Details about David Alexander Rakowski

Access statistics for papers by David Alexander Rakowski.

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

Short-id: pra366

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

Journal Articles

2021

1. Currency risk exposure and the presidential effect in stock returns
   Journal of Economics and Finance, 2021, 45, (3), 469-485
2. Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
   Journal of Empirical Finance, 2021, 64, (C), 247-271 View citations (4)
3. Twitter activity, investor attention, and the diffusion of information
   Financial Management, 2021, 50, (1), 3-46 View citations (17)

2020

4. What drives the market for exchange-traded notes?
   Journal of Banking & Finance, 2020, 111, (C) View citations (3)

2019

5. The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach
   The Financial Review, 2019, 54, (2), 303-344 View citations (6)
6. U.S. presidential cycles and the foreign exchange market
   Review of Financial Economics, 2019, 37, (4), 523-540

2018

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

2017

8. 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 View citations (5)

2016

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

2015

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

2014

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

2011

12. Capacity and factor timing effects in active portfoliomanagement
    Journal of Financial Markets, 2011, 14, (2), 277-300 View citations (3)

2010

13. Fund Flow Volatility and Performance
    Journal of Financial and Quantitative Analysis, 2010, 45, (1), 223-237 View citations (39)

2009

14. 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 View citations (40)

2008

15. Decomposing liquidity along the limit order book
    Journal of Banking & Finance, 2008, 32, (8), 1687-1698 View citations (13)
16. The antecedents of simultaneous appointments to CEO and Chair
    Journal of Management & Governance, 2008, 12, (4), 381-401 View citations (3)

2007

17. Daily mutual fund flows and redemption policies
    Journal of Banking & Finance, 2007, 31, (12), 3822-3842 View citations (25)