On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option

By J. Chalmers, Roger M. Edelen, Gregory Kadlec. 2001

116 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/4569b0eb5f45747736e19aa80ef05f27b71bb093

How researchers see this paper

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

In Finance

1. H. Zhang
2. Matthew I. Spiegel
3. Harry Mamaysky
4. Eric C. Chang
5. Charles Cao
6. Xuemin Yan
7. Y. Wang
8. Alex Edmans

Citations in the corpus

• Improved Forecasting of Mutual Fund Alphas and Betas (2007, background): “Papers by Chalmers, Edelen, and Kadlec (2001), Greene and Hodges (2002), Zitzewitz (2003), and Goetzmann, Ivkovic, and Rouwenhorst (2001) all show how investors can exploit stale net asset value prices in a variety of funds.”
• Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance (2008, background): “Chalmers, Edelen, and Kadlec (2001) show that this predictability arises primarily as a result of nonsynchronous trading and might lead to exploitable trading opportunities.”
• An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility (2008, methodology): “Recent studies using Trim Tabs data report solitary typographical errors in NAVs and TAVs (see Edelen and Warner, 2001; Chalmers et al., 2001; Greene and Hodges, 2002). We use the two filters suggested by Chalmers et al. (2001) to identify potential data error in NAV and TNA series. The first is a f”