Clemens Sialm : Citation Profile


Are you Clemens Sialm?

University of Texas-Austin (50% share)
National Bureau of Economic Research (NBER) (50% share)

13

H index

15

i10 index

888

Citations

RESEARCH PRODUCTION:

18

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 42
   Journals where Clemens Sialm has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 27 (2.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi59
   Updated: 2021-03-01    RAS profile: 2020-11-13    
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Relations with other researchers


Works with:

Tessada, José (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Clemens Sialm.

Is cited by:

Pastor, Lubos (28)

Stambaugh, Robert (18)

Campbell, John (11)

Ruenzi, Stefan (10)

Gallagher, David (9)

Kacperczyk, Marcin (9)

Van Nieuwerburgh, Stijn (8)

Veldkamp, Laura (8)

Dai, Na (7)

Huizinga, Harry (7)

Christiansen, Charlotte (6)

Cites to:

Poterba, James (33)

Shleifer, Andrei (14)

Stambaugh, Robert (13)

Summers, Lawrence (13)

Prescott, Edward (12)

Carhart, Mark (11)

French, Kenneth (11)

Goetzmann, William (10)

michaely, roni (10)

Campbell, John (10)

Madrian, Brigitte (10)

Main data


Where Clemens Sialm has published?


Journals with more than one article published# docs
Journal of Finance5
Review of Financial Studies4
Journal of Public Economics2
American Economic Review2

Working Papers Series with more than one paper published# docs
Discussion Papers / Stanford Institute for Economic Policy Research2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Clemens Sialm (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2020Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China. (2020). Peng, Huimin. In: Papers. RePEc:arx:papers:2004.05322.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2020Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea. In: Working Papers. RePEc:bge:wpaper:1219.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2020How much does tax erode fund excess returns?. (2020). Gallagher, David R ; Chen, Zhe ; Hui, LI ; Warren, Geoffrey J ; Harman, Graham. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3407-3446.

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2020Death spiral PIPEs: a reconsideration of the evidence. (2020). Linnenluecke, Martina K ; Benson, Karen ; Rosov, Sviatoslav ; Morrison, David. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4175-4194.

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2020Investment in Financial Information and Portfolio Performance. (2020). Jappelli, Tullio ; Guiso, Luigi. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1133-1170.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Wealth transfer through private placements: Evidence from China. (2020). Zhou, Mingshan ; Zheng, Steven X ; Lin, Jing. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:199-219.

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2020Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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2020Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists. (2020). Lowry, Michelle ; Iliev, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1527-1577.

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2020Star Ratings and the Incentives of Mutual Funds. (2020). Weng, XI ; Li, Fei ; Huang, Chong. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1715-1765.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2020Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2020The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8191.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2020Tax avoidance and asset returns: some theoretical results on the tax clientele effects. (2020). Wang, Zijun ; Liu, Liqun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00932.

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2021Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520.

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2020Invisible hand and helping hand: Private placement of public equity in China. (2020). He, Hua ; Gu, Ming ; Dong, Gang Nathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301640.

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2020The fluctuating maturities of convertible bonds. (2020). Yang, Antti ; Verwijmeren, Patrick. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300201.

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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020Skill, syndication, and performance: Evidence from leveraged buyouts. (2020). Stanfield, Jared. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119917305916.

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2020Early indicators of fundraising success by venture capital firms. (2020). Lahr, Henry ; Trombley, Timothy E. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301164.

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2020Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929.

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2020On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930.

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2020Managerial multi-tasking, Team diversity, and mutual fund performance. (2020). Zhou, SI ; Xie, LI ; Chen, Jean Jinghan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302108.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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2020Do actively managed mutual funds exploit stock market mispricing?. (2020). Lee, Changjun ; Kang, Jangkoo ; Jeon, Hyunglae . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300863.

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2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

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2020Mutual fund selection for realistically short samples. (2020). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:218-240.

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2020Investment income taxes and private equity acquisition activity. (2020). Zhang, Harold H ; Mason, Paul ; Holcomb, Alex. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:25-51.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Fund manager conviction and investment performance. (2020). Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301940.

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2020Eurozone regulation bias in the active share measure. (2020). Sarto, Jose Luis ; Loban, Lidia ; Vicente, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302088.

