Failure is an Option: Impediments to Short Selling and Options Prices

EFA 2003 Glasgow
Number of pages: 46 Posted: 01 Aug 2003
Richard B. Evans, Adam V. Reed, Christopher Geczy and David K. Musto
University of Virginia - Darden School of Business, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 876 (38,243)
Citation 39

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Failure is an Option: Impediments to Short Selling and Options Prices

The Review of Financial Studies, Vol. 22, No. 5, pp. 1955-1980, 2009
Posted: 13 Apr 2009
Richard B. Evans, Christopher Geczy, David K. Musto and Adam V. Reed
University of Virginia - Darden School of Business, University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of North Carolina Kenan-Flagler Business School

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G12, G13, G29

6.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019 Last Revised: 15 Feb 2020
Travis Box, Ryan Davis, Richard B. Evans and Andrew A Lynch
Clemson University, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Arkansas - Sam M. Walton College of Business
Downloads 749 (47,855)
Citation 4

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Exchange traded funds (ETFs), limits to arbitrage, liquidity

7.

Phantom of the Opera: ETF Shorting and Shareholder Voting

European Corporate Governance Institute – Finance Working Paper No. 763/2021
Number of pages: 73 Posted: 26 Mar 2019 Last Revised: 20 Apr 2022
Richard B. Evans, Oğuzhan Karakaş, Rabih Moussawi and Michael Young
University of Virginia - Darden School of Business, Cambridge Judge Business School - Finance Subject Group, Villanova University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 711 (51,294)
Citation 1

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Exchange-Traded Funds, Proxy Voting, Broker Non-Vote, Voting Premium, Short Interest, Operational Shorting, Authorized Participants, ETF Market Making, Voting of Hedged Positions, Empty Voting

8.

Fund Performance and Equity Lending: Why Lend What You Can Sell?

Review of Finance (2017) V21 (3), 1093-1121
Number of pages: 52 Posted: 06 Jul 2012 Last Revised: 07 Jun 2017
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 635 (59,384)
Citation 7

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Mutual funds, Index funds, Performance, Security lending

9.

The Portfolio Choices of Young and Old Active Mutual Fund Managers

AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 19 Mar 2008 Last Revised: 17 Sep 2010
David A. Chapman, Richard B. Evans and Zhe Xu
McIntire School, University of Virginia, University of Virginia - Darden School of Business and Boston College
Downloads 602 (63,577)
Citation 13

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Mutual Funds, Career Concerns, Portfolio Choice

10.

Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins

Review of Financial Studies, Forthcoming, Swiss Finance Institute Research Paper No. 11-31, Darden Business School Working Paper No. 1907149
Number of pages: 55 Posted: 09 Aug 2011 Last Revised: 18 Dec 2012
Richard B. Evans and Rüdiger Fahlenbrach
University of Virginia - Darden School of Business and Ecole Polytechnique Fédérale de Lausanne
Downloads 596 (64,366)
Citation 35

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Governance, Mutual funds, Institutional investors, Performance sensitivity, Identification

11.

Competition and Cooperation in Mutual Fund Families

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2986304
Number of pages: 73 Posted: 15 Jun 2017 Last Revised: 02 Apr 2019
Richard B. Evans, Melissa Porras Prado and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 588 (65,500)
Citation 7

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Mutual fund, manager, compensation, incentives, competition, cooperation, cross-holding, performance, cross-subsidization, internal capital markets

12.

The Loan Fee Anomaly: A Short Seller's Best Ideas

Number of pages: 48 Posted: 03 Nov 2020
Joseph Engelberg, Richard B. Evans, Gregory Leonard, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of Virginia - Darden School of Business, University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 575 (67,559)
Citation 1

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Asset pricing anomalies, equity loan fees, short selling

13.

