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Portfolio Pumping, Trading Activity and Fund Performance*

  • Published:2012-07-25 Issue:3 Volume:17 Page:885-919
  • ISSN:1573-692X
  • Container-title:Review of Finance
  • language:en
  • Short-container-title:

Author:

Bhattacharyya Sugato1,Nanda Vikram1

Affiliation:

1. Ross School of Business at the University of Michigan and 2College of Management, Georgia Institute of Technology

Publisher

Oxford University Press (OUP)

Subject

Finance,Economics and Econometrics,Accounting

Reference39 articles.

1. Uncovering hedge fund skill from the portfolio holdings they hide;Agarwal,2011

2. Sunshine trading and financial market equilibrium;Admati;Review of Financial Studies,1991

3. Discounts and premiums in closed-end funds;Banerjee,1996

4. Private benefits from block ownership and discounts on closed-end funds;Barclay;Journal of Financial Economics,1993

5. Painting the tape: aggregate evidence;Bernhardt;Economics Letters,2005

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1. What drives startup valuations?;Journal of Banking & Finance;2024-11

2. Portfolio pumping and dumping among Chinese mutual fund companies;Journal of Banking & Finance;2024-05

3. Do ESG funds engage in portfolio pumping to gain higher flows? An application of Benford's Law;International Journal of Finance & Economics;2024-04-11

4. Bond Price Fragility and the Structure of the Mutual Fund Industry;The Review of Financial Studies;2024-03-21

5. Do ESG fund managers pump and dump the stocks in their portfolios? European evidence;Journal of Asset Management;2024-03-20
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