| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9549193 | Economics Letters | 2005 | 6 Pages |
Abstract
We document systematic patterns in daily aggregate market returns around end-of-quarters consistent with strategic fund manager behavior and the growing presence of mutual funds in the market.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Dan Bernhardt, Ryan J. Davies,