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

Downloads 554 ( 70,609)
Citation 1

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

Number of pages: 67 Posted: 08 Jan 2020 Last Revised: 22 Feb 2022
Richard B. Evans, Melissa Porras Prado, Antonino Emanuele Rizzo and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 552 (70,145)
Citation 1

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 Mutual fund, Teams, Dispersion in Beliefs, Identity, Diversity, Labor incentives, Political Ideology, Campaign Contributions, Polarization, PACs

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

CEPR Discussion Paper No. DP14305
Number of pages: 62 Posted: 31 Jan 2020 Last Revised: 22 Sep 2021
Richard B. Evans, Melissa Porras Prado, Antonino Emanuele Rizzo and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
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 Mutual fund, Campaign Contributions, Dispersion in Beliefs, diversity, Labor incentives, PACs, Polarization, Political Ideology, Teams

14.

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 546 (71,919)
Citation 16

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Mutual Fund, Financial Intermediary, Brokers

15.

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 514 (77,518)
Citation 16

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

16.

Mutual Fund Performance and Manager Assets: The Negative Effect of Outside Holdings

Darden Business School Working Paper No. 2874975
Number of pages: 47 Posted: 27 Nov 2016 Last Revised: 20 Jul 2020
Richard B. Evans, Javier Gil-Bazo and Marc L. Lipson
University of Virginia - Darden School of Business, Universitat Pompeu Fabra and University of Virginia - Darden School of Business
Downloads 466 (87,268)
Citation 2

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mutual fund managers; diseconomies of scale; outside holdings; attention; price impact.

17.

Diseconomies of Scale in Quantitative and Fundamental Investment Styles

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 48 Posted: 18 Mar 2017 Last Revised: 23 Jun 2022
Richard B. Evans, Martin Rohleder, Hendrik Tentesch and Marco Wilkens
University of Virginia - Darden School of Business, University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 346 (122,605)

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Diseconomies of scale, quantitative, fundamental, performance, flows, hierarchy costs, information processing, separate accounts, institutional investing

18.

Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment

Number of pages: 57 Posted: 11 Dec 2018
Richard B. Evans and Yang Sun
University of Virginia - Darden School of Business and Brandeis University- International Business School
Downloads 266 (161,173)
Citation 19

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mutual fund flows, risk adjustment, retail and institutional investors, benchmarks, quality disclosure

19.

Peer versus Pure Benchmarks in the Compensation of Mutual Fund Managers

Darden Business School Working Paper No. 3441308
Number of pages: 54 Posted: 24 Aug 2019 Last Revised: 09 May 2022
Richard B. Evans, Juan-Pedro Gomez, Linlin Ma and Yuehua Tang
University of Virginia - Darden School of Business, IE Business School - IE University, Peking University HSBC Business School and University of Florida - Department of Finance
Downloads 248 (172,712)
Citation 2

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mutual funds, fund manager, managerial compensation, incentives, benchmarking, peer benchmarks, closet indexing

20.

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

Downloads 236 (181,167)
Citation 5

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

Darden Business School Working Paper No. 2399177
Number of pages: 44 Posted: 22 Feb 2014
Peter Debaere and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 236 (180,694)
Citation 5

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Incomplete Contracts, Oursourcing, Investment Advisor, Mutual Fund, Subadvisor

Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective

CEPR Discussion Paper No. DP10599
Number of pages: 46 Posted: 19 May 2015
Peter Debaere and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
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boundaries of the firm, outsourcing

21.

Liquidity, Mutual Fund Flows, and Reflow Management, Llc

Darden Case No. UVA-F-1600
Number of pages: 10 Posted: 05 Apr 2010
Richard B. Evans and Michael Mills
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 228 (187,157)
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Liquidity, mutual fund, fund flow, trading costs

22.

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 Polytechnic Institute & State University - Pamplin College of Business
Downloads 171 (242,350)

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Mutual fund, trading costs, turnover

23.

Pravda Asset Management

Darden Case No. UVA-F-1602
Number of pages: 9 Posted: 05 Apr 2010
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 142 (282,028)
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Asset allocation, forecasting returns, expected returns, market-timing.

24.

Virginia Investment Partners Optimal Portfolio Allocation

Darden Case No. UVA-F-1598
Number of pages: 10 Posted: 05 Apr 2010
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 132 (298,346)
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Portfolio optimization, diversification, asset allocation, the risk and return tradeoff.

25.

