Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
realized volatility, forecasting, investor behavior, limited attention, noise trader, search engine data
Short-sale performance, Anomalies, Hedge funds, Fund attributes
short selling, transparency, investor behavior, stock market efficiency
creative destruction, asset prices, size premium, size premium, invention activity
momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors
Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure
Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure.
green bonds, sustainable investment, greenium, ownership structure, securities holdings
Equity markets, retail trading, market making, internalization, payment for order flow G10
Equity markets, retail trading, market making, internalization, payment for order flow
return predictability, dividend-price ratio, payout policy, sample selection, choice of organizational structure
Money Market Funds, Liquidity Crisis, Strategic Complementarities, Runs, Narrow Banking
Money market funds, liquidity crisis, strategic complementarities, runs, narrow banking
safe assets, government bonds, collateral reuse, rehypothecation, repo market, securities lending
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
collateral reuse, Government bonds, rehypothecation, repo market, safe assets, Securities lending
Mutual Funds, Fund Family, Flow-Performance Relationship
Mutual funds, fund family, flow-performance relationship
safe assets, collateral scarcity, monetary policy, quantitative easing, securities lending facilities, repo, market functioning
value premium, specialized human capital, unemployment risk
asset management; mutual funds; externalities; contagion; performance.
asset management, mutual funds, externalities, contagion, performance
COVID-19 pandemic, short selling, fiscal space, institutional investors
Mutual Funds, Flow-Performance Relationship, Clientele
Aggregate Mutual Fund Flows, Equity Premium, Return Predictability, Asset Pricing
