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Cici, Gjergji and Kempf, Alexander and Puetz, Alexander, The Valuation of Hedge Funds' Equity Positions (May 16, 2013). Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper, Available at SSRN: ...Gjergji Cici, John B. Corgel and Scott Gibson. University of Kansas - School of Business, Cornell University and College of William and Mary - Mason School of Business Abstract: 2. Determinants of Hotel Property Prices. Journal of Real Estate Finance and Economics, Vol. 51, No. 3, 2015Gjergji Cici Professor of Finance, University of Kansas Verified email at ku.edu. ... G Cici, S Gibson, JJ Merrick Jr. Journal of Financial Economics 101 (1), 206-226, 2011. 84: 2011: Hedging with mispriced futures. JJ Merrick. Journal of Financial and Quantitative Analysis 23 (4), 451-464, 1988. 74:See all articles by Gjergji Cici Gjergji Cici. University of Kansas - School of Business. Scott Gibson. College of William and Mary - Mason School of Business. There are 2 versions of this paper The Performance of Corporate-Bond Mutual Funds: Evidence Based on Security-Level Holdings.A two-asset, intertemporal portfolio selection model is formulated incorporating proportional transaction costs. The demand for assets is shown to be sensitive to these costs. However, transaction costs have only a second-order effect on the liquidity premia implied by equilibrium asset returns: the derived utility is insensitive to deviations from the optimal portfolio proportions, and ...Jan 10, 2005 · The documented tendency for this subset appears to be due to the disposition effect. When funds experience outflows and are managed by teams of portfolio managers, they appear more susceptible to sell disproportionately more winners than losers. Disposition-driven behavior affects mutual fund investment styles, causing lower market betas and ... about auctions; Gjergji Cici, Huijing Fu, Jintana Kumeranakerd, Tim Lavelle, David Paredes, Mariya Todarova, and Andrew Y. C. Wong for research assistance; and M.J. van den Assem, Marc Goergen, Geeta Hemrajani, Richard Pettway, Jhinyoung Shin, John Wei and the many o cialsUsing 13F position valuations, we show that hedge fund advisors intentionally mismark their stock positions. We document manipulation even after eliminating issues inherent in the pricing of illiquid securities. Hedge fund advisors mark their positions up (down) following poor (good) performance of...Abstract Regulation Fair Disclosure was passed in 2000 in response to the concern that certain investors were gaining selective access to privileged firm information. In spite of the passage of this regulation, some investors continue to meet privately with executives. Using a unique set of proprietary records of all one-on-one meetings between senior management and investors for a New York ...We acknowledge the helpful comments of Anup Agrawal (the referee), Kenneth Ahern, Ferhat Akbas, Lezgin Ay, Jamie Brown, Ruiyuan Chen, Shijun Cheng, Gjergji Cici, Matthew Denes, Bob DeYoung, Truong Duong, Laura Field, Claire Yurong Hong, Tyler Jensen, Bin Ke, Hugh Kim, April Knill, Weikai Li, Marshall Xiaoyin Ma, Paul Malatesta (the editor), Felix Meschke, Rodney Ndum, Greg Niehaus, Kevin ...In accordance with Section 18 (f) of the ICA, SEC views writing of uncovered options by mutual funds as creating "leverage" and increasing the speculative nature of its shares. Mutual funds are allowed to write options, however, as long as they comply with the asset coverage requirement established by the SEC.Julien Fouquau, Philippe K. Spieser. Pages 632-643. View PDF. Article preview. Previous vol/issue. Next vol/issue. Read the latest articles of Journal of Banking & Finance at ScienceDirect.com, Elsevier's leading platform of peer-reviewed scholarly literature.The Valuation of Hedge Funds' Equity Positions. Published online by Cambridge University Press: 29 July 2016. Gjergji Cici , Alexander Kempf and. Alexander Puetz. Article. Metrics. Save PDF. Cite.Gjergji CICI, Associate Professor | Cited by 772 | of University of Kansas, Kansas (KU) | Read 36 publications | Contact Gjergji CICI.Partisan Bias in Fund Portfolios - Volume 55 Issue 5. We thank Christopher Anderson, Brad Barber, George Bittlingmayer, Travis Box, Daniel Bradley and Noah Stoffman (the referees), Gjergji Cici, Jennifer Conrad (the editor), Bob DeYoung, Suzanna Emelio, Jiekun Huang, Ted Juhl, April Knill, Paul Koch, Lei Li, Felix Meschke, Jenny Olson, Robert Stambaugh, Avanidhar Subrahmanyam, Kevin Tseng ...Many US states have a single cutoff date for school entry, meaning that some children are older than others when they begin kindergarten. We show that this variation in birth months is associated with differences in adult labor market outcomes in the mutual fund industry.Relatively older managers (i.e., those born just after the cutoff) make better stock selections, and their funds outperform ...We thank Christopher Anderson, Brad Barber, George Bittlingmayer, Travis Box, Daniel Bradley and Noah Stoffman (the referees), Gjergji Cici, Jennifer Conrad (the editor), Bob DeYoung, Suzanna Emelio, Jiekun Huang, Ted Juhl, April Knill, Paul Koch, Lei Li, Felix Meschke, Jenny Olson, Robert Stambaugh, Avanidhar Subrahmanyam, Kevin Tseng, …Gordon J. Alexander & Gjergji Cici & Scott Gibson, 2007. "Does Motivation Matter When Assessing Trade Performance?An Analysis of Mutual Funds," Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 125-150, January.; David Schumacher, 2018. "Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice," Review of Financial Studies, Society for Financial Studies ...See all articles by Gjergji Cici Gjergji Cici. University of Kansas - School of Business. Monika Gehde-Trapp. University of Mannheim - Finance Area. Marc-André Goericke. University of Cologne. Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR)FM14 Gjergji Cici - Football Manager 2014. FM Careers. Our Football Manager Careers section lets fans track and share their Football Manager Stories.We thank an anonymous referee, Audra Boone, Gjergji Cici, Arnie Cowan, Qingjie Du, Gregory Eaton, Clifton Green, Zhaozhao He, Chao Jiang, Paul Koch, Paul Malatesta (the editor), Micah Officer, Roger Stover, Julie Wu, Yaoyi Xi, and seminar participants at the 2021 Eastern Finance Association Annual Meeting, the 2021 Financial Accounting and Reporting Section (FARS) Midyear Meeting, and the Iowa ...This paper studies how labor supply affects corporate investment by exploiting an exogenous policy relaxation of urban household registration (hukou) in China.We find that following the staggered hukou policy change, low-skilled labor inflow leads to an increase in the capital expenditure of local firms, consistent with the complementarity hypothesis of low-skilled labor and physical capital.Real estate economics : journal of the American Real Estate and Urban Economics Association.. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6.How old is Gjergji Cici? Gjergji Cici is 48 years old and was born in April 1975. Where does Gjergji Cici live? Gjergji Cici has 4 addresses, the most recent one is 303 Dole Dr, Lawrence, Ks 66049-4936.Gordon J. Alexander, Gjergji Cici and Scott Gibson. University of Minnesota - Twin Cities - Carlson School of Management, University of Kansas - School of Business and College of William and Mary - Mason School of Business Downloads 1,950 (11,854) Citation 29. View PDF; Download; Abstract:Azis Gjergji (lindur më 1948, Gusmar) është një skenarist dhe shkrimtar shqiptar.Bir i një familjeje oficeri të Kufirit, edukimin parashkollor dhe fillor i mori në Shkodër, ndërsa …Calcualte Daniel, Grinblatt, Titman, and Wermers (1997) Excess Return - DGTW (1997) Return.sasGjergji Cici and Luis-Felipe Palacios University of Kansas - School of Business and University of Pennsylvania, WRDS Downloads 402 (121,007) Citation 3. View PDF; Download; Abstract: Options, mutual funds, derivatives, performance, hedging, speculation.Gjergji Cici We document that, on average, U.S. equity mutual funds prefer realizing capital losses rather than capital gains. A substantial fraction of the sample, however, exhibits the opposite tendency of realizing gains more readily than losses.See all articles by Gjergji Cici Gjergji Cici. University of Kansas - School of Business. Scott Gibson. College of William and Mary - Mason School of Business. John J. Merrick, Jr. Raymond A. Mason School of Business - William & MaryGjergji Cici, Monika Gehde-Trapp, Marc-André Göricke, and Alexander KempfJul 11, 2012 ... Cici, Gjergji, Scott Gibson, and John J. Merrick, Jr., 2011, Missing the Marks: Dispersion in. Corporate Bond Valuations Across Mutual Funds ...Labor mobility is considered to be an important source of knowledge externalities, making it difficult for firms to appropriate returns to research and development (R&D). Interfirm transfers of knowledge embodied in people should be analyzed within a human capital framework. Testing such a framework, I find that the technical staff in R&D‐intensive firms pays for the knowledge they ...Supporting over 75,000 commercial, academic, and government users at 500+ institutions in 37 countries, Wharton Research Data Services (WRDS) is the global gold standard in data management, innovative tools, analytics, and research services — all backed by the credibility and leadership of the Wharton School.Gjergji Cici. Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne. Stefan Jaspersen. Department of Finance and Centre for Financial Research (CFR), University of Cologne. Alexander Kempf.Cici, Gjergji & Gehde-Trapp, Monika & Göricke, Marc-André & Kempf, Alexander, 2014. "What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector," CFR Working Papers 14-11, University of Cologne, Centre for Financial Research (CFR).Mutual Funds in Side-by-Side Management Relationships with Hedge Funds Gjergji Cici, Scott Gibson,and Rabih Moussawi Motivation>>> Design >>> Returns >>> IPO Allocations >>> Conclusion Agency problems in delegated portfolio management • Performance transfers that benefit one group of investors at expense of another group • …Gjergji Cici; Laura K. Dahm; Alexander Kempf; This study examines how the efficiency of trading desks operated by mutual fund families affects portfolio performance and investment behavior of ...Gjergji Cici and Scott Gibson* Abstract This is the first study of corporate bond mutual fund performance that examines detailed security-level holdings and returns. The new database allows us to decompose the costs and benefits of active management. In contrast to prior research on equity funds that showsGjergji Cici. University of Kansas - School of Business ( email) Capitol Federal Hall 1654 Naismith Drive Lawrence, KS 66045 United States 785-864-3873 (Phone)Julien Fouquau, Philippe K. Spieser. Pages 632-643. View PDF. Article preview. Previous vol/issue. Next vol/issue. Read the latest articles of Journal of Banking & Finance at ScienceDirect.com, Elsevier's leading platform of peer-reviewed scholarly literature.The authors thank Cindy Alexander, Scott Bauguess, Hendrik Bessembinder, Utpal Bhattacharya, John Boschen, Gjergji Cici, Scott Gibson, John Griffin, Umit Gurun, Tobin Hanspal, Ehud Kamar, Alexander Kempf, Igor Kozhanov, Marcel Müller, Ken Njoroge, Audrey Ok, Christo Pirinsky, Elmira Shekari-Namin, Ľuboš Pástor, Martin Rohleder, Kim …This paper studies how labor supply affects corporate investment by exploiting an exogenous policy relaxation of urban household registration (hukou) in China.We find that following the staggered hukou policy change, low-skilled labor inflow leads to an increase in the capital expenditure of local firms, consistent with the complementarity hypothesis of low-skilled labor and physical capital.Abstract Regulation Fair Disclosure was passed in 2000 in response to the concern that certain investors were gaining selective access to privileged firm information. In spite of the passage of this regulation, some investors continue to meet privately with executives. Using a unique set of proprietary records of all one-on-one meetings between senior management and investors for a New York ...Gjergji Cici et al. The performance of corporate bond mutual funds: evidence based on security-level holdings. J. Quant. Anal. (2012) Martijn Cremers et al. How active is