Gjergji cici

We thank Alexandre Baptista, Marco Cagetti, Graham Candler, Gjergji Cici, João Cocco, Bernard Dumas, Murray Frank, Lorenzo Garlappi, Francisco Gomes, Luigi Guiso, John Heaton, Ravi Jagannathan, Ross Levine, Hong Liu, Debbie Lucas, James MacKinnon, Valery Polkovnichenko, Rob Stambaugh (the Editor), Chris Telmer, Stijn Van Nieuwerburgh, Luis ...

Gjergji Cici, Gjergji Cici 1 William & Mary and Fellow at Centre for Financial Research Cologne (CFR) and. 2 University of Cologne and Centre for Financial Research Cologne (CFR) Search for other works by this author on: Oxford Academic. Google Scholar. Alexander Kempf,N1 - Funding Information: The authors thank Vikas Agarwal, George Aragon, Phelim Boyle, Nicole Boyson, Gjergji Cici, Darrell Duffie, John Griffin, Wei Jiang (the department editor), Andrew Karolyi, Eric Kelley, Alexander Kurov, Mathias Kruttli, Jeff Nickel, Blake Phillips, Clemens Sialm (the associate editor), Laura Starks, and Sterling Yan, as ...ABSTRACT We study the conflict of interest that arises when a universal bank conducts proprietary trading alongside its retail banking services. Our data set contains the stock holdings of every Ge...Apr 23, 2023 ... E-mail: [email protected]. © The Author(s) 2018. Published by Oxford University Press on behalf of The Society for Financial Studies. All ...We investigate whether trades made by chief financial officers (CFOs) reveal more information about future stock returns than those by chief executive officers (CEOs). We find that CFOs earn statistically and economically higher abnormal returns following their purchases of company shares than CEOs. During 1992-2002, CFOs earned an average 12 ...* Cici, [email protected], Mason School of Business, College of William & Mary Williamsburg, VA 23187, USA. Cici is also a Research Fellow at the Centre for Financial Research (CFR), University of Cologne. Palacios, WRDS, University of Pennsylvania, Philadelphia, PA 19104, USA. We thank Gordon Alexander, Don Chance, Paul …Cici, Gjergji and Gibson, George Scott and Rosenfeld, Claire M., Cross-Company Effects of Common Ownership: Dealings between Borrowers and Lenders with a Common ...

gjergji cici - Mason School of Business - College of William and Mary EN English Deutsch Français Español Português Italiano Român Nederlands Latina Dansk Svenska Norsk Magyar Bahasa Indonesia Türkçe Suomi Latvian Lithuanian český русский български العربية UnknownDo financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. Gjergji Cici, Alexander Kempf and Christoph Sorhage. CFR Working Papers from University of Cologne, Centre for Financial Research (CFR). Date: 2014 New Economics Papers: this item is included in nep-acc and nep-pbe References: View …See all articles by Gjergji Cici Gjergji Cici. University of Kansas - School of Business. Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR) Christoph Sorhage.Gjergji Cici, Monika Gehde-Trapp, Marc-André Göricke, Alexander KempfG Cici. Journal of Financial and Quantitative Analysis 47 (04), 795-820. , 2012. 237 *. 2012. Mutual fund performance when parent firms simultaneously manage hedge funds. G Cici, S Gibson, R Moussawi. ABSTRACT. Using a novel data set of U.S. financial advisors that includes individuals' employment histories and misconduct records, we show that coworkers influence an individual's propensity to commit financial misconduct. We identify coworkers' effect on misconduct using changes in coworkers caused by mergers of financial advisory firms.Thu, 05/28/2020. LAWRENCE — Chancellor Douglas A. Girod has approved promotion and the award of tenure where indicated to 97 individuals on the University of Kansas Medical Center and 62 individuals on the Lawrence and Edwards campuses. Girod and Barbara Bichelmeyer, the provost and executive vice chancellor, who chairs the University ...

Gjergji Cici, Alexander Kempf and. Alexander Puetz. Show author details Gjergji Cici Affiliation: [email protected], College of William and Mary, Mason School ... 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 Smith, Charles Trzcinka, Marliese Uhrig-Homburg, Wei Zhang ...Jan 21, 2021 · See 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) Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR) May 10, 2021 · More information: Gjergji Cici et al. #MeToo meets the mutual fund industry: productivity effects of sexual harassment, Finance Research Letters (2020). DOI: 10.1016/j.frl.2020.101687. The authors appreciate comments from two anonymous reviewers and the associate editor, Brian Bushee (editor), Gjergji Cici, Tami Dinh (discussant), Richard Frankel, Rucsandra Moldovan, Peter Wysocki, Aaron Yoon (discussant), seminar participants at Concordia University, the Centre for Financial Research in Cologne, and …

