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Journal Article
Mutual funds: temporary problem or permanent morass?
Tkac, Paula A.
(2004-10-04)
The improprieties in the mutual fund industry that surfaced in the fall of 2003 prompted the passage and drafting of legislation and regulations that cover nearly every facet of mutual fund pricing and operations. While this regulatory flurry is clearly intended to protect shareholders? interests, the question remains: How will these scandals and regulatory changes ultimately affect mutual fund investors? ; When considering the problems inherent in mutual fund management and the best ways to address them, it is important, the author stresses, to understand current business practices in the ...
Economic Review
, Volume 89
, Issue Q 4
, Pages 1-21
Conference Paper
Symposium on mutual funds and monetary aggregates - commentary
Barnett, William A.; Zhou, Ge
(1994-11)
Proceedings
, Issue Nov
, Pages 53-78
Working Paper
Information in Financial Markets : Who Gets It First?
Swem, Nathan
(2017-02)
I compare the timing of information acquisition among institutional investors and sell-side analysts, and I show that hedge fund trades predict the direction of subsequent analyst ratings change reports while other investors' trades do not. In addition, hedge funds reverse trades after analyst reports, while other investors follow the analysts. Finally, I show that hedge funds perform best among stocks with high analyst coverage. These results suggest that hedge funds have superior information acquisition skills, and that analysts assist hedge funds in exploiting information acquisition ...
Finance and Economics Discussion Series
, Paper 2017-023
Working Paper
The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds
Tkac, Paula A.; Del Guercio, Diane
(2000)
Due to differences in financial sophistication and agency relationships, we posit that investors use different criteria to select portfolio managers in the retail mutual fund and fiduciary pension fund industry segments. We provide evidence on investors' manager selection criteria by estimating the relation between manager asset flow and performance. We find that pension fund clients use quantitatively sophisticated measures like Jensen's alpha, tracking error, and outperformance of a market benchmark. Pension clients also punish poorly performing managers by withdrawing assets under ...
FRB Atlanta Working Paper
, Paper 2000-21
Journal Article
Money market mutual funds : a reaction to government regulations or a lasting financial innovation?
Duffield, Jeremy G.; Cook, Timothy Q.
(1979-07)
An abstract for this article is not available
Economic Review
, Volume 65
, Issue Jul
, Pages 15-31
Journal Article
Banks and investment funds: no longer mutually exclusive
Clark, Michelle A.
(1993-10)
The Regional Economist
, Issue Oct
, Pages 5-9
Report
A cross-sectional analysis of mutual funds' market timing and security selection skill
Lee, Cheng Few; Chan, Anthony; Rahman, Shafiqur; Chen, Carl R.
(1990)
Research Paper
, Paper 9014
Conference Paper
Mutual funds and monetary aggregates - introduction
Anderson, Richard G.
(1994-11)
Proceedings
, Issue Nov
, Pages 3-6
Discussion Paper
Quantifying Potential Spillovers from Runs on High-Yield Funds
Eisner, Emily; Cetorelli, Nicola; Eisenbach, Thomas M.; Duarte, Fernando M.
(2016-02-19)
On December 9, 2015, Third Avenue Focused Credit Fund (FCF) announced a “Plan of Liquidation,” effectively halting investor redemptions. This announcement followed a period of poor performance and large outflows. Assets at the fund had declined from a peak of $2.5 billion in May of 2015 to $942 million in November. Investors had redeemed more than $1.1 billion in shares since April 2015, and the fund’s year-to-date performance as of November had fallen below -21 percent. The FCF “run” highlights the need to quantify the potential for systemic risk among open-end mutual funds and the ...
Liberty Street Economics
, Paper 20160219b
Journal Article
Risk-adjusted performance of mutual funds
Simons, Katerina
(1998-09)
Mutual funds are now the preferred way for individual investors and many institutions to participate in capital markets, and their popularity has increased demand for evaluations of fund performance. Many business publications now rank mutual funds according to their performance, and information services exist specifically for this purpose. There is no general agreement, however, about how best to measure and compare fund performance and on what information funds should disclose to investors. ; Risk and performance measurement is an active area for academic research and continues to be of ...
New England Economic Review
, Issue Sep
, Pages 33-48
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