Time-Varying Fund Manager Skill: Time-Varying Fund Manager Skill

By Marcin T. Kacperczyk, Stijn Van Nieuwerburgh, Laura L. Veldkamp. 2012

511 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e1303f3f68bef8877cb0247d693ee5639765a0a0

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. D. Sosyura
2. David H. Solomon
3. Eugene F. Soltes

In Finance

1. D. Sosyura
2. Eugene F. Soltes
3. David H. Solomon
4. Kenneth R. Ahern
5. James Vincent
6. Marcus P. Kirk

In Management Science and Operations Research

1. D. Sosyura
2. David H. Solomon

Citations in the corpus

• Winners in the Spotlight: Media Coverage of Fund Holdings as a Driver of Flows (2014, background): “…available to investors in the public domain, which can be used to infer a fund manager’s skill (Kacperczyk and Seru, 2007; Kacperczyk, Sialm, and Zheng, 2005, 2008; Kacperczyk, Van Nieuwerburgh, and Veldkamp, 2013) and uncover important changes in a fund’s strategy (Huang, Sialm, and Zhang, 2011).”