Blake Phillips

University of Waterloo

Assistant Professor

200 University Avenue West

Waterloo, Ontario N2L 3G1 N2L 3G1

Canada

  • University of Waterloo

SCHOLARLY PAPERS

12

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Top 17,811

in Total Papers Downloads

4,952

SSRN CITATIONS
Rank 11,982

SSRN RANKINGS

Top 11,982

in Total Papers Citations

76

CROSSREF CITATIONS

44

Scholarly Papers (12)

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1.

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

Downloads 851 (49,577)

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 851 (48,867)
Citation 35

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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

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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
Blake Phillips, Kuntara Pukthuanthong and P. Raghavendra Rau
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 742 (59,685)
Citation 26

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

3.

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
Blake Phillips, Kuntara Pukthuanthong and P. Raghavendra Rau
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 680 (66,912)
Citation 13

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

4.

Do Hedge Funds Dynamically Manage Systematic Risk?

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 30 Oct 2012 Last Revised: 17 Jan 2023
Ethan Namvar, Blake Phillips, Kuntara Pukthuanthong and P. Raghavendra Rau
University of California, Berkeley - Haas School of Business, University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 531 (91,206)
Citation 6

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Hedge Funds, Alternative Investments, Correlation Risk, Systematic Risk

5.

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
Blake Phillips, Kuntara Pukthuanthong and P. Raghavendra Rau
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 478 (103,665)
Citation 6

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copycats, mutual fund, skill, performance

6.

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 395 (129,548)
Citation 3

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

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 389 (131,785)
Citation 12

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mutual funds, mutual fund flow, asset allocation

8.

Credit Default Swaps and the Market for Sovereign Debt

Journal of Banking and Finance 52(3), March 2015, 43-61, Pace University Finance Research Paper No. 2011/02
Number of pages: 53 Posted: 16 Mar 2011 Last Revised: 14 Nov 2020
Iuliana Ismailescu and Blake Phillips
Pace University - Department of Finance and Economics and University of Waterloo
Downloads 324 (160,885)
Citation 8

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

9.

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

Downloads 215 (242,434)
Citation 1

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 215 (241,801)
Citation 1

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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.

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 170 (298,975)
Citation 2

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Mutual fund, Mutual fund merger, Mutual fund governance

11.

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 161 (313,042)

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Short-sale constraints, Option listing, Market efficiency

12.

Price Discovery in the CDS Market: Evidence from Corporate Acquisitions

Quarterly Journal of Finance
Number of pages: 44 Posted: 02 Nov 2023
Iuliana Ismailescu, Blake Phillips and Xiaowei Xu
Pace University - Department of Finance and Economics, University of Waterloo and University of Rhode Island
Downloads 16 (928,032)

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price discovery; credit default swap; mergers and acquisitions; credit derivative; event study