Links to Published Research
Do Hedge Funds Bet Against Beta?
Co-authored with Alexey Malakhov and Qing Yan
International Review of Economics & Finance, 2024
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows
Co-authored with Qing Yan
Financial Analysts Journal, 2022
Active Share and the Predictability of the Performance of Separate Accounts
Co-authored with Martijn Cremers and Jon Fulkerson
Financial Analysts Journal, 2022
Benchmark Discrepancies and Mutual Fund Performance Evaluation
Co-authored with Martijn Cremers and Jon Fulkerson
Journal of Financial and Quantitative Analysis, 2022
Can Mutual Fund Stars Still Pick Stocks?: A Replication and Extension of Kosowski, Timmermann, Wermers, and White (2006)
Critical Finance Review, 2021
Portfolios of Actively Managed Mutual Funds
Financial Review, 2021
Lead article
Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds
Co-authored with Martijn Cremers and Jon Fulkerson
Financial Analysts Journal, 2019
Lead article
Presentation at the Investment Adviser Association's 2018 Leadership Conference
Portfolio Concentration and Mutual Fund Performance
Co-authored with Jon Fulkerson
Journal of Empirical Finance, 2019
Lead article
Mutual Fund Liquidity Costs
Co-authored with Jon Fulkerson
Financial Management, 2017
Special Presentation at FMA 2017 Meeting − Best Papers in Financial Management
Volatility and Mutual Fund Manager Skill
Co-authored with Bradford Jordan
Journal of Financial Economics, 2015
Liquidity and Flows of U.S. Mutual Funds
Co-authored with Paul Hanouna, Jon Novak, and Christof Stahel
US SEC Division of Economic and Risk Analysis White Paper, 2015
Average Funds Versus Average Dollars: Implications for Mutual Fund Research
Co-authored with Christopher Clifford and Bradford Jordan
Journal of Empirical Finance, 2014
Predictability in Bond ETF Returns
Co-authored with Jon Fulkerson and Susan Jordan
Journal of Fixed Income, 2014
Return Chasing in Bond Funds
Co-authored with Jon Fulkerson and Bradford Jordan
Journal of Fixed Income, 2013
Do Absolute Return Mutual Funds Have Absolute Returns?
Co-authored with Christopher Clifford and Bradford Jordan
Journal of Investing, 2013
