Clemens Sialm

University of Texas at Austin - McCombs School of Business

Professor of Finance

Austin, TX 78712

United States

http://faculty.mccombs.utexas.edu/Clemens.Sialm/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 1,275

SSRN RANKINGS

Top 1,275

in Total Papers Downloads

28,360

SSRN CITATIONS
Rank 670

SSRN RANKINGS

Top 670

in Total Papers Citations

598

CROSSREF CITATIONS

982

Scholarly Papers (36)

The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings

Number of pages: 43 Posted: 18 Mar 2006
Jennifer C. Huang, Gene Amromin and Clemens Sialm
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago and University of Texas at Austin - McCombs School of Business
Downloads 4,783 (2,307)

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Retirement Savings, Mortgage Financing, Tax Arbitrage, Savings Decisions

The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings

Number of pages: 52 Posted: 14 Sep 2006 Last Revised: 30 Aug 2021
Jennifer C. Huang, Gene Amromin and Clemens Sialm
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago and University of Texas at Austin - McCombs School of Business
Downloads 75 (402,582)
Citation 8

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2.
Downloads 4,073 ( 3,088)
Citation 173

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 3,992 (3,148)
Citation 6

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Mutual Funds, Performance Evaluation, Trading Strategies

Unobserved Actions of Mutual Funds

Number of pages: 49 Posted: 08 Feb 2006 Last Revised: 27 Aug 2021
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 81 (384,879)
Citation 48

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Unobserved Actions of Mutual Funds

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2379-2416, 2008
Posted: 15 Dec 2008
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

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G11, G23

On the Industry Concentration of Actively Managed Equity Mutual Funds

AFA 2005 Philadelphia Meetings, Journal of Finance, Forthcoming, Sauder School of Business Working Paper
Number of pages: 50 Posted: 10 Feb 2003
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 2,680 (6,149)
Citation 2

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On the Industry Concentration of Actively Managed Equity Mutual Funds

Number of pages: 49 Posted: 30 Sep 2004 Last Revised: 06 Dec 2021
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 61 (450,258)
Citation 48

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It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 19 Jul 2012 Last Revised: 15 Aug 2015
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 1,953 (10,247)
Citation 3

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401(k), pension plans, trustee, favoritism, mutual funds

It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans

Netspar Discussion Paper No. 01/2013-002 - revised version August 2015
Number of pages: 80 Posted: 31 Jan 2013 Last Revised: 24 Dec 2015
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 63 (442,951)

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401(k), pension plans, trustee, favoritism, mutual funds

It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans

Number of pages: 79 Posted: 09 Dec 2014 Last Revised: 15 Aug 2015
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 39 (547,644)
Citation 1

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401(k) pension plans, mutual funds, favoritism

It Pays to Set the Menu: Mutual Fund Investment Options in 401(K) Plans

Number of pages: 53 Posted: 02 Feb 2013 Last Revised: 10 Oct 2021
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 25 (634,127)
Citation 14

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5.
Downloads 2,007 ( 9,998)
Citation 49

Risk Shifting and Mutual Fund Performance

McCombs Research Paper Series No. FIN-04-08
Number of pages: 56 Posted: 20 Mar 2008 Last Revised: 26 Nov 2010
Jennifer C. Huang, Clemens Sialm and Hanjiang Zhang
University of Texas at Austin - Department of Finance, University of Texas at Austin - McCombs School of Business and Washington State University - Carson College of Business
Downloads 1,920 (10,520)
Citation 48

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Risk Shifting, Mutual Fund Performance, Agency Issues, Style Drift

Risk Shifting and Mutual Fund Performance

Number of pages: 49 Posted: 20 Apr 2009 Last Revised: 22 Sep 2021
Jennifer C. Huang, Clemens Sialm and Hanjiang Zhang
University of Texas at Austin - Department of Finance, University of Texas at Austin - McCombs School of Business and Washington State University - Carson College of Business
Downloads 87 (368,273)
Citation 3

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Portfolio Concentration and the Performance of Individual Investors

AFA 2006 Boston Meetings, Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 60 Posted: 07 Mar 2005
Zoran Ivkovich, Clemens Sialm and Scott J. Weisbenner
Michigan State University, Department of Finance, University of Texas at Austin - McCombs School of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,739 (12,386)
Citation 4

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Portfolio choice, concentration, diversification

Portfolio Concentration and the Performance of Individual Investors

Number of pages: 52 Posted: 02 Sep 2004 Last Revised: 03 Sep 2021
Zoran Ivkovich, Clemens Sialm and Scott J. Weisbenner
Michigan State University, Department of Finance, University of Texas at Austin - McCombs School of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 64 (439,323)
Citation 1

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7.
Downloads 1,278 ( 20,259)
Citation 9

Hedge Funds as Investors of Last Resort?

