Christopher Schwarz

University of California, Irvine - The Paul Merage School of Business

Associate Professor

Irvine, CA 92697-3125

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 958

SSRN RANKINGS

Top 958

in Total Papers Downloads

40,852

SSRN CITATIONS
Rank 3,670

SSRN RANKINGS

Top 3,670

in Total Papers Citations

190

CROSSREF CITATIONS

202

Scholarly Papers (21)

1.

Attention Induced Trading and Returns: Evidence from Robinhood Users

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 23 Oct 2020 Last Revised: 13 Oct 2021
Brad M. Barber, Xing Huang, Terrance Odean and Christopher Schwarz
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Berkeley - Haas School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 14,366 (424)
Citation 13

Abstract:

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Attention-Induced Trading, Herding, FinTech, Limited Attention, System 1 vs. System 2, Price Pressure, Return Predictability

2.

The 'Actual Retail Price' of Equity Trades

Number of pages: 79 Posted: 17 Aug 2022 Last Revised: 15 Sep 2022
University of California, Irvine - The Paul Merage School of Business, University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Irvine - Paul Merage School of Business and University of California, Berkeley - Haas School of Business
Downloads 10,500 (756)

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retail trading, execution quality, bid/ask spread, market microstructure, payment for order flow, commissions, broker-dealers

3.
Downloads 3,371 ( 5,410)
Citation 41

Trust and Delegation

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 20 May 2011
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 3,059 (6,263)
Citation 1

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Hedge Funds, Operational Risk, Due Diligence

Trust and Delegation

NYU Working Paper No. FIN-09-016
Number of pages: 43 Posted: 09 Nov 2009 Last Revised: 16 Feb 2012
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 253 (185,728)
Citation 7

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Trust and Delegation

NBER Working Paper No. w15529
Number of pages: 47 Posted: 24 Nov 2009 Last Revised: 08 Dec 2022
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 59 (551,084)
Citation 3

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Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15
Number of pages: 55 Posted: 21 Jul 2006 Last Revised: 11 Sep 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 2,829 (7,067)
Citation 5

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Hedge funds, operational risk, SEC filing, Form ADV

5.

Estimating Operational Risk for Hedge Funds: The ω-Score

Yale ICF Working Paper No. 08-08
Number of pages: 23 Posted: 25 Jan 2008 Last Revised: 11 Sep 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 3,024 (6,486)

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mutual funds, hedge funds, investments, the Omega Score

6.

Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings

Number of pages: 71 Posted: 28 Sep 2010 Last Revised: 19 Dec 2020
Stephen J. Brown and Christopher Schwarz
New York University - Stern School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 1,548 (18,578)
Citation 12

Abstract:

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Hedge Funds, 13F Filings, Disclosure, copy-cat trading

7.

Performance Characteristics of Individual vs. Team Managed Mutual Funds

Number of pages: 25 Posted: 26 Sep 2006
Richard T. Bliss, Mark Potter and Christopher Schwarz
Babson College - Finance Division, Babson College - Finance Division and University of California, Irvine - The Paul Merage School of Business
Downloads 1,046 (33,229)
Citation 9

Abstract:

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mutual funds, team, behavorial

8.

A (Sub)penny For Your Thoughts: Tracking Retail Investor Activity in TAQ

Number of pages: 64 Posted: 01 Sep 2022 Last Revised: 30 Sep 2022
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Irvine - Paul Merage School of Business, University of California, Berkeley - Haas School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 699 (57,783)

Abstract:

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retail trading, execution quality, bid/ask spread, market microstructure

9.

Revisiting Mutual Fund Portfolio Disclosure

Number of pages: 53 Posted: 26 Jun 2012 Last Revised: 03 Jul 2015
Christopher Schwarz and Mark Potter
University of California, Irvine - The Paul Merage School of Business and Babson College - Finance Division
Downloads 670 (60,960)
Citation 12

Abstract:

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mutual funds, disclosure, portfolio, Thomson, CRSP

10.

Share Restrictions and Investor Flows in the Hedge Fund Industry

Number of pages: 49 Posted: 20 Nov 2015 Last Revised: 29 Mar 2019
Bing Liang, Christopher Schwarz, Mila Getmansky Sherman and Russ Wermers
University of Massachusetts Amherst - Department of Finance, University of California, Irvine - The Paul Merage School of Business, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 571 (74,682)
Citation 12

Abstract:

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hedge fund flows, investor flow restrictions, hedge fund flow-performance relation

11.

Mutual Fund Tournaments: The Sorting Bias and New Evidence

Number of pages: 56 Posted: 03 Jul 2008 Last Revised: 05 Jun 2009
Christopher Schwarz
University of California, Irvine - The Paul Merage School of Business
Downloads 503 (87,483)
Citation 13

Abstract:

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Mutual Funds, Tournaments, Bias

12.

Is Pay for Performance Effective? Evidence from the Hedge Fund Industry

Number of pages: 44 Posted: 26 Jan 2009 Last Revised: 07 Mar 2011
Bing Liang and Christopher Schwarz
University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 406 (112,614)
Citation 3

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Hedge funds, closed to investment, compensation

13.

How Fast Do Investors Learn? Asset Management Investors and Bayesian Learning

Number of pages: 83 Posted: 25 Jan 2016 Last Revised: 19 May 2021
Christopher Schwarz and Zheng Sun
University of California, Irvine - The Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 345 (135,280)

Abstract:

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mutual funds, hedge funds, learning, bayes rule, bayesian, asset management

14.

Are Hedge Fund Managers Systematically Misreporting? Or Not?

Number of pages: 42 Posted: 08 Mar 2010 Last Revised: 11 Aug 2013
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 266 (177,402)
Citation 3

Abstract:

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Hedge Funds, Performance Evaluation, Valuation, Risk

15.

Decision Making and Risk Aversion in the Cash Cab

Number of pages: 36 Posted: 25 Apr 2011
Richard T. Bliss, Mark Potter and Christopher Schwarz
Babson College - Finance Division, Babson College - Finance Division and University of California, Irvine - The Paul Merage School of Business
Downloads 212 (220,923)
Citation 3

Abstract:

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Cash Cab, Risk Aversion, Teams, Group Decision Making

16.

The Fix Is In: Properly Backing Out Backfill Bias

Number of pages: 62 Posted: 01 Aug 2017 Last Revised: 31 Dec 2017
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 198 (235,091)
Citation 9

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hedge funds, public database, performance evaluation, backfill bias, listing dates

17.

The Strategic Listing Decisions of Hedge Funds

Number of pages: 41 Posted: 11 Aug 2013
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - The Paul Merage School of Business
Downloads 183 (251,988)
Citation 8

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hedge funds, advertising, public database, performance evaluation, backfill bias

18.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business
Downloads 115 (364,784)
Citation 4

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19.

The Delisting Bias in Hedge Fund Databases

Journal of Alternative Investments, Vol. 16, 2014
Posted: 11 Aug 2013 Last Revised: 21 Jun 2014
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - The Paul Merage School of Business

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hedge funds, survivorship bias, delisting bias, performance evaluation

20.

Tax Equalization in Mutual Funds

Journal of American Taxation Association, Forthcoming
Posted: 07 Jan 2011
Steven L. Gill and Christopher Schwarz
San Diego State University and University of California, Irvine - The Paul Merage School of Business

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tax equalization, mutual funds, tax efficiency

21.

Estimating Operational Risk for Hedge Funds: The Omega-Score

Financial Analysts Journal, Vol. 65, No. 1, 2009
Posted: 31 Jan 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California, Irvine - The Paul Merage School of Business

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Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies