Roger Edelen
Roger Edelen | |
---|---|
Nationality | American |
Alma mater | University of Rochester |
Occupation | Academic |
Years active | Since 2008 |
Employer | University of California/Davis |
Known for | Mutual fund performance Trading practices |
Awards | Graham and Dodd Scroll |
Website | Edelin at Cal/Davis |
Roger Edelen is an associate professor of management at the University of California, Davis. His primary research interest is institutional investing. Much of his work has focused on the influence of operational and organizational factors on mutual fund performance, particularly relating to funds’ trading practices and shareholder flow. His research also includes the role of agency conflicts in secondary-market trading, and pricing dynamics in primary security offerings.
Papers
Edelen was awarded a 2013 Graham and Dodd Scroll award[1] as co-author of the paper, Shedding Light on ‘Invisible’ Costs: Trading Costs and Mutual Fund Performance.[2]
Edelen's most cited papers are listed below, ranked from most to least cited.
Year | Study |
---|---|
1999 | Investor flows and the assessed performance of open-end mutual funds[3] |
2001 | Aggregate price effects of institutional trading: a study of mutual fund flow and market returns[4] |
2001 | On the perils of financial intermediaries setting security prices: the mutual fund wild card option[5] |
2005 | Issuer surplus and the partial adjustment of IPO prices to public information[6] |
2004 | S&P 500 indexers, tracking error, and liquidity[7] |
2007 | Scale effects in mutual fund performance: The role of trading costs[8] |
References
- ↑ "Graham and Dodd Award Winners". CFA Institute. Retrieved December 14, 2015.
- ↑ Edelen, Roger; Evans, Richard; Kadlec, Gregory (2013). Shedding Light on ‘Invisible’ Costs: Trading Costs and Mutual Fund Performance. Financial Analysts Journal: CFA Institute.
- ↑ Edelen, Roger M. (1999). Investor flows and the assessed performance of open-end mutual funds. Journal of Financial Economics: North-Holland. pp. 439–466.
- ↑ Edelen, Roger M.; Warner, Jerold B. (2001). Aggregate price effects of institutional trading: a study of mutual fund flow and market returns. Journal of Financial Economics: North-Holland. pp. 195–220.
- ↑ Chalmers, John M.R.; Edelen, Roger M.; Kadlec, Gregory (2001). On the perils of financial intermediaries setting security prices: the mutual fund wild card option. The Journal of Finance: Blackwell Publishers, Inc. pp. 2209–2236.
- ↑ Edelen, Roger M.; Kadlec, Gregory (2005). Issuer surplus and the partial adjustment of IPO prices to public information. Journal of Financial Economics: North-Holland. pp. 347–373.
- ↑ Blume, Marshall E.; Edelen, Roger M. (2004). S&P 500 indexers, tracking error, and liquidity. The Journal of Portfolio Management: Institutional Investor Journals. pp. 37–46.
- ↑ Edelen, Roger; Evans, Richard; Kadlec, Gregory (2007). Scale effects in mutual fund performance: The role of trading costs. SSRN.
External links
- Home page
- Author page, Academic search (beta)
- Google Scholar page
- Author page, SSRN