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2020Beta or duration? Risk-taking by balanced mutual funds in Korea✰. (2020). Jimmy, Ji Yeol ; Han, Min Yeon ; Park, Keunwoo. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302697.

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2020Retail investor experience, asset learning, and portfolio risk-adjusted returns. (2020). Fjesme, Sturla. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612318305476.

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2020Can mutual funds profit from post earnings announcement drift? The role of competition. (2020). Yu, Tong ; Yao, Tong ; Chen, Xuanjuan ; Ali, Ashiq. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s037842662030042x.

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2020Academic abilities, education and performance in the stock market. (2020). Vaarmets, Tarvo ; Liivamagi, Kristjan ; Talpsepp, Tnn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030114x.

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2020Flicking the switch: Simplifying disclosure to improve retirement plan choices. (2020). Ortmann, Andreas ; Dobrescu, Loretti ; Newell, B R ; Bateman, H ; Thorp, S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s037842662030217x.

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2021Does portfolio concentration affect performance? Evidence from corporate bond mutual funds. (2021). Wang, Ying ; Qin, Nan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302946.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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2020Social heterogeneity and local bias in peer-to-peer lending – evidence from China. (2020). Liu, Yu-Jane ; Jiang, Jiajun ; Lu, Ruichang. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:2:p:302-324.

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2020A reappraisal of luck versus skill in the cross-section of mutual fund returns. (2020). Pouliot, William ; Asteriou, Dimitrios ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:166-187.

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2020Trading out of sight: An analysis of cross-trading in mutual fund families. (2020). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:359-378.

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2020Institutional shareholders and corporate social responsibility. (2020). Lin, Chen ; Dong, Hui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:483-504.

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2020Competition and cooperation in mutual fund families. (2020). Zambrana, Rafael ; Prado, Melissa Porras ; Evans, Richard Burtis. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:168-188.

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2020Is the active fund management industry concentrated enough?. (2020). Xu, Jingrui ; Saxena, Konark ; Feldman, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:23-43.

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2020I can see clearly now: The impact of disclosure requirements on 401(k) fees. (2020). James, Christopher M ; Costello, Charles P ; Badoer, Dominique C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:471-489.

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2020Fund tradeoffs. (2020). Pastor, Lubos ; Taylor, Lucian A ; Stambaugh, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:614-634.

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2021Picking funds with confidence. (2021). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:1-28.

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2020Does CSR reporting matter to foreign institutional investors in China?. (2020). Zheng, Ying ; Yu, Wei. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:40:y:2020:i:c:s1061951820300239.

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2020Reaching for dividends. (2020). Sun, Zheng ; Jiang, Hao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:321-338.

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2020Return dispersion and fund performance: Australia – The land of opportunity?. (2020). Warren, Geoffrey J ; von Reibnitz, Anna ; Cao, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304822.

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2020Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition. (2020). Yang, Zhaojun ; Han, Qing ; Di, Junpeng ; Wang, Haoyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315900.

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2020Cost saving and the freezing of corporate pension plans. (2020). Zeldes, Stephen P ; Stefanescu, Irina ; Rauh, Joshua D. In: Journal of Public Economics. RePEc:eee:pubeco:v:188:y:2020:i:c:s004727272030075x.

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2020Leaving big money on the table: Arbitrage opportunities in delaying social security. (2020). Slavov, Sita Nataraj ; Shoven, John B ; Scott, Jason ; Bronshtein, Gila. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:261-272.

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2020Window dressing in equity mutual funds. (2020). Kuo, Ming-Sin ; Lien, Donald ; Hung, Pi-Hsia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:338-354.

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2020Exploring the rise of mortgage borrowing among older Americans. (2020). Hembre, Erik ; Urban, Carly ; Collins, Michael J. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:83:y:2020:i:c:s0166046219300808.

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2020First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352.

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2020Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea. (2020). Kim, Jungmu ; Park, Yuen Jung ; Ok, Youngkyung. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1420-:d:320702.

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2020Do Noisy Stock Prices Impede Real Efficiency?. (2020). Xiao, Steven Chong. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5990-6014.

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2020Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?. (2020). Yu, Honghai ; Xu, Nianhang ; Huang, Jiekun. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4455-4476.

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2020The Missing New Funds. (2020). Zhu, Qifei. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:3:p:1193-1204.