Review of Financial Studies, Forthcoming, EFA 2005 Moscow Meetings
Number of pages: 55 Posted: 07 Aug 2005
David J. Brophy, Paige Ouimet and Clemens Sialm
University of Michigan, Stephen M. Ross School of Business, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Texas at Austin - McCombs School of Business
Downloads 1,278 (19,915)
Citation 9

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Private Placements, Security Design, PIPE Securities, Hedge Funds

Hedge Funds as Investors of Last Resort?

The Review of Financial Studies, Vol. 22, No. 2, pp. 541-574, 2009
Posted: 25 Jan 2009
David J. Brophy, Paige Ouimet and Clemens Sialm
University of Michigan, Stephen M. Ross School of Business, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Texas at Austin - McCombs School of Business

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G14, G23, G32

Tax-Efficient Asset Management: Evidence from Equity Mutual Funds

Journal of Finance, Forthcoming
Number of pages: 91 Posted: 18 Dec 2013 Last Revised: 03 Sep 2019
Clemens Sialm and Hanjiang Zhang
University of Texas at Austin - McCombs School of Business and Washington State University - Carson College of Business
Downloads 820 (37,722)
Citation 2

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Dividend and Capital Gains Taxes, Mutual Fund Performance

Tax-Efficient Asset Management: Evidence from Equity Mutual Funds

Number of pages: 51 Posted: 06 Apr 2015
Clemens Sialm and Hanjiang Zhang
University of Texas at Austin - McCombs School of Business and Washington State University - Carson College of Business
Downloads 27 (619,704)
Citation 1

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9.

Mutual Fund Revenue Sharing in 401(k) Plans

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 59 Posted: 31 Dec 2020 Last Revised: 11 Aug 2021
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 777 (41,280)

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401(k) plans, retirement, providers, revenue sharing, mutual funds

10.
Downloads 757 ( 42,664)
Citation 19

Complex Mortgages

Posted: 15 Jul 2021
Federal Reserve Bank of Chicago, affiliation not provided to SSRN, University of Texas at Austin - McCombs School of Business and affiliation not provided to SSRN

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Complex Mortgages

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 25 Nov 2010 Last Revised: 16 Feb 2018
Federal Reserve Bank of Chicago, University of Texas at Austin - Department of Finance, University of Texas at Austin - McCombs School of Business and University of Wisconsin-Madison
Downloads 614 (55,582)
Citation 14

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Mortgage Contract Choice, Mortgage Default, Financial Crisis

Complex Mortgages

Number of pages: 47 Posted: 03 Dec 2010 Last Revised: 20 Dec 2013
Federal Reserve Bank of Chicago, University of Texas at Austin - Department of Finance, University of Texas at Austin - McCombs School of Business and University of Wisconsin-Madison
Downloads 123 (291,000)
Citation 3

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Mortgage Choice, Housing Crisis, Financial Innovation

Complex Mortgages

Number of pages: 54 Posted: 29 Aug 2011 Last Revised: 25 Apr 2021
Federal Reserve Bank of Chicago, University of Texas at Austin - Department of Finance, University of Texas at Austin - McCombs School of Business and University of Wisconsin-Madison
Downloads 20 (672,181)

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11.
Downloads 753 ( 42,963)
Citation 45

Tax Changes and Asset Pricing

AFA 2004 San Diego Meetings
Number of pages: 55 Posted: 29 Nov 2003 Last Revised: 07 Jul 2008
Clemens Sialm
University of Texas at Austin - McCombs School of Business
Downloads 696 (47,123)

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Tax Capitalization, Stock Returns, Stock Valuations

Tax Changes and Asset Pricing: Time-Series Evidence

Number of pages: 55 Posted: 22 Jan 2006 Last Revised: 16 Aug 2021
Clemens Sialm
University of Texas at Austin - McCombs School of Business
Downloads 57 (465,809)
Citation 8

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12.
Downloads 598 ( 58,123)
Citation 17

Mutual Fund Tax Clienteles

The Journal of Finance, Forthcoming
Number of pages: 45 Posted: 18 Mar 2009 Last Revised: 07 Dec 2011
Clemens Sialm and Laura T. Starks
University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Department of Finance
Downloads 389 (96,988)

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mutual fund, taxes, retirement

