Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 8 of 8 for “"Portfolio holdings"”.
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Corporate Governance and Institutional Trading
… mutual funds sell widely across all portfolio holdings but the extreme capital outflows could be driven by the performance of portfolio holdings in the first place.</p>
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Essays on Regional Economic Integration in East Asia
… seeks to understand the pattern of trade and portfolio investment in East Asian economies and how trade integration can affect the level of bilateral asset holdings. On the trade side, the determinants of bilateral trade flow is examined at the product level, not the aggregate, so as to assess …
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Essays in financial economics
… dynamics. In Chapter 1, I use data on the portfolio holdings and income of millions of US retirement investors to show that positive and persistent shocks to income lead to a significant increase in the equity share of investor portfolios, while increases in financial wealth due to realized …
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Money market funds in the US and the EU: a legal and comparative analysis
… of the funds’ assets and liabilities – portfolio holdings and fund investors – as the primary measure of investor protection. Such disclosure also addresses systemic stability concerns by empowering regulators to properly monitor the transmission channels of funding risk. While my study …
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Essays on empirical asset pricing
… aggressive stock-pickers (hold more concentrated portfolios), charge higher fees, and attract more fund flows. By exploring mutual fund managers' Herding tendency and Trading Intensity, Chapter 2 develops a systematic approach to identify mutual fund managers with the Warren Buffett style, i.e. …
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Essays on amplification mechanisms in financial markets
… to declining asset prices by liquidating their holdings in hopes of buying them back later at a gain, despite the asset's cash flows remaining the same throughout. Interestingly, I show that a reduction in trading frictions leads to more severe fluctuations in asset prices. At the root of this …
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Actively Managed Mutual Fund Holdings and Fund Performance
… different perspectives. I begin with Mutual Fund Holdings Batting Average, in which I analyze mutual fund performance through the creation of a new variable using funds’ stock holdings information. My results show that this new variable, Holdings Batting Average, is related to the future …
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Funds Have More to Say in Cross-border Monitoring
… their monitoring power in cross-border holdings. The results of this study suggest that when a fund manager holds a portfolio that is more dispersedly spread across different countries and has a strong home bias in portfolio holdings, the likelihood of forming a joint monitoring …