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Details about David Alexander Rakowski

E-mail:
Homepage:https://www.uta.edu/profiles/david-rakowski
Workplace:Department of Finance and Real Estate, College of Business Administration, University of Texas-Arlington, (more information at EDIRC)

Access statistics for papers by David Alexander Rakowski.

Last updated 2022-02-16. Update your information in the RePEc Author Service.

Short-id: pra366


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Working Papers

2021

  1. Non-Standard Errors
    Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz Downloads View citations (1)
    Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2021) Downloads View citations (1)

Journal Articles

2021

  1. Currency risk exposure and the presidential effect in stock returns
    Journal of Economics and Finance, 2021, 45, (3), 469-485 Downloads
  2. Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
    Journal of Empirical Finance, 2021, 64, (C), 247-271 Downloads
  3. Twitter activity, investor attention, and the diffusion of information
    Financial Management, 2021, 50, (1), 3-46 Downloads View citations (6)

2020

  1. What drives the market for exchange-traded notes?
    Journal of Banking & Finance, 2020, 111, (C) Downloads View citations (2)

2019

  1. The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach
    The Financial Review, 2019, 54, (2), 303-344 Downloads View citations (4)
  2. U.S. presidential cycles and the foreign exchange market
    Review of Financial Economics, 2019, 37, (4), 523-540 Downloads

2018

  1. Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach
    Quarterly Journal of Finance (QJF), 2018, 08, (03), 1-40 Downloads

2017

  1. Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
    Journal of Empirical Finance, 2017, 44, (C), 91-107 Downloads View citations (4)

2016

  1. Geography and Local (Dis)advantage: Evidence from Muni Bond Funds
    Quarterly Journal of Finance (QJF), 2016, 06, (03), 1-24 Downloads

2015

  1. A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
    Critical Finance Review, 2015, 4, (1), 117-138 Downloads

2014

  1. Time-varying flow-performance sensitivity and investor sophistication
    Journal of Asset Management, 2014, 15, (5), 333-345 Downloads View citations (2)

2011

  1. Capacity and factor timing effects in active portfoliomanagement
    Journal of Financial Markets, 2011, 14, (2), 277-300 Downloads View citations (2)

2010

  1. Fund Flow Volatility and Performance
    Journal of Financial and Quantitative Analysis, 2010, 45, (1), 223-237 Downloads View citations (28)

2009

  1. The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation
    Journal of Banking & Finance, 2009, 33, (11), 2102-2109 Downloads View citations (38)

2008

  1. Decomposing liquidity along the limit order book
    Journal of Banking & Finance, 2008, 32, (8), 1687-1698 Downloads View citations (13)
  2. The antecedents of simultaneous appointments to CEO and Chair
    Journal of Management & Governance, 2008, 12, (4), 381-401 Downloads View citations (2)

2007

  1. Daily mutual fund flows and redemption policies
    Journal of Banking & Finance, 2007, 31, (12), 3822-3842 Downloads View citations (21)
 
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