Currency Management by International Fixed Income Mutual Funds

Clemens Sialm; University of Texas at Austin

Qifei Zhu; Nanyang Technological University

  Presenter: Qifei Zhu, Nanyang Technological University

  Discussant: Hong Zhang, PBC School of Finance, Tsinghua University

A Horizon-Based Decomposition of Mutual Fund Value Added using Transactions

Jules van Binsbergen; University of Pennsylvania

Jungsuk Han; Stockholm School of Economics

Hongxun Ruan; Guanghua School of Management, Peking University

  Ran Xing; Aarhus University

  Presenter: Ran Xing, Aarhus University

  Discussant: Yuehua Tang, University of Florida

Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies

Charlotte Christiansen; Aarhus University

Ran Xing; Aarhus University

Yue Xu; Aarhus University

  Presenter: Yue Xu, Aarhus University

  Discussant: Rachel Li, University of Alabama

Mutual Fund Risk Shifting and Risk Anomalies

Xiao Han; University of Edinburgh

Nikolai Roussanov; University of Pennsylvania

Hongxun Ruan; Guanghua School of Management, Peking University

  Presenter: Hongxun Ruan, Guanghua School of Management, Peking University

  Discussant: Andriy Bodnaruk, University of Illinois at Chicago