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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
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
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collateral reuse, Government bonds, rehypothecation, repo market, safe assets, Securities lending
Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure
Mutual Funds, Fund Family, Flow-Performance Relationship
Mutual funds, fund family, flow-performance relationship
green bonds, sustainable investment, greenium, ownership structure, securities holdings
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.
COVID-19 pandemic, short selling, fiscal space, institutional investors
asset management, mutual funds, externalities, contagion, performance
Mutual Funds, Flow-Performance Relationship, Clientele
Aggregate Mutual Fund Flows, Equity Premium, Return Predictability, Asset Pricing
