Matthew I. Spiegel
Finance · 2005–2013
A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 63 citations into it; #3,809 of 10,518 by trust here, #2,066 by citations
- Accounting — 40 citations into it
- Economics and Econometrics — 37 citations into it; #8,299 of 23,481 by trust here, #5,251 by citations
Whom Matthew I. Spiegel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jeffrey A. Busse
- Gregory Connor
- Nicolas P. B. Bollen
- Ľuboš Pástor
- Mark Grinblatt
- Robert A. Korajczyk
- Michael Ewens
- Marcin T. Kacperczyk
- Andrew Ang
- W. Goetzmann
Who trusts Matthew I. Spiegel overall
- Turan G. Bali
- James S. Doran
- R. D. McLean
- Itay Goldstein
- Danling Jiang
- Marcin T. Kacperczyk
- Harry Mamaysky
- Dimitri Vayanos
- Jiang Wang
- Jennifer Huang
Papers from Matthew I. Spiegel's perspective
Ordered by how strongly the researchers Matthew I. Spiegel trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- On the Timing Ability of Mutual Fund Managers
- Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
- Mental Accounting, Loss Aversion, and Individual Stock Returns
- On the Industry Concentration of Actively Managed Equity Mutual Funds
- The Dilution Impact of Daily Fund Flows on Open-end Mutual Funds
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Day Trading International Mutual Funds: Evidence and Policy Solutions
- Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds
- Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
Their papers
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures (2007) — 600 citations
- Estimating the Dynamics of Mutual Fund Alphas and Betas (2008) — 222 citations
- Mutual Fund Risk and Market Share Adjusted Fund Flows (2013) — 198 citations
- Improved Forecasting of Mutual Fund Alphas and Betas (2007) — 123 citations
- Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk (2005) — 332 citations