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Details about Clemens Sialm

Homepage:https://faculty.mccombs.utexas.edu/Clemens.Sialm/
Phone:(512) 232-6835
Postal address:McCombs School of Business University of Texas at Austin 1 University Station; B6600 Austin, TX 78712
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Finance, McCombs School of Business, University of Texas-Austin, (more information at EDIRC)

Access statistics for papers by Clemens Sialm.

Last updated 2023-10-07. Update your information in the RePEc Author Service.

Short-id: psi59


Jump to Journal Articles Chapters

Working Papers

2022

  1. Mutual Fund Revenue Sharing in 401(k) Plans
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Non-Fundamental Flows and Foreign Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2021

  1. Currency Management by International Fixed Income Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Replicating the Dow Jones Industrial Average
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  3. The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2020

  1. How Global is Your Mutual Fund? International Diversification from Multinationals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article How Global Is Your Mutual Fund? International Diversification from Multinationals, The Review of Financial Studies, Society for Financial Studies (2022) Downloads View citations (1) (2022)
  2. 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.) Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (1)

    See also Journal Article Out of sight no more? The effect of fee disclosures on 401(k) investment allocations, Journal of Financial Economics, Elsevier (2021) Downloads View citations (2) (2021)

2019

  1. Institutional Trading Around M&A Announcements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2017

  1. Government Debt and Corporate Leverage: International Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Government debt and corporate leverage: International evidence, Journal of Financial Economics, Elsevier (2019) Downloads View citations (41) (2019)

2016

  1. Coordinated Noise Trading: Evidence from Pension Fund Reallocations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2015

  1. Are 401(k) Investment Menus Set Solely for Plan Participants?
    Issues in Brief, Center for Retirement Research Downloads
  2. Tax-Efficient Asset Management: Evidence from Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds, Journal of Finance, American Finance Association (2020) Downloads View citations (4) (2020)

2014

  1. Defined Contribution Pension Plans: Sticky or Discerning Money?
    Discussion Papers, Stanford Institute for Economic Policy Research Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (3)

    See also Journal Article Defined Contribution Pension Plans: Sticky or Discerning Money?, Journal of Finance, American Finance Association (2015) Downloads View citations (47) (2015)
  2. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
    Discussion Papers, Stanford Institute for Economic Policy Research Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (2)

    See also Journal Article It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans, Journal of Finance, American Finance Association (2016) Downloads View citations (29) (2016)

2013

  1. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Home Bias and Local Contagion: Evidence from Funds of Hedge Funds, The Review of Financial Studies, Society for Financial Studies (2020) Downloads View citations (13) (2020)

2011

  1. Complex Mortgages
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2010) Downloads View citations (3)

    See also Journal Article Complex Mortgages*, Review of Finance, European Finance Association (2018) Downloads View citations (2) (2018)
  2. Spillover Effects in Mutual Fund Companies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article Spillover Effects in Mutual Fund Companies, Management Science, INFORMS (2016) Downloads View citations (20) (2016)

2009

  1. Mutual Fund Tax Clienteles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article Mutual Fund Tax Clienteles, Journal of Finance, American Finance Association (2012) Downloads View citations (52) (2012)
  2. Risk Shifting and Mutual Fund Performance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article Risk Shifting and Mutual Fund Performance, The Review of Financial Studies, Society for Financial Studies (2011) Downloads View citations (143) (2011)

2006

  1. Investment Taxes and Equity Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2006) Downloads View citations (3)

    See also Journal Article The tradeoff between mortgage prepayments and tax-deferred retirement savings, Journal of Public Economics, Elsevier (2007) Downloads View citations (33) (2007)
    Chapter The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (30) (2007)

2005

  1. Tax Changes and Asset Pricing: Time-Series Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
  2. Unobserved Actions of Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article Unobserved Actions of Mutual Funds, The Review of Financial Studies, Society for Financial Studies (2008) Downloads View citations (214) (2008)

2004

  1. On the Industry Concentration of Actively Managed Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article On the Industry Concentration of Actively Managed Equity Mutual Funds, Journal of Finance, American Finance Association (2005) Downloads View citations (356) (2005)
  2. PIPE Dreams? The Performance of Companies Issuing Equity Privately
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  3. Portfolio Concentration and the Performance of Individual Investors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article Portfolio Concentration and the Performance of Individual Investors, Journal of Financial and Quantitative Analysis, Cambridge University Press (2008) Downloads View citations (108) (2008)

2002

  1. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article Stochastic taxation and asset pricing in dynamic general equilibrium, Journal of Economic Dynamics and Control, Elsevier (2006) Downloads View citations (33) (2006)

2000

  1. Asset Location for Retirement Savers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  2. Tax Externalities of Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    See also Journal Article Tax Externalities of Equity Mutual Funds, National Tax Journal, National Tax Association (2000) Downloads View citations (26) (2000)

1999

  1. Asset Location in Tax-Deferred and Conventional Savings Accounts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article Asset location in tax-deferred and conventional savings accounts, Journal of Public Economics, Elsevier (2004) Downloads View citations (26) (2004)

Journal Articles

2022

  1. How Global Is Your Mutual Fund? International Diversification from Multinationals
    The Review of Financial Studies, 2022, 35, (7), 3337-3372 Downloads View citations (1)
    See also Working Paper How Global is Your Mutual Fund? International Diversification from Multinationals, NBER Working Papers (2020) Downloads View citations (2) (2020)

2021

  1. Out of sight no more? The effect of fee disclosures on 401(k) investment allocations
    Journal of Financial Economics, 2021, 141, (2), 644-668 Downloads View citations (2)
    See also Working Paper Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations, Finance and Economics Discussion Series (2020) Downloads (2020)

