Blake Phillips

University of Waterloo

Assistant Professor

200 University Avenue West

Waterloo, Ontario N2L 3G1 N2L 3G1

Canada

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 12,155

in Total Papers Downloads

4,050

SSRN CITATIONS
Rank 13,656

SSRN RANKINGS

Top 13,656

in Total Papers Citations

21

CROSSREF CITATIONS

47

Scholarly Papers (12)

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 759 (32,772)
Citation 32

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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:

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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 614 (44,368)
Citation 10

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

3.

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 491 (59,092)
Citation 3

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Hedge Funds, Alternative Investments, Correlation Risk, Systematic Risk

4.

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 410 (73,611)
Citation 2

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copycats, mutual fund, skill, performance

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 340 (91,300)
Citation 3

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

6.

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 298 (105,560)
Citation 8

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mutual funds, mutual fund flow, asset allocation

7.

Size Doesn’t Matter: Diseconomies of Scale in the Mutual Fund Industry Revisited

Number of pages: 30 Posted: 21 Aug 2013 Last Revised: 20 Jan 2018
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 261 (121,452)
Citation 6

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

8.

Credit Default Swaps and the Market for Sovereign Debt

Journal of Banking and Finance, Forthcoming, Pace University Finance Research Paper No. 2011/02
Number of pages: 53 Posted: 16 Mar 2011 Last Revised: 27 Aug 2019
Iuliana Ismailescu and Blake Phillips
Pace University - Lubin School of Business and University of Waterloo
Downloads 259 (122,458)
Citation 4

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

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 172 (180,548)
Citation 2

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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

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

10.

Size Doesn't Matter: Diseconomies of Scale in the Mutual Fund Industry Revisited

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 11 Feb 2018
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 166 (186,166)

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Mutual Fund Performance, Size-Performance Relation, Instrumental Variables, Diseconomies of Scale

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 140 (214,568)

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Mutual fund, Mutual fund merger, Mutual fund governance

12.

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 140 (214,568)

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Short-sale constraints, Option listing, Market efficiency