EconPapers    
Economics at your fingertips  
 

Details about Clemens Sialm

E-mail:
Homepage:http://www.mccombs.utexas.edu/faculty/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:Department of Finance, McCombs School of Business, University of Texas-Austin, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Clemens Sialm.

Last updated 2018-12-07. Update your information in the RePEc Author Service.

Short-id: psi59


Jump to Journal Articles Chapters

Working Papers

2019

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

2017

  1. Government Debt and Corporate Leverage: International Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2016

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

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 (1)

2014

  1. Defined Contribution Pension Plans: Sticky or Discerning Money?
    Discussion Papers, Stanford Institute for Economic Policy Research Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (1)

    See also Journal Article in Journal of Finance (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 (US) (2014) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (1)

    See also Journal Article in Journal of Finance (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 (3)

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)
  2. Spillover Effects in Mutual Fund Companies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Management Science (2016)

2009

  1. Mutual Fund Tax Clienteles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (2012)
  2. Risk Shifting and Mutual Fund Performance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Review of Financial Studies (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 (3)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2006) Downloads View citations (1)

    See also Journal Article in Journal of Public Economics (2007)
    Chapter (2007)

2005

  1. Tax Changes and Asset Pricing: Time-Series Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. Unobserved Actions of Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Financial Studies (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 (4)
    See also Journal Article in Journal of Finance (2005)
  2. PIPE Dreams? The Performance of Companies Issuing Equity Privately
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  3. Portfolio Concentration and the Performance of Individual Investors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Journal of Financial and Quantitative Analysis (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 in Journal of Economic Dynamics and Control (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 (17)
    See also Journal Article in National Tax Journal (2000)

1999

  1. Asset Location in Tax-Deferred and Conventional Savings Accounts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Public Economics (2004)

Journal Articles

2018

  1. Destabilizing Financial Advice: Evidence from Pension Fund Reallocations
    Review of Financial Studies, 2018, 31, (10), 3720-3755 Downloads View citations (1)

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 (3)
    See also Working Paper (2014)
  2. Spillover Effects in Mutual Fund Companies
    Management Science, 2016, 62, (5), 1472-1486 Downloads View citations (3)
    See also Working Paper (2011)

2015

  1. Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes
    American Economic Review, 2015, 105, (5), 432-36 Downloads View citations (7)
  2. Defined Contribution Pension Plans: Sticky or Discerning Money?
    Journal of Finance, 2015, 70, (2), 805-838 Downloads View citations (18)
    See also Working Paper (2014)

2012

  1. Mutual Fund Tax Clienteles
    Journal of Finance, 2012, 67, (4), 1397-1422 Downloads View citations (33)
    See also Working Paper (2009)

2011

  1. Risk Shifting and Mutual Fund Performance
    Review of Financial Studies, 2011, 24, (8), 2575-2616 Downloads View citations (59)
    See also Working Paper (2009)

2009

  1. Hedge Funds as Investors of Last Resort?
    Review of Financial Studies, 2009, 22, (2), 541-574 Downloads View citations (45)
  2. Tax Changes and Asset Pricing
    American Economic Review, 2009, 99, (4), 1356-83 Downloads View citations (48)

2008

  1. Portfolio Concentration and the Performance of Individual Investors
    Journal of Financial and Quantitative Analysis, 2008, 43, (03), 613-655 Downloads View citations (60)
    See also Working Paper (2004)
  2. Unobserved Actions of Mutual Funds
    Review of Financial Studies, 2008, 21, (6), 2379-2416 Downloads View citations (113)
    See also Working Paper (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 (16)
    See also Chapter (2007)
    Working Paper (2006)

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 (21)
    See also Working Paper (2002)

2005

  1. On the Industry Concentration of Actively Managed Equity Mutual Funds
    Journal of Finance, 2005, 60, (4), 1983-2011 Downloads View citations (177)
    See also Working Paper (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 (19)
    See also Working Paper (1999)

2000

  1. Tax Externalities of Equity Mutual Funds
    National Tax Journal, 2000, 53, (3), 607-28 Downloads View citations (17)
    See also Working Paper (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 (15)
    See also Journal Article in Journal of Public Economics (2007)
    Working Paper (2006)
 
Page updated 2019-06-26