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Gjergji Cici. Gjergji Cici, associate professor of finance and Dean’s Fellow, joins the school’s Finance academic area.He also is a research fellow at the Centre for Financial Research at the ...Cici, Gjergji; Gibson, Scott; Registered: 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 shows evidence of stock ...Gjergji Cici of the KU School of Business co-authored a study that is among the first to see how noncompete clauses influence those work under them, instead of the debate about their role in ...This paper explores the economics of diversity-enhancing policies. A model is proposed in which heterogeneous agents, distinguished by skill level and social identity, purchase productive opportunities in a competitive market. We analyze policies designed to raise the status of a disadvantaged identity group. When agent identity is contractible, efficient policy grants preferred access to ...Debabrata "Deb" Dey. Davis Area Director, Analytics, Information and Operations Management. Ronald G. Harper Professor of Artificial Intelligence and Information Systems. Analytics, Information and Operations Management academic area. View full profile.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 2004

Cici, Gjergji and Shane, Philip B. and Yang, Yanhua Sunny, Do Buy-Side Analysts Inform Sell-Side Analyst Research? (September 10, 2022). University of Connecticut ...Gjergji Cici is an Associate Professor at the Mason School of Business, College of William and Mary, P.O. Box 8795, Williamsburg, VA 23187 and Research Fellow at the Centre for Financial Research (CFR), University of Cologne, [email protected], 757-221-1826 Scott Gibson is a Professor of Finance and J.E. Zollinger Term Professor atJun 22, 2006 · Gjergji Cici, Gjergji Cici College of William & Mary. Search for other works by this author on: Oxford Academic. Google Scholar. Scott Gibson. Scott Gibson Cici is from Mason School of Business, The College of William & Mary. Email: [email protected]. Cici is also a Research Fellow at the Centre for Financial Research (CFR), University of Cologne. Jaspersen is from Department of Finance and Centre for Financial Research (CFR), University of Cologne. Email:A long-run equilibrium theory of turnover is presented and is shown to explain the important regularities that have been observed by empirical investigators. A worker's productivity in a particular job is not known ex ante and becomes known more precisely as the worker's job tenure increases. Turnover is generated by the existence of a nondegenerate distribution of the worker's productivity ...See 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 ...Alexander, Gordon J. and Cici, Gjergji and Gibson, Scott, Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds (January 2007). The Review of Financial Studies, Vol. 20, Issue 1, pp. 125-150, 2007, Available at SSRN: https://ssrn.com/abstract=1093507 or http://dx.doi.org/10.1093/rfs/hhl008We thank Gjergji Cici, Matthew Gustafson, Emily Kim, and Felix Meschke, and seminar participants at 2022 CMU-PITT-PSU conference for helpful comments and ...We thank an anonymous referee, Audra Boone, Gjergji Cici, Arnie Cowan, Qingjie Du, Gregory Eaton,CliftonGreen,ZhaozhaoHe,ChaoJiang,PaulKoch,PaulMalatesta(theeditor),MicahOfficer, Roger Stover, Julie Wu, Yaoyi Xi, and seminar participants at the 2021 Eastern Finance Association

This research has benefited from the comments of Jonathan Berk, Sudheer Chava, Gjergji Cici, Chris Clifford, Naveen Daniel, Nishant Dass, Gerald Gay, Simon ...

Gjergji Cici University of Kansas - School of Business Scott Gibson College of William and Mary - Mason School of Business Rabih Moussawi Villanova University - Department of Finance; University of Pennsylvania Date Written: June 30, 2017 AbstractView Gjergji Cici’s profile on LinkedIn, the world’s largest professional community. Gjergji has 1 job listed on their profile. See the complete profile on LinkedIn and discover Gjergji’s ...1 We also conducted these tests at the manager level with the inclusion of manager fixed effects and continue to find consistent, robust results that multitasking deteriorates performance. 2 In our sample, the percentage of team-managed cases is approximately 65%. The percentage of team-managed funds increased from 24% at the beginning of our ...Cici Erinda, Erinda S Marga, Erinda Marga. 103 Visits. Photos. LOW HIGH. 0 Add Rating Anonymously. 0 Reputation Score Range . 2.68 4.05 /5. View Actual Score Check ...View Gjergji Cici's business profile as Capitol Federal Endowed Professor of Finance at The University of Kansas School of Business. Find Gjergji's email address, mobile number, work history, and more.Cici, Gjergji and Gibson, George Scott and Qin, Nan and Zhang, Pei, The Performance of Corporate Bond Mutual Funds and the Allocation of Underpriced New Issues (October 1, 2022). Available at SSRN: https://ssrn.com/abstract=4259433 or http://dx.doi.org/10.2139/ssrn.4259433. Download This Paper. Open PDF in Browser.Balthrop, Justin and Cici, Gjergji, Conflicting Incentives in the Management of 529 Plans (September 17, 2022). Available at SSRN: …

