No. 57-3, August 2022
Index
- A reexamination of factor momentum: How strong is it?
- Corporate blockholders and financial leverage
- Disagreement between hedge funds and other institutional investors and the cross‐section of expected stock returns
- Fund names versus family names: Implications for mutual fund flows
- Institutional trading around repurchase announcements: An uphill battle
- Issue Information
- Option trading and returns versus the 52‐week high and low
- Persistence of investor sentiment and market mispricing
- Shrinking return forecasts
- Side‐by‐side management of mutual funds and actively managed exchange traded funds
- When in Rome: Local social norms and income differences