Roger Edelen

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Roger Edelen
RogerEdelen.jpg
Nationality American
Alma mater University of Rochester
Occupation Academic
Years active Since 2008
Employer University of California/Davis
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

  1. "Graham and Dodd Award Winners". http://www.cfapubs.org/page/faj/all-graham-dodd-winners. Retrieved December 14, 2015.
  2. Edelen, Roger; Evans, Richard; Kadlec, Gregory (2013). Shedding Light on ‘Invisible’ Costs: Trading Costs and Mutual Fund Performance. Financial Analysts Journal: CFA Institute. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:QIV2ME_5wuYC.
  3. Edelen, Roger M. (1999). Investor flows and the assessed performance of open-end mutual funds. Journal of Financial Economics: North-Holland. pp. 439-466. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:u5HHmVD_uO8C.
  4. Edelen, Roger M.; Warner (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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:u-x6o8ySG0sC.
  5. 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. https://ideas.repec.org/p/wop/pennin/00-37.html.
  6. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:d1gkVwhDpl0C.
  7. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:qjMakFHDy7sC.
  8. Edelen, Roger; Evans, Richard; Kadlec, Gregory (2007). Scale effects in mutual fund performance: The role of trading costs. SSRN. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=srkcJ54AAAAJ&citation_for_view=srkcJ54AAAAJ:qjMakFHDy7sC.

External links