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2020Mutual Funds and Mispriced Stocks. (2020). Hameed, Allaudeen ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2372-2395.

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2021Index Fund Entry and Financial Product Market Competition. (2021). Sun, Yang. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:500-523.

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2021Hedge Fund Franchises. (2021). Hsieh, David ; Fung, William ; Teo, Melvyn ; Naik, Narayan . In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1199-1226.

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2021Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance. (2021). Chordia, Tarun ; Busse, Jeffrey A ; Tang, Yuehua ; Jiang, Lei. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1227-1248.

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2020The Exclusive Role of Centralized Fund Family Management. (2020). Benson, Karen ; Sun, Zhen ; Hunter, David. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:58:y:2020:i:2:d:10.1007_s10693-019-00328-2.

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2020New Positions in Mutual Fund Portfolios: Implications for Fund Alpha. (2020). Nelling, Edward ; Lantushenko, Viktoriya. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:58:y:2020:i:2:d:10.1007_s10693-019-00329-1.

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2020Liquidity Constraints, Home Equity and Residential Mortgage Losses. (2020). Scheule, Harald ; Do, Hung ; Rosch, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09709-9.

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2020Active Management in Real Estate Mutual Funds. (2020). Lantushenko, Viktoriya ; Nelling, Edward. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09722-y.

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2021Specialization and Institutional Investors’ Performance – Evidence from Publicly Traded Real Estate. (2021). Cashman, George D ; Beracha, Eli ; Skiba, Hilla . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09732-w.

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2020Private placements, market discounts and firm performance: the perspective of corporate life cycle analysis. (2020). Chuang, Kai-Shi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:2:d:10.1007_s11156-019-00798-4.

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2020In search of winning mutual funds in the Chinese stock market. (2020). Zhang, QI ; Wu, Bochen ; Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:2:d:10.1007_s11156-019-00800-z.

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2020FinTech Trends in the United States: Implications for Household Finance. (2020). Perry, Jason ; Hikida, Ross. In: Public Policy Review. RePEc:mof:journl:ppr16_04_03.

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2020Cross-Asset Information Synergy in Mutual Fund Families. (2020). Bai, Jennie ; Auh, Jun Kyung. In: NBER Working Papers. RePEc:nbr:nberwo:26626.

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2020Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?. (2020). Zeldes, Stephen P ; Landoni, Mattia. In: NBER Working Papers. RePEc:nbr:nberwo:26700.

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2020Optimal Bailouts and the Doom Loop with a Financial Network. (2020). Stiglitz, Joseph ; Corell, Felix C ; Capponi, Agostino. In: NBER Working Papers. RePEc:nbr:nberwo:27074.

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2020Cost Saving and the Freezing of Corporate Pension Plans. (2020). Zeldes, Stephen P ; Stefanescu, Irina ; Rauh, Joshua D. In: NBER Working Papers. RePEc:nbr:nberwo:27251.

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2020Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19. (2020). Reuter, Jonathan ; Finke, Michael S ; Blanchett, David. In: NBER Working Papers. RePEc:nbr:nberwo:27438.

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2020Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe. (2020). Alexiou, Constantinos ; Tyagi, Anshul. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00161-6.

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2020Noise-driven abnormal institutional investor attention. (2020). Dong, Feng. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00171-4.

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2020Estimation of interest rates’ impact on mutual funds’ performance in the USA. (2020). Kurbatskiy, Alexey ; Kurbatskii, Aleksei ; Emelyanov, Nikita ; Voronina, Anna ; Artamonov, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0394.

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2020Equity Fund Performance and Sector Diversification. (2020). Valenti, Livija ; Anelinovi, Mihovil ; Pavkovi, Ana . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:9:y:2020:i:1:p:25-43.

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2020Risk mitigating versus risk shifting: evidence from banks security trading in crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: Economics Working Papers. RePEc:upf:upfgen:1753.

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2020Leaders and followers in mutual funds: A dynamic Bayesian approach. (2020). Andreu, Laura ; Salvador, Manuel ; Gargallo, Pilar ; Sarto, Jose L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:4:p:679-695.

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2020The Role of Pension Business Benefits in Institutional Block Ownership and Corporate Governance. (2020). Matsunaga, Steven R ; Huang, Jing ; Wang, Jay Z. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:4:p:1959-1989.