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Journal of banking & finance.. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 88.2018, p. 1-14Christopher W. Anderson. Associate Dean, Undergraduate Programs. Anderson Chandler Professor. School of Business Administration. Dean's Office. Finance Academic Area. View full profile.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) There are 2 versions of this paperGjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick Jr. University of Kansas - School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and Raymond A. Mason School of Business - William & [email protected], College of William and Mary, Mason School of Business, Williamsburg, VA23187Gordon 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 ...Gjergji Cici, Monika Gehde-Trapp, Marc-André Göricke, and Alexander Kempf Abstract Human capital acquired while working in other industries before joining fund management provides fund managers with an information advantage. Fund managers exploit this advantageGjergji Cici. University of Kansas - School of Business. Laura Dahm. University of Cologne - Department of Finance & Centre for Financial Research (CFR) Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR) Date Written: December 22, 2015.Gjergji Cici and Pei (Alex) Zhang * April 15, 2022. Abstract . We introduce a novel measure, valuation accuracy score (VAS), to assess the valuation skills of investment-grade corporate bond mutual funds. VAS recognizes funds holding a higher (lower) fraction of underpriced (overpriced) corporate bonds as ex-ante having better valuation skills.Rationality suggests that advice-seeking investors receive benefits from financial advice that are comparable in value to the fees paid for such advice. However, empirical evidence documenting these benefits for U.S. investors has so far been lacking. We document that U.S. mutual fund investors inde... ….