2020

  1. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
    The Review of Financial Studies, 2020, 33, (10), 4771-4810 Downloads View citations (13)
    See also Working Paper Home Bias and Local Contagion: Evidence from Funds of Hedge Funds, NBER Working Papers (2013) Downloads View citations (4) (2013)
  2. Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds
    Journal of Finance, 2020, 75, (2), 735-777 Downloads View citations (4)
    See also Working Paper Tax-Efficient Asset Management: Evidence from Equity Mutual Funds, NBER Working Papers (2015) Downloads View citations (5) (2015)

2019

  1. Government debt and corporate leverage: International evidence
    Journal of Financial Economics, 2019, 133, (2), 337-356 Downloads View citations (41)
    See also Working Paper Government Debt and Corporate Leverage: International Evidence, NBER Working Papers (2017) Downloads View citations (4) (2017)

2018

  1. Complex Mortgages*
    (Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization)
    Review of Finance, 2018, 22, (6), 1975-2007 Downloads View citations (2)
    See also Working Paper Complex Mortgages, NBER Working Papers (2011) Downloads View citations (6) (2011)
  2. Destabilizing Financial Advice: Evidence from Pension Fund Reallocations
    The Review of Financial Studies, 2018, 31, (10), 3720-3755 Downloads View citations (15)

2016

  1. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
    Journal of Finance, 2016, 71, (4), 1779-1812 Downloads View citations (29)
    See also Working Paper It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans, Discussion Papers (2014) Downloads View citations (1) (2014)
  2. Spillover Effects in Mutual Fund Companies
    Management Science, 2016, 62, (5), 1472-1486 Downloads View citations (20)
    See also Working Paper Spillover Effects in Mutual Fund Companies, NBER Working Papers (2011) Downloads (2011)

2015

  1. Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes
    American Economic Review, 2015, 105, (5), 432-36 Downloads View citations (23)
  2. Defined Contribution Pension Plans: Sticky or Discerning Money?
    Journal of Finance, 2015, 70, (2), 805-838 Downloads View citations (47)
    See also Working Paper Defined Contribution Pension Plans: Sticky or Discerning Money?, Discussion Papers (2014) Downloads View citations (3) (2014)

2012

  1. Mutual Fund Tax Clienteles
    Journal of Finance, 2012, 67, (4), 1397-1422 Downloads View citations (52)
    See also Working Paper Mutual Fund Tax Clienteles, NBER Working Papers (2009) Downloads View citations (2) (2009)

2011

  1. Risk Shifting and Mutual Fund Performance
    The Review of Financial Studies, 2011, 24, (8), 2575-2616 Downloads View citations (143)
    See also Working Paper Risk Shifting and Mutual Fund Performance, NBER Working Papers (2009) Downloads View citations (5) (2009)

2009

  1. Hedge Funds as Investors of Last Resort?
    The Review of Financial Studies, 2009, 22, (2), 541-574 Downloads View citations (74)
  2. Tax Changes and Asset Pricing
    American Economic Review, 2009, 99, (4), 1356-83 Downloads View citations (78)

2008

  1. Portfolio Concentration and the Performance of Individual Investors
    Journal of Financial and Quantitative Analysis, 2008, 43, (3), 613-655 Downloads View citations (108)
    See also Working Paper Portfolio Concentration and the Performance of Individual Investors, NBER Working Papers (2004) Downloads View citations (13) (2004)
  2. Unobserved Actions of Mutual Funds
    The Review of Financial Studies, 2008, 21, (6), 2379-2416 Downloads View citations (214)
    See also Working Paper Unobserved Actions of Mutual Funds, NBER Working Papers (2005) Downloads (2005)

2007

  1. The tradeoff between mortgage prepayments and tax-deferred retirement savings
    Journal of Public Economics, 2007, 91, (10), 2014-2040 Downloads View citations (33)
    See also Working Paper The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings, NBER Working Papers (2006) Downloads View citations (4) (2006)
    Chapter The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings, NBER Chapters, 2007, 2014-2040 (2007) View citations (30) (2007)

2006

  1. Stochastic taxation and asset pricing in dynamic general equilibrium
    Journal of Economic Dynamics and Control, 2006, 30, (3), 511-540 Downloads View citations (33)
    See also Working Paper Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium, NBER Working Papers (2002) Downloads View citations (1) (2002)

2005

  1. On the Industry Concentration of Actively Managed Equity Mutual Funds
    Journal of Finance, 2005, 60, (4), 1983-2011 Downloads View citations (356)
    See also Working Paper On the Industry Concentration of Actively Managed Equity Mutual Funds, NBER Working Papers (2004) Downloads View citations (9) (2004)

2004

  1. Asset location in tax-deferred and conventional savings accounts
    Journal of Public Economics, 2004, 88, (1-2), 23-38 Downloads View citations (26)
    See also Working Paper Asset Location in Tax-Deferred and Conventional Savings Accounts, NBER Working Papers (1999) Downloads View citations (6) (1999)

2000

  1. Tax Externalities of Equity Mutual Funds
    National Tax Journal, 2000, 53, (3), 607-28 Downloads View citations (26)
    See also Working Paper Tax Externalities of Equity Mutual Funds, NBER Working Papers (2000) Downloads View citations (26) (2000)

Chapters

2007

  1. 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 (30)
    See also Journal Article The tradeoff between mortgage prepayments and tax-deferred retirement savings, Elsevier (2007) Downloads View citations (33) (2007)
    Working Paper The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings, National Bureau of Economic Research, Inc (2006) Downloads View citations (4) (2006)
 
Page updated 2024-05-24