Mutual Fund Tax Clienteles

The Journal of Finance, Forthcoming, McCombs Research Paper Series No. FIN-01-10, AFA 2011 Denver Meetings Paper
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 10 Jan 2012
Clemens Sialm and Laura T. Starks
University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Department of Finance
Downloads 182 (211,075)
Citation 13

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Mutual Funds, Tax Management, Retirement Accounts

Mutual Fund Tax Clienteles

Number of pages: 54 Posted: 08 Sep 2009 Last Revised: 19 Nov 2021
Clemens Sialm and Laura T. Starks
University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Department of Finance
Downloads 27 (619,704)

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The Tax Benefits of Separating Alpha from Beta

Financial Analysts Journal, 2020, 76 (1) 38-61; DOI: doi.org/10.1080/0015198X.2019.1675421
Number of pages: 55 Posted: 25 May 2018 Last Revised: 31 Jan 2020
AQR Capital Management, LLC, University of Texas at Austin - McCombs School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 540 (66,073)
Citation 1

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Alpha-Beta Separation, Portable Alpha, Active Management, Long-Short, Long-Only, Tax Efficiency, After-Tax Performance

14.

Taxes, Shorting, and Active Management

Financial Analysts Journal, Vol. 74, No. 1, 2018
Number of pages: 35 Posted: 28 Jan 2017 Last Revised: 12 Dec 2017
Clemens Sialm and Nathan Sosner
University of Texas at Austin - McCombs School of Business and AQR Capital Management, LLC
Downloads 527 (68,180)
Citation 2

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Tax-Efficient Asset Management, Short-Selling, Quantitative Strategies

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 17 Mar 2012 Last Revised: 12 Aug 2019
Clemens Sialm, Zheng Sun and Lu Zheng
University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 494 (73,079)
Citation 10

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Hedge Funds, Funds of Funds, Home Bias, Informational Advantage, Contagion, Comovement

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

Number of pages: 60 Posted: 25 Oct 2013 Last Revised: 06 Aug 2021
Clemens Sialm, Zheng Sun and Lu Zheng
University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 19 (680,184)
Citation 1

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Defined Contribution Pension Plans: Sticky or Discerning Money?

Journal of Finance, Forthcoming
Number of pages: 55 Posted: 24 Jun 2012 Last Revised: 02 Feb 2015
Clemens Sialm, Laura T. Starks and Hanjiang Zhang
University of Texas at Austin - McCombs School of Business, University of Texas at Austin - Department of Finance and Washington State University - Carson College of Business
Downloads 475 (76,688)
Citation 1

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Flow-Performance Sensititivity, Defined Contribution Pension Plans, Retirement Savings

Defined Contribution Pension Plans: Sticky or Discerning Money?

Number of pages: 55 Posted: 25 Oct 2013 Last Revised: 21 Jun 2021
Clemens Sialm, Laura T. Starks and Hanjiang Zhang
University of Texas at Austin - McCombs School of Business, University of Texas at Austin - Department of Finance and Washington State University - Carson College of Business
Downloads 9 (763,613)
Citation 8

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17.
Downloads 426 ( 88,091)
Citation 5

Spillover Effects in Mutual Fund Companies

McCombs Research Paper Series No. FIN-03-11
Number of pages: 35 Posted: 18 Jan 2011 Last Revised: 27 Feb 2015
Clemens Sialm, T. Mandy Tham and T. Mandy Tham
University of Texas at Austin - McCombs School of Business and Nanyang Technological University (NTU)Singapore Management University - Lee Kong Chian School of Business
Downloads 404 (92,883)
Citation 2

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Mutual Fund Flows, Financial Conglomerates, Umbrella Branding, Performance Predictability

Spillover Effects in Mutual Fund Companies

Number of pages: 49 Posted: 12 Aug 2011 Last Revised: 07 Oct 2021
Clemens Sialm, T. Mandy Tham and T. Mandy Tham
University of Texas at Austin - McCombs School of Business and Nanyang Technological University (NTU)Singapore Management University - Lee Kong Chian School of Business
Downloads 22 (656,739)
Citation 5

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Government Debt and Corporate Leverage: International Evidence

Number of pages: 69 Posted: 21 Nov 2016 Last Revised: 10 Sep 2018
Irem Demirci, Jennifer Huang and Clemens Sialm
Nova School of Business and Economics, Cheung Kong Graduate School of Business and University of Texas at Austin - McCombs School of Business
Downloads 329 (117,738)
Citation 3

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Government Debt, Capital Structure, Crowding Out