your fund manager? A new measure that predicts performance. Rev. Financ. Stud. (2009) Martijn Cremers et al.Gjergji Cici. is an associate professor and Thomas L. Owen Professor of Finance at the Mason School of Business, College of William and Mary in Williamsburg, VA, and a research fellow at the Centre for Financial Research (CFR), University of Cologne in Cologne, Germany.GJERGJI CICI Mason School of Business College of William and Mary P.O. Box 8795 Williamsburg, VA 23187-8795 Phone 757/221-1826 Fax 757/221-2937 [email protected] EDUCATION Ph.D. in Finance, Carlson School of Management, University of Minnesota, July 2004Gjergji Cici. 2012, Journal of Financial and Quantitative Analysis. See Full PDF Download PDF. See Full PDF Download PDF. Related Papers. Bond Mutual Funds vs. Bond Exchange Traded Funds: Evaluation of Risk Adjusted Performance. Administrative Sciences (ISSN 2076-3387) (ESCI & Scopus indexing)Gjergji Cici. is an associate professor and Thomas L. Owen Professor of Finance at the Mason School of Business, College of William and Mary in Williamsburg, VA, and a research fellow at the Centre for Financial Research (CFR), University of Cologne in Cologne, Germany.navigate the ISSM data, while Gjergji Cici helped us navigate the TAQ data. Do Noise Traders Move Markets? Abstract We study the trading behavior of individual investors using the Trade and Quotes (TAQ) and Institute for the Study of Security Markets (ISSM) transaction data over the periodGjergji Cici, Alexander Kempf, and Alexander Puetz* First Draft: August 2010 This Draft: December 2011 AFA 2012 Chicago Meetings Paper CFR Working Paper No. 10-15 ABSTRACT We provide evidence on the valuation of equity positions by hedge fund advisors. Reported valuations deviate from standard valuations based on closing prices fromSee all articles by Gjergji Cici Gjergji Cici. University of Kansas - School of Business. Mario Hendriock. University of Cologne - Department of Finance; University of Cologne - Centre for Financial Research (CFR) Stefan Jaspersen. University of Cologne - Centre for Financial Research (CFR); University of Cologne - Department of Finance ...Email: [email protected] . Tel: 757-221-1826 . Scott Gibson . Mason School of Business . The College of William & Mary . ... ∗ Cici is also a research fellow at of the Centre for Financial Research (CFR), Cologne. 1 Explaining and Benchmarking Corporate Bond Returns: Gjergji Cici; Scott Gibson; We relate the perGjergji Cici. University of Kansas - Schoo An Analysis of Mutual Funds," Gordon J. Alexander, Gjergji Cici, and Scott Gibson, Review of Financial Studies (January 2007). Journal Articles "The Effect of Price Tests on Trader Behavior and Market Quality: An Analysis of Reg SHO," Gordon J. Alexander and Mark A. Peterson, Journal of Financial Markets (February 2008).Texas A&M International University. We are grateful to Leonce Bergeron, John Chalmers, Gjergji Cici, Thomas Dudley, Joe Farizo, Allaudeen Hameed, Kristine Hankins, Michael Hertzel, Pat Hud dleston, Zsuzsa Huszar, Russell Jame, Bill Johnson, Simi Kedia, Jussi Keppo, Ross Levine, Adair [email protected]: Contact Information E-mail addresses: [email protected] (G. Cici), [email protected]. edu (L.-F. Palacios). 1 See U.S. Securities and Exchange Commission (2011, p. 18). The review is intended to understand the current derivative practices of mutual funds and assess whether those practices are consistent with current regulations on leverage,We are grateful to Leonce Bergeron, John Chalmers, Gjergji Cici, Thomas Dudley, Joe Farizo, Allaudeen Hameed, Kristine Hankins, Michael Hertzel, Pat Huddleston, Zsuzsa Huszár, Russell Jame, Bill Johnson, Simi Kedia, Jussi Keppo, Ross Levine, Adair Morse, Andy Puckett, Wenlan Qian, David Reeb, Tyler Shumway, Kenneth Singleton (the Editor ... Gjergji Cici et al. Trading efficiency of fund fami...

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Cici, Gjergji and Shane, Philip B. and Yang, Yanhua Sunny, Do Buy-Side Analysts Inform Sell-Side Analyst Research? (September 10, 2...

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