We analyze the dispersion of month-end price marks simultaneously placed on identical corporate bonds by different US mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database. Disseminated bonds show large and statistically significant decrea...We thank Jonathan Brogaard, Ryan Riordan, Gjergji Cici, and Lei Zhou for comments and suggestions, as well as conference and seminar participants at the 2016 FMA annual meetings, 2019 SFA annual meetings, Carleton University, McMaster University, University of Windsor, and Northern Illinois University. All errors are our own.Gjergji 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 …Gjergji Cici, Scott Gibson and Claire Rosenfeld. No 16-01, CFR Working Papers from University of Cologne, Centre for Financial Research (CFR) Abstract: This paper investigates investment strategies that exploit the low-beta anomaly. Although the notion of buying low-beta stocks and selling high-beta stocks is natural, a choice is necessary with ...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 showsWe would like to thank the journal's editor, Kewei Hou, an anonymous referee, Sara Shirley, Frederick Bereskin, William Bazley, Gjergji Cici, and Nathan Dong (discussant), and seminar participants at the 2019 Financial Management Association Annual Meeting, the University of Missouri, and the University of Oregon for helpful comments and suggestions.Speed of information diffusion within fund families. Gjergji Cici, Stefan Jaspersen and Alexander Kempf. No 15-02 [rev.], CFR Working Papers from University of Cologne, Centre for Financial Research (CFR) Abstract: We document that the speed of information dissemination within mutual fund families positively affects the performance of member …Abstract. The impact of fees on mutual fund performance has received little research attention as is also the cases of performance differences of two classes of funds, one the common mutual funds and the other mutual funds with strict compliance with filters based on a number of binding restrictions as in Islamic mutual funds.View Gjergji Cici’s profile on LinkedIn, the world’s largest professional community. Gjergji has 1 job listed on their profile. See the complete profile on LinkedIn and discover Gjergji’s ... Gjergji cici, 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 ..., Cici, Gjergji and Jaspersen, Stefan and Kempf, Alexander, Speed of Information Diffusion within Fund Families (August 1, 2016). Review of Asset Pricing Studies, ..., Gjergji Cici is an Assistant Professor of Economics and Finance at William & Marys Mason School of Business, Gjergji Cici. University of Kansas - School of Business. Luis-Felipe Palacios. University of Pennsylvania, WRDS . There are 2 versions of this paper, Gjergji Cici and Pei 1(Alex) Zhang* March 13, 2021 Abstract We introduce a new measure to assess the valuation skills of investment-grade corporate bond funds. Our measure recognizes funds that ex-ante hold a higher fraction of undervalued bonds as having better valuation skills. The measure predicts future fund, We know that Erinda Cici, Vangjel Cici, and three other persons also lived at this address, perhaps within a different time frame. (612) 729-9441 is the phone number for Gjergji. Public records show that the phone number (612) 729-9441 is linked to Vangjel Cici, Erinda Cici. The price to rent a two bedroom unit in the zip code 55417 is around ..., [email protected], College of William and Mary, Mason School of Business, Williamsburg, VA23187, Gjergji Cici is the Capitol Federal Professor of Finance at the University of Kansas School of Business. Prior to this position, he was Associate Professor of Finance at the Mason School of Business of the College of William and Mary. He received his Ph.D. in Finance from the University of Minnesota's Carlson School of Management., 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., Calcualte Daniel, Grinblatt, Titman, and Wermers (1997) Excess Return - DGTW (1997) Return.sas, Gjergji Cici, Gjergji Cici. Mason School of Business, College of William and Mary, Williamsburg, VA 23185 or [email protected] Search for more papers by this author. Jack Corgel, Jack Corgel. School of Hotel Administration, Cornell University, Ithaca, NY 14853 or [email protected], The authors appreciate comments from two anonymous reviewers and the associate editor, Brian Bushee (editor), Gjergji Cici, Tami Dinh (discussant), Richard Frankel, Rucsandra Moldovan, Peter Wysocki, Aaron Yoon (discussant), seminar participants at Concordia University, the Centre for Financial Research in Cologne, and Washington University in Saint Louis, and conference participants at the ..., 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* Abstract U.S. equity mutual funds, on average, prefer realization of capital losses to capital gains. Nevertheless, a substantial fraction exhibits the disposition effect of realizing gains more readily than losses. My analysis suggests that learning effects have reduced the manifes- , 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 ..., Shën Gjergj Athoniti (27 qershor) Gjergji lindi në vitin 1009 në Trialeti të Gjeorgjisë, kur ky vend ishte nën sundimin bizantin. Kur Princi Peris... Foti Cici · June 26, 2020 · ..., ABSTRACT. Using a novel data set of U.S. financial advisors that includes individuals' employment histories and misconduct records, we show that coworkers influence an individual's propensity to commit financial misconduct. We identify coworkers' effect on misconduct using changes in coworkers caused by mergers of financial advisory firms., Gjergji Cici; Alexander Kempf; Christoph Sorhage; This study is the first to show that financial advisors generate tangible benefits for their U.S. clients by documenting that financial advisors ..., Journal of banking & finance.. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 88.2018, p. 1-14, Gjergji Cici. University of Kansas - School of Business. Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR) Christoph Sorhage. University of Cologne - Department of Finance & Centre for Financial Research (CFR) There are 2 versions of this paper, 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 Smith, Charles Trzcinka, Marliese Uhrig-Homburg, Wei Zhang ..., Questions about this position can be addressed to Gjergji Cici at [email protected]. University of Kansas is an EO/AA Employer. All qualified applicants will receive consideration for employment without regard to race, color, ethnicity, religion, sex (including pregnancy), national origin, age, ancestry, disability, status as a veteran ..., after 2 years, the hedge portfolio of large purchases and sales in nonfamily trusts earns even more, at 10.48%, whereas analogous trades made in nonfamily retire-, Gjergji Cici. University of Kansas - School of Business. Alexander Kempf. University of Cologne - Department of Finance & Centre for Financial Research (CFR) Claudia Peitzmeier. University of Cologne - Centre for Financial Research (CFR) Date Written: February 27, 2019. Abstract., Abstract We provide evidence on the valuation of equity positions by hedge funds. Reported valuations deviate from standard valuations based on closing prices from the Center for Research in Security Prices for roughly 7% of the positions. These equity valuation deviations are positively related to illiquidity and price volatility of the underlying stocks. They respond to past performance and ..., Sep 21, 2014 · 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) , Gjergji Cici U.S. equity mutual funds, on average, prefer realization of capital losses to capital gains. Nevertheless, a substantial fraction exhibits the disposition effect of realizing gains ..., Gjergji 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:, Gjergji Cici; Monika Gehde-Trapp; Marc-André Göricke; Alexander Kempf; Human capital acquired while working in other industries before joining fund management provides fund managers with an ..., Gjergji Cici, Alexander Kempf,and Christoph Sorhage July 2015 ABSTRACT Rationality would suggest that advice-seeking investors receive benefits from costly financial advice. However, evidence documenting these benefits for U.S. investors has so far been lacking. This paper is the first to document that U.S. mutual fund investors indeed receive one, Request PDF | On Jan 1, 2020, Gjergji Cici and others published Finding Your Calling: Matching Skills With Jobs in the Mutual Fund Industry | Find, read and cite all the research you need on ..., Cici, Gjergji and Shane, Philip B. and Yang, Yanhua Sunny, Do Buy-Side Analysts Inform Sell-Side Analyst Research? (September 10, 2022). University of Connecticut ..., Abstract. We document that speed of information dissemination within mutual fund families positively affects fund performance. This suggests that the resultant benefits of higher information precision far outweigh free-riding …