Hiding in Plain Sight: The Global Implications of Manager Disclosure

Darden Business School Working Paper No. 3858045, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 34 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Richard B. Evans, Miguel A. Ferreira, Pedro Matos and Michael Young
University of Virginia - Darden School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Missouri at Columbia - Department of Finance
Downloads 128 (305,392)

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Mutual Funds; Management Teams; Anonymous Managers; Performance; Obfuscation

26.

Pittinos Financial Advisers, Llc

Darden Case No. UVA-F-1599
Number of pages: 10 Posted: 05 Apr 2010
Marc L. Lipson and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 91 (384,689)
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financial adviser strategy forecasting

27.

Phantom of the Opera: ETFs and Shareholder Voting

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 32 Posted: 18 Dec 2018 Last Revised: 04 Oct 2019
Richard B. Evans, Oğuzhan Karakaş, Rabih Moussawi and Michael Young
University of Virginia - Darden School of Business, Cambridge Judge Business School - Finance Subject Group, Villanova University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 73 (437,212)
Citation 1

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Exchange-Traded Funds, Vote Premium, Proxy Voting, Short Interest, Operational Shorting, Authorized Participants

28.

Operational Shorting and ETF Liquidity Provision

Number of pages: 89 Posted: 22 Jul 2022
Richard B. Evans, Rabih Moussawi, Michael S. Pagano and John Sedunov
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 63 (471,876)

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Exchange-Traded Funds, Authorized Participants, Short-Selling, Failure to Deliver, Liquidity, Retail Trading, Market Making

29.

Self-Declared Benchmarks and Fund Manager Intent: Cheating or Competing?

Number of pages: 49 Posted: 06 May 2022
Huaizhi Chen, Richard B. Evans and Yang Sun
University of Notre Dame - Department of Finance, University of Virginia - Darden School of Business and Brandeis University- International Business School
Downloads 54 (507,205)

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Mutual Fund, Benchmarks, Benchmarking, Performance Evaluation

30.

The Oxcel Endowment and Socially Responsible Investing

Darden Case No. UVA-F-1659
Number of pages: 6 Posted: 30 May 2017
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 41 (567,478)
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investing, endowment, equity allocation, investment funds, return data

31.

Calpers Absolute Return Strategies: Hedge Fund Risk and Return

Darden Case No. UVA-F-1735
Number of pages: 19 Posted: 30 May 2017
Richard B. Evans and Joseph Geissenhainer
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 20 (701,977)
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Finance, investments, portfolio, hedge funds, pension fund, asset allocation, funding ratio, asset allocation

32.

Divestment as an ESG Tool: Calpers and Tobacco Stocks (a)

Darden Case No. UVA-F-1948
Number of pages: 22 Posted: 13 Sep 2020 Last Revised: 28 Dec 2021
Richard B. Evans, Gerry Yemen and Michael Kellett
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 18 (717,991)
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tobacco, valuation, investment portfolio, pension funds, stakeholders, sustainability, ESG

33.

The Fine Art of Financing: The Jpmorgan Private Bank and Lending Against Art

Darden Case No. UVA-F-1760
Number of pages: 14 Posted: 30 May 2017 Last Revised: 27 Dec 2021
Richard B. Evans, Roman Kräussl, Pedro Matos and Christophe Spaenjers
University of Virginia - Darden School of Business, Universite du Luxembourg - Department of Finance, University of Virginia - Darden School of Business and HEC Paris - Finance Department
Downloads 16 (734,677)
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investment asset, art, illiquid assets, investment vehicles, video

34.

Gold as a Portfolio Diversifier: The World Gold Council and Investing in Gold

Darden Case No. UVA-F-1675
Number of pages: 14 Posted: 30 May 2017
Pedro Matos and Richard B. Evans
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 10 (789,961)
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investment research, investor portfolios, gold allocation, core assets, institutional investors, risk-return tradeoff

35.

Cornerstone Partners

Darden Case No. UVA-F-1677
Number of pages: 11 Posted: 30 May 2017
Richard B. Evans and Prakash Menon
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 9 (799,737)
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endowments, outsourcing to investment advisory firms, investment portfolio statement

36.

