Zobrazeno 1 - 10
of 56
pro vyhledávání: '"David K. Musto"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49359a109dce19ecefb16f27d43b5748
https://doi.org/10.2139/ssrn.4389665
https://doi.org/10.2139/ssrn.4389665
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d797fef33e5fd66f5018d810c2dccd5
https://doi.org/10.2139/ssrn.4389657
https://doi.org/10.2139/ssrn.4389657
Publikováno v:
Marketing Science. 39:71-91
Hedge funds benefited from their umbrella brand mutual fund affiliate’s advertising and exploited this effect to circumvent a marketing ban.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7074b67730c1bf065c4dc96446d3ab14
https://doi.org/10.1287/mksc.2019.1165
https://doi.org/10.1287/mksc.2019.1165
Autor:
David K. Musto
Publikováno v:
FINANCIAL PLANNING REVIEW. 3
The votes that come with equities barely figure in retail investment decisions, especially the decisions aided by robo‐advisors. This low profile is consistent with the tiny effect a retail investor's votes would have, if she took them seriously. B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80dcac8e372b5a4d5fafaeb6a6f3286c
https://doi.org/10.1002/cfp2.1105
https://doi.org/10.1002/cfp2.1105
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
When home prices threaten to decline, lenders bearing more of a community’s mortgage risk have an incentive to combat this decline with new lending that boosts demand. We test whether this incentive drove the government-sponsored enterprises (GSEs)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::145a1470d7afbc17ce27af3e27844dd5
https://doi.org/10.21799/frbp.wp.2020.04
https://doi.org/10.21799/frbp.wp.2020.04
Publikováno v:
The Review of Financial Studies. 31:2983-3018
We trace the evolution of extreme illiquidity discounts among Treasury securities during the financial crisis, when bond prices fell more than 6% below more liquid but otherwise identical notes. Using high-resolution data on market quality and trader
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc2117de9a5272533456a463cf17c125
https://doi.org/10.1093/rfs/hhy022
https://doi.org/10.1093/rfs/hhy022
Autor:
David K. Musto
Publikováno v:
The Journal of Portfolio Management. 44:56-58
In this article, the author, who was a research assistant of Stephen Ross as an undergraduate and later an employee of Roll and Ross Asset Management, shares his insight about the prescriptive content of the arbitrage pricing theory. This insight tak
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd9f7cd40b0ff6ecdf92a4c4279042d5
https://doi.org/10.3905/jpm.2018.44.6.056
https://doi.org/10.3905/jpm.2018.44.6.056
Autor:
Su Li, David K. Musto
Publikováno v:
SSRN Electronic Journal.
Money-market issuers reward scale when they borrow from prime money funds. The scale they reward isn’t the scale of the transaction or of the fund, but rather the scale of the fund complex. For a one-month loan the magnitude is a basis point per fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d4ec28196ab26f9a413b0d826c450af
https://doi.org/10.2139/ssrn.3489470
https://doi.org/10.2139/ssrn.3489470
Publikováno v:
Review of Financial Studies. 30:211-244
Refinancing a first mortgage puts legal principles in conflict when other, junior, liens also exist. On one hand, the principle that seniority follows time priority leaves the new refinancing mortgage junior to mortgages that were junior to the origi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3474e2eaa8bcf7a61ae598a3a8d032fa
https://doi.org/10.1093/rfs/hhw079
https://doi.org/10.1093/rfs/hhw079
Publikováno v:
SSRN Electronic Journal.
The October, 2016 money-fund reform obliged institutional prime funds to start floating their Net Asset Values (NAVs), whereas retail prime funds could continue with stable NAVs. We use this contrast to assess the effect of NAV flotation on fund mana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb8b7119447ff77493aa38488bd84352
https://doi.org/10.2139/ssrn.3303388
https://doi.org/10.2139/ssrn.3303388