Details about Clemens Sialm
Access statistics for papers by Clemens Sialm.
Last updated 2022-12-07. Update your information in the RePEc Author Service.
Short-id: psi59
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Working Papers
2022
- Mutual Fund Revenue Sharing in 401(k) Plans
NBER Working Papers, National Bureau of Economic Research, Inc
- Non-Fundamental Flows and Foreign Exchange Rates
NBER Working Papers, National Bureau of Economic Research, Inc
2021
- Currency Management by International Fixed Income Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc
- Replicating the Dow Jones Industrial Average
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2020
- How Global is Your Mutual Fund? International Diversification from Multinationals
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article in Review of Financial Studies (2022)
- Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (1)
See also Journal Article in Journal of Financial Economics (2021)
2019
- Institutional Trading Around M&A Announcements
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2017
- Government Debt and Corporate Leverage: International Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of Financial Economics (2019)
2016
- Coordinated Noise Trading: Evidence from Pension Fund Reallocations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2015
- Are 401(k) Investment Menus Set Solely for Plan Participants?
Issues in Brief, Center for Retirement Research
- Tax-Efficient Asset Management: Evidence from Equity Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of Finance (2020)
2014
- Defined Contribution Pension Plans: Sticky or Discerning Money?
Discussion Papers, Stanford Institute for Economic Policy Research View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (2)
See also Journal Article in Journal of Finance (2015)
- It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
Discussion Papers, Stanford Institute for Economic Policy Research View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (2) Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (1)
See also Journal Article in Journal of Finance (2016)
2013
- Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Review of Financial Studies (2020)
2011
- Complex Mortgages
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2010) View citations (3)
- Spillover Effects in Mutual Fund Companies
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article in Management Science (2016)
2009
- Mutual Fund Tax Clienteles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article in Journal of Finance (2012)
- Risk Shifting and Mutual Fund Performance
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Review of Financial Studies (2011)
2006
- Investment Taxes and Equity Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2006) View citations (1)
See also Journal Article in Journal of Public Economics (2007) Chapter (2007)
2005
- Tax Changes and Asset Pricing: Time-Series Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
- Unobserved Actions of Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article in Review of Financial Studies (2008)
2004
- On the Industry Concentration of Actively Managed Equity Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
See also Journal Article in Journal of Finance (2005)
- PIPE Dreams? The Performance of Companies Issuing Equity Privately
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
- Portfolio Concentration and the Performance of Individual Investors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Journal Article in Journal of Financial and Quantitative Analysis (2008)
2002
- Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Journal of Economic Dynamics and Control (2006)
2000
- Asset Location for Retirement Savers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
- Tax Externalities of Equity Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
See also Journal Article in National Tax Journal (2000)
1999
- Asset Location in Tax-Deferred and Conventional Savings Accounts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Journal of Public Economics (2004)
Journal Articles
2022
- How Global Is Your Mutual Fund? International Diversification from Multinationals
(Information costs and home bias: An analysis of US holdings of foreign equities)
Review of Financial Studies, 2022, 35, (7), 3337-3372 View citations (1)
See also Working Paper (2020)
2021
- Out of sight no more? The effect of fee disclosures on 401(k) investment allocations
Journal of Financial Economics, 2021, 141, (2), 644-668 View citations (1)
See also Working Paper (2020)
2020
- Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
Review of Financial Studies, 2020, 33, (10), 4771-4810 View citations (4)
See also Working Paper (2013)
- Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds
Journal of Finance, 2020, 75, (2), 735-777 View citations (3)
See also Working Paper (2015)
2019
- Government debt and corporate leverage: International evidence
Journal of Financial Economics, 2019, 133, (2), 337-356 View citations (25)
See also Working Paper (2017)
2018
- Destabilizing Financial Advice: Evidence from Pension Fund Reallocations
Review of Financial Studies, 2018, 31, (10), 3720-3755 View citations (11)
2016
- It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
Journal of Finance, 2016, 71, (4), 1779-1812 View citations (25)
See also Working Paper (2014)
- Spillover Effects in Mutual Fund Companies
Management Science, 2016, 62, (5), 1472-1486 View citations (18)
See also Working Paper (2011)
2015
- Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes
American Economic Review, 2015, 105, (5), 432-36 View citations (20)
- Defined Contribution Pension Plans: Sticky or Discerning Money?
Journal of Finance, 2015, 70, (2), 805-838 View citations (44)
See also Working Paper (2014)
2012
- Mutual Fund Tax Clienteles
Journal of Finance, 2012, 67, (4), 1397-1422 View citations (49)
See also Working Paper (2009)
2011
- Risk Shifting and Mutual Fund Performance
Review of Financial Studies, 2011, 24, (8), 2575-2616 View citations (125)
See also Working Paper (2009)
2009
- Hedge Funds as Investors of Last Resort?
Review of Financial Studies, 2009, 22, (2), 541-574 View citations (70)
- Tax Changes and Asset Pricing
American Economic Review, 2009, 99, (4), 1356-83 View citations (70)
2008
- Portfolio Concentration and the Performance of Individual Investors
Journal of Financial and Quantitative Analysis, 2008, 43, (3), 613-655 View citations (99)
See also Working Paper (2004)
- Unobserved Actions of Mutual Funds
Review of Financial Studies, 2008, 21, (6), 2379-2416 View citations (193)
See also Working Paper (2005)
2007
- The tradeoff between mortgage prepayments and tax-deferred retirement savings
Journal of Public Economics, 2007, 91, (10), 2014-2040 View citations (29)
See also Chapter (2007) Working Paper (2006)
2006
- Stochastic taxation and asset pricing in dynamic general equilibrium
Journal of Economic Dynamics and Control, 2006, 30, (3), 511-540 View citations (32)
See also Working Paper (2002)
2005
- On the Industry Concentration of Actively Managed Equity Mutual Funds
Journal of Finance, 2005, 60, (4), 1983-2011 View citations (320)
See also Working Paper (2004)
2004
- Asset location in tax-deferred and conventional savings accounts
Journal of Public Economics, 2004, 88, (1-2), 23-38 View citations (25)
See also Working Paper (1999)
2000
- Tax Externalities of Equity Mutual Funds
National Tax Journal, 2000, 53, (3), 607-28 View citations (23)
See also Working Paper (2000)
Chapters
2007
- The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings
A chapter in Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), 2007, pp 2014-2040 View citations (28)
See also Journal Article in Journal of Public Economics (2007) Working Paper (2006)
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