David A. Rakowski

University of Texas at Arlington

Associate Professor

Box 19449 UTA

Arlington, TX 76019

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 24,618

SSRN RANKINGS

Top 24,618

in Total Papers Downloads

1,953

SSRN CITATIONS

0

CROSSREF CITATIONS

6

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

Scholarly Papers (15)

1.

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 520 (54,025)

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

2.

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 324 (94,811)

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mutual funds, capacity, timing, fund flows

3.

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 276 (112,837)

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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 102 (269,087)

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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 49 (407,344)
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 23 (532,329)

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5.

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 108 (257,021)
Citation 1

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

6.

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

The Quarterly Journal of Finance
Number of pages: 47 Posted: 14 Mar 2015 Last Revised: 20 Jan 2018
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 105 (262,173)

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

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 90 (290,103)

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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

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

The Financial Review: Forthcoming
Number of pages: 63 Posted: 23 Dec 2016 Last Revised: 08 Aug 2018
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 83 (307,885)
Citation 1

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

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 (697,251)
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endogeneity, simultaneity, trading volume, security returns, two‐stage least squares

9.

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 at Carbondale - Department of Finance, University of Windsor and University of Texas at Arlington
Downloads 78 (316,605)

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

10.

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 and David A. Rakowski
University of Texas at Arlington, College of Business Administration, Students and University of Texas at Arlington
Downloads 74 (326,439)

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

11.

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 71 (333,937)

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mutual funds, investment advisors, load fees, investor behavior

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 26 (498,777)

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

13.

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 23 (515,675)

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

14.

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 (681,334)

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

15.

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