Squeezed: Citron Capital Shorts GameStop

Darden Case No. UVA-F-1983
Number of pages: 15 Posted: 21 Oct 2021
Richard B. Evans and Aldo Sesia
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 5 (840,749)
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GameStop, hedge fund, Citron Capital, short selling, short squeeze, rebate rate, fail-to-deliver, short interest, equity lending

37.

The "it" Factor? Two Sigma, Venn, and Factor Analysis

Darden Case No. UVA-F-1989
Number of pages: 17 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans and Abhinav Pachauri
University of Virginia - Darden School of Business and Independent
Downloads 4 (851,924)
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Two Sigma, Venn, multifamily, investments, hedge funds, finance

38.

Performance Measurement and Manager Selection

Darden Case No. UVA-F-1991
Number of pages: 12 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 2 (876,609)
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manager selection, performance measurement, alpha, risk-adjusted return, total return, tracking error, information ratio

39.

Research Affiliates

Darden Case No. UVA-F-1662
Number of pages: 22 Posted: 30 May 2017
Richard B. Evans and Rick Green
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 2 (876,609)
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market cap investing, investment strategy, institutional investing

40.

China's Stock Market: Understanding its Boom-and-Bust Cycles

Darden Case No. UVA-F-1985
Number of pages: 40 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans, Dennis Yang, Junhui Qian and Yangmei Deng
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, Shanghai Jiao Tong University and Independent
Downloads 1 (891,007)
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China, equities, Shanghai Stock Exchange, China's banking system, financial assets, household wealth, investment channels, monetary policy, ownership reforms, financial regulation, leverage, speculative bubble, Shiller, international finance

41.

Risk, Return, and Modern Portfolio Theory

Darden Case No. UVA-F-1982
Number of pages: 16 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 1 (891,007)
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Portfolio theory, diversification, investing, risk, return, normal distribution, normal curve, return distribution, equities, bonds, mean, standard deviation, asset classes, skewness, kurtosis, survivorship bias

42.

Alpha Architect: Is Momentum Losing Steam?

Darden Case No. UVA-F-1977
Number of pages: 16 Posted: 21 Oct 2021
Richard B. Evans and Aldo Sesia
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 1 (891,007)
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asset management, investment, quantitative investing, momentum, value, factor investing, style investing, exchange-traded funds, multi-family office

43.

Rebalancing the Russell Indices: Beta and Volatility

Darden Case No. UVA-F-1938
Number of pages: 8 Posted: 20 Oct 2021
Richard B. Evans and Emily Schill
University of Virginia - Darden School of Business and Y2 Analytics
Downloads 1 (891,007)
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Beta, standard deviation, risk measurement, market indices, Russell 2000, Russell 1000, reconstitution, investing

44.

Volatility in China's Stock Market: Boom, Bust, Boom…And Bust?

Darden Case No. UVA-F-1759
Number of pages: 17 Posted: 30 May 2017
Richard B. Evans, Junhui Qian and Dennis Yang
University of Virginia - Darden School of Business, Shanghai Jiao Tong University and University of Virginia - Darden School of Business
Downloads 1 (891,007)
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bull market, bear market, circuit breaker, stock exchange trading

45.

Research Affiliates and Dynamic Multifactor Strategies: Time to Time?

Darden Case No. UVA-F-1988
Number of pages: 23 Posted: 21 Oct 2021
Richard B. Evans and Abhinav Pachauri
University of Virginia - Darden School of Business and Independent
Downloads 0 (907,776)
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finance, investment, market, dynamic allocation, factor timing, smart-beta strategies

46.

Performance Measurement with Factor Models

Darden Case No. UVA-F-1673
Number of pages: 9 Posted: 30 May 2017
Richard B. Evans
University of Virginia - Darden School of Business
Downloads 0 (907,776)
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fund benchmark, Capital Asset Pricing Model, small cap, mid cap, large cap growth, Russell Midcap Index

Other Papers (1)

Total Downloads: 65
Actions:
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1.

Equity Lending and Mutual Fund Performance

Number of pages: 46 Posted: 11 Jun 2012
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 65

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mutual funds, Index funds, performance, security lending