David A. Rakowski

University of Texas at Arlington

Associate Professor

Box 19449 UTA

Arlington, TX 76019

United States

SCHOLARLY PAPERS

20

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SSRN CITATIONS

7

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4

Ideas:
“  Measuring the association between mutual fund flows and the valuation of securities held by mutual funds...  ”

Scholarly Papers (20)

1.

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 29 Nov 2021
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Prokopczuk Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, affiliation not provided to SSRN, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of Sydney Business School, Université Paris Dauphine, Hong Kong Institute for Monetary and Financial Research, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, Justus Liebig University Giessen, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF), Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Stockholm School of Economics, University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, Leibniz University Hannover, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 2,910 (5,571)

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non-standard errors, multi-analyst approach, liquidity

2.

Twitter Activity, Investor Attention, and the Diffusion of Information

Number of pages: 69 Posted: 01 Aug 2017 Last Revised: 03 Oct 2018
David A. Rakowski, Sara Shirley and Jeffrey Stark
University of Texas at Arlington, Middle Tennessee State University and Middle Tennessee State University
Downloads 621 (55,443)
Citation 2

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Twitter, Investor Attention, Social Media, Behavioral Finance, Asset Pricing, Spread of Information

3.

Capacity and Factor Timing Effects in Active Portfolio Management

Number of pages: 41 Posted: 02 Dec 2009 Last Revised: 12 Mar 2015
Daniels College of Business, University of Denver, The University of Alabama in Huntsville, Georgia College & State University and University of Texas at Arlington
Downloads 348 (110,863)

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mutual funds, capacity, timing, fund flows

4.

The Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate

Number of pages: 42 Posted: 05 Apr 2011 Last Revised: 25 Sep 2018
Jason T. Greene and David A. Rakowski
The University of Alabama in Huntsville and University of Texas at Arlington
Downloads 296 (132,141)

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Portfolio Returns, Portfolio Growth Rates, Size Effect, Long-Term Stock Returns

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Forthcoming, Journal of Applied Finance
Number of pages: 24 Posted: 08 Jun 2013
Miles Livingston and David A. Rakowski
University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington
Downloads 103 (330,004)

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Mutual Funds, Fiduciary Conflicts of Interests

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Number of pages: 24 Posted: 03 Oct 2012 Last Revised: 04 Oct 2012
Miles Livingston and David A. Rakowski
University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington
Downloads 51 (490,148)
Citation 1

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Mutual Funds, Fees

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 2, 2013
Number of pages: 9 Posted: 07 Nov 2015
Miles Livingston and David A. Rakowski
University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington
Downloads 31 (593,106)

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6.

Geography and Local (Dis)Advantage: Evidence from Muni Bond Funds

Number of pages: 31 Posted: 24 Mar 2010 Last Revised: 18 Sep 2014
David A. Rakowski and Saiying Deng
University of Texas at Arlington and Kent State University
Downloads 126 (284,577)
Citation 1

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Geography, Muni Bond Funds, Local, Mutual Fund Performance, Risk, Location, Corruption, Transparency

7.

What Drives the Market for Exchange-Traded Notes?

Number of pages: 95 Posted: 17 May 2016 Last Revised: 14 Nov 2019
David A. Rakowski and Sara Shirley
University of Texas at Arlington and Middle Tennessee State University
Downloads 111 (311,527)

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Exchange-traded notes (ETNs); Exchange-traded funds (ETFs); Financial innovation; Investor demand; Mean-variance spanning; security design; exchange-traded products (ETPs); tracking error

8.

Financing a Loss

Number of pages: 37 Posted: 17 Nov 2009 Last Revised: 12 Mar 2015
Wallace N. Davidson, Eahab M. Elsaid and David A. Rakowski
Southern Illinois University - Department of Finance, University of Windsor and University of Texas at Arlington
Downloads 82 (378,189)

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loss, cash flow, capital structure, dividend policy, working capital management

9.

Emerging Market Demand and the Changing Dynamics of the Price of Gold

Number of pages: 12 Posted: 27 May 2015 Last Revised: 09 Feb 2016
Yiling Zhang, Yiling Zhang and David A. Rakowski
University of Texas at Arlington, College of Business Administration, StudentsMacquarie University and University of Texas at Arlington
Downloads 78 (389,401)

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Gold, APGARCH, Exchange rates, VIX, Emerging market consumer demand

10.

Time-Varying Flow-Performance Sensitivity and Investor Sophistication

Number of pages: 35 Posted: 25 Feb 2012
Steve Nenninger and David A. Rakowski
Sam Houston State University - College of Business Administration and University of Texas at Arlington
Downloads 74 (401,113)
Citation 1

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mutual funds, investment advisors, load fees, investor behavior

11.

