Mutual Fund Risk and Market Share Adjusted Fund Flows

By Matthew I. Spiegel, H. Zhang. 2013

198 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/446b6f1a553d7a6b36d05185ef9e0e172ab014c2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. Gómez
2. Yuehua Tang
3. Hao Jiang
4. David T. Ng
5. Itay Goldstein
6. Linlin Ma
7. Xavier Vives
8. Bengt R. Holmstrom

In Finance

1. David T. Ng
2. Hao Jiang
3. J. Gómez
4. Yuehua Tang
5. Itay Goldstein
6. Linlin Ma
7. Xavier Vives
8. Alex Edmans

Citations in the corpus

• Portfolio Manager Compensation in the U.S. Mutual Fund Industry (2019, background): “6 See Spiegel and Zhang (2013) for evidence that challenges the convex flow–performance relationship.”
• Investor Flows and Fragility in Corporate Bond Funds (2017, background): “This is in contrast to findings in the literature on equity mutual funds, where Spiegel and Zhang (2013) show that the convexity is an artifact of heterogeneity and that it disappears within subsamples.”