Lorenzo Casavecchia

University of Technology Sydney

8 Ultimo Rd

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

850

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Cross Trading by Investment Advisers: Implications for Mutual Fund Performance

Journal of Financial Intermediation, Forthcoming
Number of pages: 54 Posted: 07 Feb 2013 Last Revised: 12 Aug 2015
Lorenzo Casavecchia and Ashish Tiwari
University of Technology Sydney and University of Iowa
Downloads 239 (187,006)
Citation 4

Abstract:

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Mutual fund performance, Cross trading, Investment advisers, Brokerage Commissions, Adviser governance

2.

Prime Time for Prime Funds: Floating NAV, Intraday Redemptions and Liquidity Risk During Crises

Number of pages: 71 Posted: 12 Aug 2020 Last Revised: 13 May 2022
Lorenzo Casavecchia, Georgina Ge, C. Wei Li and Ashish Tiwari
University of Technology Sydney, Macquarie University - Department of Applied Finance and Actuarial Studies, University of Iowa and University of Iowa
Downloads 206 (214,972)

Abstract:

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Prime Money Market Funds, Intraday Redemptions, Floating NAV, Liquidity Risk, Covid-19, Debt Ceiling Crisis

3.

The Gold Exposure of Institutional Investors

Number of pages: 51 Posted: 17 Aug 2021
Dirk G. Baur, Lai T. Hoang and Lorenzo Casavecchia
University of Western Australia - Business School, The University of Western Australia and University of Technology Sydney
Downloads 194 (226,850)

Abstract:

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Gold, institutional investors, portfolio diversification, safe haven

4.

Are Mutual Fund Investors Paying for Noise?

FIRN Research Paper No. 2578547
Number of pages: 62 Posted: 16 Mar 2015 Last Revised: 06 May 2015
Lorenzo Casavecchia and Hardy Hulley
University of Technology Sydney and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 166 (259,427)
Citation 1

Abstract:

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Advisory fees, idiosyncratic noise, short-selling constraints

5.

Fund Flow Diversification: Implications for Asset Stability, Fee-Setting and Performance

Number of pages: 70 Posted: 02 Apr 2019
Lorenzo Casavecchia, Byoung Uk Kang and Ashish Tiwari
University of Technology Sydney, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Iowa
Downloads 43 (582,849)

Abstract:

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Fund Flow Diversification, Advisory Fees, Asset Volatility, Fund Family Performance

6.

Managerial Sharing, Mutual Fund Connections, and Performance

International Review of Finance, Vol. 15, Issue 3, pp. 427-455, 2015
Number of pages: 29 Posted: 03 Sep 2015
Cathline Augustiani, Lorenzo Casavecchia and Jack Gray
GMO- Sydney, University of Technology Sydney and University of Technology Sydney (UTS)
Downloads 2 (923,407)

Abstract:

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7.

Managerial Incentives for Risk-Taking and Internal Capital Allocation

Australian Journal of Management, Vol. 42, No. 3, 2017
Posted: 25 Aug 2017
Lorenzo Casavecchia and Ja Young Suh
University of Technology Sydney and Independent

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Equity-Based Compensation, Internal Capital Allocation, Risk-Taking

Dynamic Setting of Distribution Fees in the US Mutual Fund Industry

Posted: 02 Apr 2009
Lorenzo Casavecchia and Massimo Scotti
University of Technology Sydney and University of Technology Sydney

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Mutual fund performance, mutual fund fees, strategic pricing, flow-performance sensitivity

Dynamic Setting of Distribution Fees in the US Mutual Fund Industry

Posted: 13 May 2009
Lorenzo Casavecchia and Massimo Scotti
University of Technology Sydney and University of Technology Sydney

Abstract:

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Mutual fund performance, mutual fund fees, strategic pricing, flow-performance sensitivity