Harry Mamaysky

Finance · 2004–2008

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #6,123 of 10,518 by trust here, #2,179 by citations
• Accounting — 21 citations into it
• Economics and Econometrics — 15 citations into it; #13,360 of 23,481 by trust here, #5,522 by citations

Whom Harry Mamaysky trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jeffrey A. Busse
2. Nicolas P. B. Bollen
3. Ľuboš Pástor
4. Mark Grinblatt
5. Marcin T. Kacperczyk
6. W. Goetzmann
7. Russ Wermers
8. Sheridan Titman
9. Rob Stambaugh
10. Paul J. Irvine

Who trusts Harry Mamaysky overall

1. Marcin T. Kacperczyk
2. Robert Kosowski
3. David E. Rapach
4. Stijn Van Nieuwerburgh
5. Matthew I. Spiegel
6. Jonathan B. Berk

Papers from Harry Mamaysky's perspective

Ordered by how strongly the researchers Harry Mamaysky trusts endorse each paper. Same corpus, a different order for every researcher.

1. On the Timing Ability of Mutual Fund Managers
2. Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
3. The Dilution Impact of Daily Fund Flows on Open-end Mutual Funds
4. Estimating the Dynamics of Mutual Fund Alphas and Betas
5. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
6. Day Trading International Mutual Funds: Evidence and Policy Solutions
7. Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds
8. On the Industry Concentration of Actively Managed Equity Mutual Funds
9. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
10. Bayesian Alphas and Mutual Fund Persistence

Their papers

• Asset Prices and Trading Volume under Fixed Transactions Costs (2004) — 308 citations
• Estimating the Dynamics of Mutual Fund Alphas and Betas (2008) — 222 citations
• Improved Forecasting of Mutual Fund Alphas and Betas (2007) — 123 citations