Add to ORKGWe thank an anonymous discount broker for providing data on individual investors ' trades and Terry Odean for his help in obtaining and understanding the data set. Special thanks go to Joshua Pollet, Clemens Sialm, and Jay Wang for many insightful suggestions. We also thank seminar participant
This paper studies the relation between mutual fund flows and a range of fund characteristics, with ...
providing the data on individual investors ’ trades, positions, and demographics. Special thanks go ...
We thank Hewitt Associates for providing the data analyzed in this paper. We are particularly gratef...
We extend our gratitude to an anonymous discount broker for providing the data on individual investo...
This paper studies the relation between individuals ’ mutual fund flows and fund characteristics, es...
We thank Joe Levin, Eileen Smith, and Dick Thaler for assistance with the data used in this paper. W...
for comments. An earlier version of this paper was titled.Informed Trading, Liquidity Provision and ...
research and educational projects that give investors the tools and information they need to better ...
Existing work on the flow–performance relation in mutual funds focuses on the average U.S. investor,...
textI investigate mutual fund flows at the individual fund and at the fund family level. At the ind...
Jiang Wang, and seminar participants at the IMF for helpful discussions, Torbjörn Becker, Przemek Ga...
The efficient market hypothesis (EMH) states that an efficient market will price securities appropri...
We would like to thank Mark Carhart and Eugene Fama for providing data on the US factor portfolios, ...
∗I especially thank Mark Grinblatt and Matti Keloharju for their numerous comments and suggestions. ...
The following full text is an author's version which may differ from the publisher's versi...
This paper studies the relation between mutual fund flows and a range of fund characteristics, with ...
providing the data on individual investors ’ trades, positions, and demographics. Special thanks go ...
We thank Hewitt Associates for providing the data analyzed in this paper. We are particularly gratef...
We extend our gratitude to an anonymous discount broker for providing the data on individual investo...
This paper studies the relation between individuals ’ mutual fund flows and fund characteristics, es...
We thank Joe Levin, Eileen Smith, and Dick Thaler for assistance with the data used in this paper. W...
for comments. An earlier version of this paper was titled.Informed Trading, Liquidity Provision and ...
research and educational projects that give investors the tools and information they need to better ...
Existing work on the flow–performance relation in mutual funds focuses on the average U.S. investor,...
textI investigate mutual fund flows at the individual fund and at the fund family level. At the ind...
Jiang Wang, and seminar participants at the IMF for helpful discussions, Torbjörn Becker, Przemek Ga...
The efficient market hypothesis (EMH) states that an efficient market will price securities appropri...
We would like to thank Mark Carhart and Eugene Fama for providing data on the US factor portfolios, ...
∗I especially thank Mark Grinblatt and Matti Keloharju for their numerous comments and suggestions. ...
The following full text is an author's version which may differ from the publisher's versi...
This paper studies the relation between mutual fund flows and a range of fund characteristics, with ...
providing the data on individual investors ’ trades, positions, and demographics. Special thanks go ...
We thank Hewitt Associates for providing the data analyzed in this paper. We are particularly gratef...