Endogeneity in the Mutual Fund Flow-Performance Relationship: An Instrumental Variable Solution

Journal of Empirical Finance, Vol. 64, 2021
Number of pages: 56 Posted: 29 Jan 2021 Last Revised: 22 Nov 2021
David A. Rakowski and Ehab Abdel-Tawab Yamani
University of Texas at Arlington and Chicago State University
Downloads 66 (426,642)
Citation 1

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mutual funds, fund flows, portfolio performance, endogeneity, instrumental variables, 2SLS, reverse causality, model specification, flow-performance relationship

12.

U.S. Presidential Cycles and the Foreign Exchange Market

Review of Financial Economics, Forthcoming
Number of pages: 44 Posted: 11 Apr 2019
Samar Ashour, David A. Rakowski and Salil K. Sarkar
University of Arkansas, University of Texas at Arlington and University of Texas at Arlington
Downloads 51 (481,953)
Citation 1

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US dollar; foreign exchange markets; Presidential cycles; politics and finance

13.

The Information and Liquidity Effects of Mutual Fund Flows: Evidence From International Spillovers

Number of pages: 26 Posted: 18 Feb 2021
David A. Rakowski, John David Diltz and Anh Tuan Nguyen
University of Texas at Arlington, University of Texas at Arlington and University of Texas at Arlington
Downloads 45 (507,691)

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price pressure, mutual fund fire sales, cross-listing, mutual fund performance, liquidity spillovers

14.

Institutional Investor Preferences: Evidence from Exchange-Traded Notes

Number of pages: 41 Posted: 10 Aug 2017
David A. Rakowski, Sara Shirley and Jeffrey Stark
University of Texas at Arlington, Middle Tennessee State University and Middle Tennessee State University
Downloads 36 (551,164)

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Exchange Traded Notes (ETNs), Institutional investors, security design

15.

Currency risk exposure and the presidential effect in stock returns

Number of pages: 28 Posted: 20 Jul 2020 Last Revised: 21 Sep 2020
Samar Ashour, David A. Rakowski and Salil K. Sarkar
University of Arkansas, University of Texas at Arlington and University of Texas at Arlington - College of Business Administration
Downloads 26 (609,005)

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US dollar; foreign exchange markets; Presidential cycles; politics and finance.

16.

Disentangling domiciles and investor locations in international mutual fund data

Number of pages: 31 Posted: 23 Nov 2021
David A. Rakowski
University of Texas at Arlington
Downloads 12 (710,564)

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fund flows; international mutual funds; Eurofidai; domiciles; investor locations; UCITS; Luxembourg

The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach

Financial Review, Vol. 54, Issue 2, pp. 303-344, 2019
Number of pages: 42 Posted: 03 Apr 2019
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 1 (839,074)
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endogeneity, simultaneity, trading volume, security returns, two‐stage least squares

The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach

The Financial Review: Forthcoming
Posted: 23 Dec 2016 Last Revised: 27 Jun 2020
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington

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endogeneity; simultaneity; trading volume; security returns; sequential information arrival hypothesis; overconfidence; dispersion of belief; 2SLS; GMM

18.

Tail-Risk Hedging, Dividend Chasing, and Investment Constraints: The Use of Exchange-Traded Notes by Mutual Funds

Journal of Empirical Finance, 44, pp.91-107.
Posted: 07 Jun 2016 Last Revised: 30 Mar 2018
David A. Rakowski, Sara Shirley and Jeffrey Stark
University of Texas at Arlington, Middle Tennessee State University and Middle Tennessee State University
Downloads 0 (819,510)

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Exchange Traded Notes, Mutual Funds, Financial Innovation, Portfolio Management

19.

Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach

The Quarterly Journal of Finance
Posted: 14 Mar 2015 Last Revised: 24 Jun 2020
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington

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Investment effect, Q-theory, beta decomposition, time-varying expected returns, financing constraints, productivity constraints, systematic risk.

20.

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Journal of Applied Finance, Spring/Summer 2013, Volume 23, No. 1
Posted: 16 Jul 2013
Miles Livingston and David A. Rakowski
University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington

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Open-end Mutual Fund, Net asset value, non-trading investors

Other Papers (1)

Total Downloads: 5
1.

Commonality in Mutual Fund Flows: Worldwide Evidence

Number of pages: 98 Posted: 05 Aug 2021
Anh Tuan Nguyen and David A. Rakowski
University of Texas at Arlington and University of Texas at Arlington
Downloads 5

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international mutual fund, mutual fund performance, liquidity spillovers