Caitlin D. Dannhauser
Biography
I am an Associate Professor of Finance at the Villanova School of Business. My research interests are in the areas of investments, particularly exchange-traded funds (ETFs) and institutional investors. My research has been published in the Review of Financial Studies and the Journal of Financial Economics. I received my Ph.D. from Boston College in 2015 and BS in Business Administration from Villanova University in 2005. Prior to starting my doctorate, I worked for five years in the sales and trading division at Credit Suisse and earned my CFA charter.
Publications
“The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)” Journal of Financial Economics, 2017, Volume 125, Issue 3, Pages 537-560. (SSRN)
Regulation: SEC [Release Nos. 33-10515, IC-33140; File No. S7-15-18]
"The unintended consequences of corporate bond ETFs: Evidence from the taper tantrum." (with Saeid Hoseinzade) The Review of Financial Studies 35.1 (2022): 51-90. (SSRN)
"The Modern Mutual Fund Family" (with Harold D. Spilker III) Journal of Financial Economics, 2023., Volume 148, Issue 1 , Pages 1-20. (SSRN)
Additional Family Name Cleaning (Stata) *To be run after SAS*
Working Papers
with Jeffrey Pontiff
R&R Review of Financial Studies
"The Dealer Warehouse - Corporate Bond ETFs" (SSRN)
with Egle Karmaziene
"Passive Investors in Primary Markets" (SSRN)
with Michele Dathan
"Tax Synergies in Mutual Fund Families: Evidence from Mutual Fund‐ETF Twins" (2nd chapter of dissertation)
with Harold D. Spilker III