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2020How do the size and independence of the board of trustees affect the financial and sustainable performance of socially responsible mutual funds?. (2020). Muoz, Fernando. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:4:p:1834-1850.

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2021Market power in the portfolio: Product market competition and mutual fund performance. (2016). Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1607.

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2020Factor exposure variation and mutual fund performance. (2020). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: CFR Working Papers. RePEc:zbw:cfrwps:2006.

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2020Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2007.

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2020Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011.

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2020Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: EconStor Preprints. RePEc:zbw:esprep:226219.

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2020The trading response of individual investors to local bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: SAFE Working Paper Series. RePEc:zbw:safewp:272.

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2021The disposition effect in boom and bust markets. (2021). Loos, Benjamin ; Bernard, Sabine ; Weber, Martin. In: SAFE Working Paper Series. RePEc:zbw:safewp:305.

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2020How do taxes affect the trading behavior of private investors? Evidence from individual portfolio data. (2020). Doerrenberg, Philipp ; Buhlmann, Florian ; Loos, Benjamin ; Voget, Johannes. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20047.

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More than 100 citations found, this list is not complete...

Works by Clemens Sialm:


YearTitleTypeCited
2015Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes In: American Economic Review.
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article10
2009Tax Changes and Asset Pricing In: American Economic Review.
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article57
2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
[Full Text][Citation analysis]
article237
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 237
paper
2012Mutual Fund Tax Clienteles In: Journal of Finance.
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article34
2009Mutual Fund Tax Clienteles.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2015Defined Contribution Pension Plans: Sticky or Discerning Money? In: Journal of Finance.
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article26
2013Defined Contribution Pension Plans: Sticky or Discerning Money?.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2014Defined Contribution Pension Plans: Sticky or Discerning Money?.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 26
paper
2016It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans In: Journal of Finance.
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article14
2014It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2013It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2020Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds In: Journal of Finance.
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article2
2015Tax-Efficient Asset Management: Evidence from Equity Mutual Funds.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015Are 401(k) Investment Menus Set Solely for Plan Participants? In: Issues in Brief.
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paper0
2008Portfolio Concentration and the Performance of Individual Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article89
2004Portfolio Concentration and the Performance of Individual Investors.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89
paper
2006Stochastic taxation and asset pricing in dynamic general equilibrium In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article25
2002Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
paper
2019Government debt and corporate leverage: International evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article5
2017Government Debt and Corporate Leverage: International Evidence.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Asset location in tax-deferred and conventional savings accounts In: Journal of Public Economics.
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article22
1999Asset Location in Tax-Deferred and Conventional Savings Accounts.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2007The tradeoff between mortgage prepayments and tax-deferred retirement savings In: Journal of Public Economics.
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article27
2006The tradeoff between mortgage prepayments and tax-deferred retirement savings.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2007The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings.(2007) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 27
chapter
2006The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2020Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2020Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Complex mortgages In: Working Paper Series.
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paper9
2011Complex Mortgages.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2016Spillover Effects in Mutual Fund Companies In: Management Science.
[Full Text][Citation analysis]
article8
2011Spillover Effects in Mutual Fund Companies.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004PIPE Dreams? The Performance of Companies Issuing Equity Privately In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2005Tax Changes and Asset Pricing: Time-Series Evidence In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper140
2008Unobserved Actions of Mutual Funds.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140
article
2006Investment Taxes and Equity Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2009Risk Shifting and Mutual Fund Performance In: NBER Working Papers.
[Full Text][Citation analysis]
paper87
2011Risk Shifting and Mutual Fund Performance.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
article
2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2016Coordinated Noise Trading: Evidence from Pension Fund Reallocations In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2019Institutional Trading Around M&A Announcements In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020How Global is Your Mutual Fund? International Diversification from Multinationals In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2000Tax Externalities of Equity Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper13
2000Tax Externalities of Equity Mutual Funds.(2000) In: National Tax Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2000Asset Location for Retirement Savers In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2009Hedge Funds as Investors of Last Resort? In: Review of Financial Studies.
[Full Text][Citation analysis]
article51
2018Destabilizing Financial Advice: Evidence from Pension Fund Reallocations In: Review of Financial Studies.
[Full Text][Citation analysis]
article3

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