FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3003641937> ?p ?o ?g. }

• W3003641937 abstract "This paper examines the impact of market frictions on mutual funds' trading on the anomaly. On average, mutual funds are accruals traders who hold and trade towards stocks with low accruals. However, they avoid trading on stocks with extreme accruals, and the gains from actively using the strategy are modest. We provide evidence that transaction costs constrain the use and reduce the profitability of the strategy. Funds with more active trading also have higher idiosyncratic return volatility. However, idiosyncratic risks do not significantly affect fund flows and therefore do not serve as a limit to arbritrage in the sense of Shleifer and Vishny (1997)." @default.
• W3003641937 created "2020-02-07" @default.
• W3003641937 creator A5021847789 @default.
• W3003641937 creator A5082667195 @default.
• W3003641937 date "2005-01-01" @default.
• W3003641937 modified "2023-09-27" @default.
• W3003641937 title "Limits of Arbitrage and Trading on the Accruals Anomaly: Evidence from Mutual Funds" @default.
• W3003641937 cites W1481501828 @default.
• W3003641937 cites W1485812904 @default.
• W3003641937 cites W1985684299 @default.
• W3003641937 cites W1986187321 @default.
• W3003641937 cites W1990806291 @default.
• W3003641937 cites W2012301648 @default.
• W3003641937 cites W2012679794 @default.
• W3003641937 cites W2055337889 @default.
• W3003641937 cites W2058463688 @default.
• W3003641937 cites W2090386647 @default.
• W3003641937 cites W2113305199 @default.
• W3003641937 cites W2121606993 @default.
• W3003641937 cites W2136120210 @default.
• W3003641937 cites W2143173505 @default.
• W3003641937 cites W2153956119 @default.
• W3003641937 cites W2169645335 @default.
• W3003641937 cites W2170694901 @default.
• W3003641937 cites W3121362994 @default.
• W3003641937 cites W3122187992 @default.
• W3003641937 cites W3122649028 @default.
• W3003641937 cites W3122790088 @default.
• W3003641937 cites W3123519783 @default.
• W3003641937 cites W3123642520 @default.
• W3003641937 cites W3123661710 @default.
• W3003641937 cites W3124176564 @default.
• W3003641937 cites W3124203466 @default.
• W3003641937 cites W3124277734 @default.
• W3003641937 cites W3125082156 @default.
• W3003641937 cites W3125868023 @default.
• W3003641937 cites W61577978 @default.
• W3003641937 cites W1989066200 @default.
• W3003641937 doi "https://doi.org/10.2139/ssrn.687426" @default.
• W3003641937 hasPublicationYear "2005" @default.
• W3003641937 type Work @default.
• W3003641937 sameAs 3003641937 @default.
• W3003641937 citedByCount "0" @default.
• W3003641937 crossrefType "journal-article" @default.
• W3003641937 hasAuthorship W3003641937A5021847789 @default.
• W3003641937 hasAuthorship W3003641937A5082667195 @default.
• W3003641937 hasConcept C10138342 @default.
• W3003641937 hasConcept C106159729 @default.
• W3003641937 hasConcept C121332964 @default.
• W3003641937 hasConcept C121955636 @default.
• W3003641937 hasConcept C12997251 @default.
• W3003641937 hasConcept C142450864 @default.
• W3003641937 hasConcept C144133560 @default.
• W3003641937 hasConcept C149782125 @default.
• W3003641937 hasConcept C158876240 @default.
• W3003641937 hasConcept C160623529 @default.
• W3003641937 hasConcept C162324750 @default.
• W3003641937 hasConcept C167416602 @default.
• W3003641937 hasConcept C172428447 @default.
• W3003641937 hasConcept C181236170 @default.
• W3003641937 hasConcept C26873012 @default.
• W3003641937 hasConcept C2779150987 @default.
• W3003641937 hasConcept C2781426361 @default.
• W3003641937 hasConcept C42854785 @default.
• W3003641937 hasConcept C4577558 @default.
• W3003641937 hasConcept C52008547 @default.
• W3003641937 hasConcept C556758197 @default.
• W3003641937 hasConcept C73688673 @default.
• W3003641937 hasConcept C78508483 @default.
• W3003641937 hasConceptScore W3003641937C10138342 @default.
• W3003641937 hasConceptScore W3003641937C106159729 @default.
• W3003641937 hasConceptScore W3003641937C121332964 @default.
• W3003641937 hasConceptScore W3003641937C121955636 @default.
• W3003641937 hasConceptScore W3003641937C12997251 @default.
• W3003641937 hasConceptScore W3003641937C142450864 @default.
• W3003641937 hasConceptScore W3003641937C144133560 @default.
• W3003641937 hasConceptScore W3003641937C149782125 @default.
• W3003641937 hasConceptScore W3003641937C158876240 @default.
• W3003641937 hasConceptScore W3003641937C160623529 @default.
• W3003641937 hasConceptScore W3003641937C162324750 @default.
• W3003641937 hasConceptScore W3003641937C167416602 @default.
• W3003641937 hasConceptScore W3003641937C172428447 @default.
• W3003641937 hasConceptScore W3003641937C181236170 @default.
• W3003641937 hasConceptScore W3003641937C26873012 @default.
• W3003641937 hasConceptScore W3003641937C2779150987 @default.
• W3003641937 hasConceptScore W3003641937C2781426361 @default.
• W3003641937 hasConceptScore W3003641937C42854785 @default.
• W3003641937 hasConceptScore W3003641937C4577558 @default.
• W3003641937 hasConceptScore W3003641937C52008547 @default.
• W3003641937 hasConceptScore W3003641937C556758197 @default.
• W3003641937 hasConceptScore W3003641937C73688673 @default.
• W3003641937 hasConceptScore W3003641937C78508483 @default.
• W3003641937 hasLocation W30036419371 @default.
• W3003641937 hasOpenAccess W3003641937 @default.
• W3003641937 hasPrimaryLocation W30036419371 @default.
• W3003641937 hasRelatedWork W1574922981 @default.
• W3003641937 hasRelatedWork W1991112490 @default.
• W3003641937 hasRelatedWork W2034189688 @default.
• W3003641937 hasRelatedWork W2266638581 @default.
• W3003641937 hasRelatedWork W2362822530 @default.

• next