Government Debt and Corporate Leverage: International Evidence

Number of pages: 55 Posted: 10 Apr 2017 Last Revised: 11 Sep 2021
Irem Demirci, Jennifer Huang and Clemens Sialm
Nova School of Business and Economics, Cheung Kong Graduate School of Business and University of Texas at Austin - McCombs School of Business
Downloads 20 (672,181)
Citation 1

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Destabilizing Financial Advice: Evidence from Pension Fund Reallocations

Forthcoming: Review of Financial Studies
Number of pages: 52 Posted: 02 Feb 2015 Last Revised: 10 Jan 2018
Zhi Da, Borja Larrain, Clemens Sialm and José Tessada
University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile, University of Texas at Austin - McCombs School of Business and Business School, Pontificia Universidad Católica
Downloads 323 (119,652)
Citation 6

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Coordinated Noise Trading, Pension Funds, Price Pressure, Financial Advisors, Social Media

Coordinated Noise Trading: Evidence from Pension Fund Reallocations

Number of pages: 50 Posted: 11 Apr 2016 Last Revised: 22 Jul 2021
Zhi Da, Borja Larrain, Clemens Sialm and José Tessada
University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile, University of Texas at Austin - McCombs School of Business and Business School, Pontificia Universidad Católica
Downloads 13 (729,310)

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20.

Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes

Number of pages: 8 Posted: 02 Feb 2015
Clemens Sialm, Laura T. Starks and Hanjiang Zhang
University of Texas at Austin - McCombs School of Business, University of Texas at Austin - Department of Finance and Washington State University - Carson College of Business
Downloads 321 (121,193)
Citation 1

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Portfolio Choice, Macroeconomic Conditions, Economic Uncertainty

Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations

Journal of Financial Economics (JFE), 2021, Kelley School of Business Research Paper No. 19-6
Number of pages: 79 Posted: 26 Dec 2018 Last Revised: 15 Jul 2021
Tulane University, Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 273 (143,106)

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401(k) pension plans, Disclosure, Expense ratio, Financial regulation, Mutual funds, Pensions, Performance

Out of Sight No More? The Effect of Fee Disclosures on 401(K) Investment Allocations

Number of pages: 66 Posted: 28 Sep 2020
Tulane University, Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 29 (606,193)

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Out of Sight No More? The Effect of Fee Disclosures on 401(K) Investment Allocations

Number of pages: 65 Posted: 28 Jul 2020 Last Revised: 18 Nov 2021
Tulane University, Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System
Downloads 9 (763,613)
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How Global is Your Mutual Fund? International Diversification from Multinationals

Number of pages: 82 Posted: 19 Mar 2019 Last Revised: 25 Apr 2021
Nova School of Business and Economics, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - McCombs School of Business
Downloads 299 (130,099)
Citation 2

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Home bias, Mutual funds, Performance, International diversification, Multinationals

How Global is Your Mutual Fund? International Diversification from Multinationals

Number of pages: 73 Posted: 10 Aug 2020 Last Revised: 18 Nov 2021
Nova School of Business and Economics, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - McCombs School of Business
Downloads 7 (780,885)
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Currency Management by International Fixed Income Mutual Funds

Nanyang Business School Research Paper No. 20-29
Number of pages: 62 Posted: 25 Nov 2020 Last Revised: 20 Jul 2021
Clemens Sialm and Qifei Zhu
University of Texas at Austin - McCombs School of Business and Nanyang Business School, Nanyang Technological University
Downloads 287 (135,829)
Citation 2

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currency risk, forward contracts, mutual funds, fixed-income securities, performance

Currency Management by International Fixed Income Mutual Funds

Number of pages: 62 Posted: 26 Jul 2021 Last Revised: 18 Nov 2021
Clemens Sialm and Qifei Zhu
University of Texas at Austin - McCombs School of Business and Nanyang Business School, Nanyang Technological University
Downloads 1 (839,238)
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24.

Institutional Trading Around M&A Announcements

Number of pages: 57 Posted: 20 Dec 2018 Last Revised: 01 Jun 2020
Drexel University - Department of Finance, Saint Joseph's University and University of Texas at Austin - McCombs School of Business
Downloads 287 (136,513)

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M&A, Mutual Funds, Hedge Funds, Performance

25.

