Blake Phillips

University of Waterloo

Assistant Professor

200 University Avenue West

Waterloo, Ontario N2L 3G1 N2L 3G1

Canada

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 11,371

SSRN RANKINGS

Top 11,371

in Total Papers Downloads

3,369

CITATIONS
Rank 11,849

SSRN RANKINGS

Top 11,849

in Total Papers Citations

34

Scholarly Papers (11)

Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban

The Journal of Investment Management, Second Quarter, 2013, Harry M. Markowitz Special Distinction Award 2013
Number of pages: 43 Posted: 23 Mar 2009 Last Revised: 09 May 2014
Lawrence Harris, Ethan Namvar and Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 650 (31,063)
Citation 23

Abstract:

Short-sale Ban, SEC, Securities and Exchange Commission, Short-Sale Constraints, Financial Crisis

Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban

Journal Of Investment Management (JOIM), Second Quarter 2013
Posted: 15 Jun 2013
Lawrence Harris, Ethan Namvar and Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of California, Berkeley - Haas School of Business and University of Waterloo

Abstract:

Short selling, short-sale ban, short-sale constraints, financial crisis

2.

Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds

Critical Finance Review, Forthcoming
Number of pages: 56 Posted: 30 Oct 2012 Last Revised: 22 Dec 2014
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 558 (38,747)

Abstract:

Limited attention; Behavioral finance; Investor psychology; Capital markets; Horizon effects; Mutual fund fee-setting

3.

Detecting Superior Mutual Fund Managers: Evidence from Copycats

Review of Asset Pricing Studies, Forthcoming
Number of pages: 52 Posted: 19 Sep 2014 Last Revised: 22 Dec 2014
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 350 (68,738)

Abstract:

copycats, mutual fund, skill, performance

4.

Do Hedge Funds Dynamically Manage Systematic Risk?

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 30 Oct 2012 Last Revised: 01 Dec 2015
University of California, Berkeley - Haas School of Business, University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 332 (53,566)
Citation 1

Abstract:

Hedge Funds, Alternative Investments, Correlation Risk, Systematic Risk

5.

Economic Conditions, Flight-to-Quality and Mutual Fund Flow

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 26 Aug 2008 Last Revised: 27 Jan 2013
John Chalmers, Aditya Kaul and Blake Phillips
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads 296 (78,041)
Citation 2

Abstract:

Mutual funds, mutual fund flow, flight-to-quality, risk aversion

6.

Credit Default Swaps and the Market for Sovereign Debt

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 16 Mar 2011 Last Revised: 30 Oct 2014
Iuliana Ismailescu and Blake Phillips
Pace University - Lubin School of Business and University of Waterloo
Downloads 232 (107,847)
Citation 2

Abstract:

sovereign bond, market efficiency, borrowing costs, credit default swap, credit derivative

7.

The Wisdom of Crowds: Mutual Fund Investors' Aggregate Asset Allocation Decisions

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 57 Posted: 24 Jan 2011 Last Revised: 21 Aug 2013
John Chalmers, Aditya Kaul and Blake Phillips
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads 226 (99,006)
Citation 3

Abstract:

mutual funds, mutual fund flow, asset allocation

The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool

The Journal of Investment Management, Third Quarter, 2013
Number of pages: 18 Posted: 10 Oct 2012 Last Revised: 19 Sep 2013
Terrence Hendershott, Ethan Namvar and Blake Phillips
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 154 (157,896)

Abstract:

short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity

The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool

Journal of Investment Management; Third Quarter, 2013
Posted: 15 Nov 2014
Terrence Hendershott, Ethan Namvar and Blake Phillips
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of Waterloo

Abstract:

Short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity

9.

Size Matters Only If You Have a Competitor: Diseconomies of Scale in the Mutual Fund Industry Revisited

Number of pages: 43 Posted: 21 Aug 2013 Last Revised: 14 Apr 2016
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 129 (125,908)

Abstract:

mutual fund performance, size-performance relation, instrumental variables, diseconomies of scale

10.

Options, Short-Sale Constraints and Market Efficiency: A New Perspective

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 16 Sep 2010
Blake Phillips
University of Waterloo
Downloads 106 (191,622)
Citation 2

Abstract:

Short-sale constraints, Option listing, Market efficiency

11.

Commonalities in Investment Strategy and the Determinants of Performance in Mutual Fund Mergers

Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 625-635
Number of pages: 37 Posted: 04 Oct 2012 Last Revised: 15 Jul 2014
Ethan Namvar and Blake Phillips
University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 66 (207,018)

Abstract:

Mutual fund, Mutual fund merger, Mutual fund governance