5
H index
5
i10 index
132
Citations
University of Texas-Arlington | 5 H index 5 i10 index 132 Citations RESEARCH PRODUCTION: 17 Articles 2 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Alexander Rakowski. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 4 |
Journal of Empirical Finance | 2 |
Quarterly Journal of Finance (QJF) | 2 |
Year | Title of citing document |
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2021 | Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302. Full description at Econpapers || Download paper |
2021 | A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04. Full description at Econpapers || Download paper |
2023 | Swing Pricing et dynamique des flux au regard de la crise Covid-19. (2023). Garcia, Thomas ; Baena, Antoine. In: Working papers. RePEc:bfr:banfra:914. Full description at Econpapers || Download paper |
2022 | On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338. Full description at Econpapers || Download paper |
2022 | Fund names versus family names: Implications for mutual fund flows. (2022). el Ghoul, Sadok ; Karoui, Aymen . In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:509-531. Full description at Econpapers || Download paper |
2023 | The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115. Full description at Econpapers || Download paper |
2021 | Online social networks and corporate investment similarity. (2021). Zhang, Xueyong ; Jing, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000420. Full description at Econpapers || Download paper |
2023 | The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892. Full description at Econpapers || Download paper |
2021 | Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336. Full description at Econpapers || Download paper |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper |
2023 | The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225. Full description at Econpapers || Download paper |
2023 | Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670. Full description at Econpapers || Download paper |
2022 | Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x. Full description at Econpapers || Download paper |
2021 | Negative peer disclosure. (2021). Lei, Lijun ; Fang, Vivian W ; Cao, Sean Shun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:815-837. Full description at Econpapers || Download paper |
2021 | A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168. Full description at Econpapers || Download paper |
2023 | Does performance-chasing behavior matter? International evidence. (2023). Seok, Sangik ; Ryu, Doojin ; Cho, Hoon ; Lee, Jennifer Eunkyeong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x2300018x. Full description at Econpapers || Download paper |
2022 | Retail investor attention and information asymmetry: Evidence from China. (2022). Wu, Chongfeng ; Chen, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001421. Full description at Econpapers || Download paper |
2021 | Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746. Full description at Econpapers || Download paper |
2022 | Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis. (2022). Sharma, Anuj ; Pattnaik, Debidutta ; Li, Xiao ; Kumar, Satish ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:511-529. Full description at Econpapers || Download paper |
2021 | Regime-Switching Determinants of Mutual Fund Performance in South Africa. (2021). Apau, Richard ; Moores-Pitt, Peter ; Muzindutsi, Paul-Francois. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:161-:d:662523. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2021 | R&D investment intensity and jump volatility of stock price. (2021). Larsen, David ; John, Kose ; Jiang, Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00944-3. Full description at Econpapers || Download paper |
2022 | Wisdom of the crowd and stock price crash risk: evidence from social media. (2022). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01007-x. Full description at Econpapers || Download paper |
2022 | Silence is not golden anymore? Social media activity and stock market valuation in Europe. (2022). Cypryjanski, Jacek ; Gola, Renata ; Byrka-Kita, Katarzyna ; Godlewski, Christophe J. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-04. Full description at Econpapers || Download paper |
2022 | Are religious investors financially smart? evidence from equity funds. (2022). Yas, Murat ; Shah, Mohamed Eskandar ; Aysan, Ahmet Faruk. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00240-2. Full description at Econpapers || Download paper |
2021 | Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Babalos, Vassilios ; Spagnolo, Nicola. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5. Full description at Econpapers || Download paper |
2021 | Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7. Full description at Econpapers || Download paper |
2021 | Fixed income mutual fund performance during and after a crisis: a Canadian case. (2021). Shah, Meet ; Samarbakhsh, Laleh. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09541-z. Full description at Econpapers || Download paper |
2021 | The clientele effect around the turn of the year: evidence from the bond markets. (2021). Kotomin, Vladimir. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09550-y. Full description at Econpapers || Download paper |
2022 | Visuals and attention to earnings news on twitter. (2022). Nekrasov, Alexander ; Teoh, Siew Hong ; Wu, Shijia. In: Review of Accounting Studies. RePEc:spr:reaccs:v:27:y:2022:i:4:d:10.1007_s11142-021-09630-8. Full description at Econpapers || Download paper |
2021 | Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). Liu, Li Xian ; al Farooque, Omar ; Jiang, Fuming. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:01:n:s0219091521500065. Full description at Econpapers || Download paper |
2021 | Private company valuations by mutual funds. (2021). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2109. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Twitter activity, investor attention, and the diffusion of information In: Financial Management. [Full Text][Citation analysis] | article | 12 |
2019 | The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
2010 | Fund Flow Volatility and Performance In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 33 |
2017 | Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2011 | Capacity and factor timing effects in active portfoliomanagement In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2020 | What drives the market for exchange-traded notes? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2007 | Daily mutual fund flows and redemption policies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2008 | Decomposing liquidity along the limit order book In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2009 | The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | The antecedents of simultaneous appointments to CEO and Chair In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 2 |
2015 | A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
2014 | Time-varying flow-performance sensitivity and investor sophistication In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
2021 | Currency risk exposure and the presidential effect in stock returns In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | U.S. presidential cycles and the foreign exchange market In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Geography and Local (Dis)advantage: Evidence from Muni Bond Funds In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
2018 | Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
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