Asset Location for Retirement Savers

Number of pages: 50 Posted: 03 Nov 2000 Last Revised: 03 Nov 2021
National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Department of Economics, University of Texas at Austin - McCombs School of Business and Stanford University - Department of Economics
Downloads 262 (149,868)
Citation 1

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Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium

AFA 2003 Washington, DC Meetings, Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 48 Posted: 23 Apr 2002
Clemens Sialm
University of Texas at Austin - McCombs School of Business
Downloads 214 (181,937)

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Tax Changes, Asset Pricing, Equity Premium, Term Premium

Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium

Number of pages: 40 Posted: 07 Nov 2002 Last Revised: 02 Dec 2021
Clemens Sialm
University of Texas at Austin - McCombs School of Business
Downloads 33 (581,308)
Citation 2

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The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown

Number of pages: 59 Posted: 20 Oct 2020 Last Revised: 02 Jun 2021
Jacelly Cespedes, Carlos Parra and Clemens Sialm
University of Minnesota - Carlson School of Management, Pontifical Catholic University of Chile - School of Business and University of Texas at Austin - McCombs School of Business
Downloads 145 (256,097)
Citation 1

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Debt Relief, Principal Reduction, Debt Overhang, Foreclosures, Consumer Bankruptcy, Housing Policies

The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown

Number of pages: 60 Posted: 07 Jun 2021 Last Revised: 18 Nov 2021
Jacelly Cespedes, Carlos Parra and Clemens Sialm
University of Minnesota - Carlson School of Management, Pontifical Catholic University of Chile - School of Business and University of Texas at Austin - McCombs School of Business
Downloads 4 (806,276)
Citation 1
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28.

Pipe Dreams? The Performance of Companies Issuing Equity Privately

Number of pages: 54 Posted: 28 Dec 2004 Last Revised: 04 Aug 2021
David J. Brophy, Clemens Sialm and Paige Ouimet
University of Michigan, Stephen M. Ross School of Business, University of Texas at Austin - McCombs School of Business and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 148 (251,195)

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29.

Tax Externalities of Equity Mutual Funds

Number of pages: 47 Posted: 18 May 2000 Last Revised: 17 Jun 2021
John B. Shoven, Clemens Sialm and Joel M. Dickson
Stanford University - Department of Economics, University of Texas at Austin - McCombs School of Business and Stanford University
Downloads 88 (362,553)
Citation 1

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30.

Asset Location in Tax-Deferred and Conventional Savings Accounts

Number of pages: 34 Posted: 27 Apr 2000 Last Revised: 28 Aug 2021
John B. Shoven and Clemens Sialm
Stanford University - Department of Economics and University of Texas at Austin - McCombs School of Business
Downloads 85 (370,377)
Citation 8

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Replicating the Dow Jones Industrial Average

Number of pages: 33 Posted: 25 Feb 2021
Stanford Institute for Economic Policy Research, Cornerstone ResearchStanford University, Stanford University - Department of Economics and University of Texas at Austin - McCombs School of Business
Downloads 68 (425,356)

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Index Construction, Dividends, Stock Dividends, Splits

Replicating the Dow Jones Industrial Average

Number of pages: 34 Posted: 08 Mar 2021 Last Revised: 18 Nov 2021
Stanford Institute for Economic Policy Research, Cornerstone ResearchStanford University, Stanford University - Department of Economics and University of Texas at Austin - McCombs School of Business
Downloads 5 (797,859)
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32.
Downloads 36 (551,347)

Investment Taxes and Equity Returns

Number of pages: 54 Posted: 18 May 2006 Last Revised: 10 Sep 2021
Clemens Sialm
University of Texas at Austin - McCombs School of Business
Downloads 36 (564,018)

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Investment Taxes and Equity Returns

EFA 2006 Zurich Meetings, 8th Annual Texas Finance Festival
Posted: 16 Mar 2006 Last Revised: 13 Jul 2008
Clemens Sialm
University of Texas at Austin - McCombs School of Business

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Tax Capitalization, Limits to Arbitrage, Dividend Payments

33.

Institutional Trading Around M&A Announcements

Number of pages: 54 Posted: 07 May 2019
Drexel University - Department of Finance, Saint Joseph's University and University of Texas at Austin - McCombs School of Business
Downloads 12 (710,786)

Abstract:

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34.

The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings

Posted: 15 Jul 2021
Gene Amromin, Jennifer Huang and Clemens Sialm
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and University of Texas at Austin - McCombs School of Business

Abstract:

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35.

It Pays to Set the Menu: Mutual Fund Investment Options in 401(K) Plans

Posted: 15 Jul 2021 Last Revised: 22 Jul 2021
Vanderbilt University - Finance, University of Texas at Austin - McCombs School of Business and Board of Governors of the Federal Reserve System

Abstract:

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36.

Industry Concentration and Mutual Fund Performance

Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007
Posted: 28 Mar 2007
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

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Industry concentration, mutual fund performance, active portfolio management