NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Marcin Kacperczyk

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

June 2014Investor Sophistication and Capital Income Inequality
with Jaromir B. Nosal, Luminita Stevens: w20246
November 2011Time-Varying Fund Manager Skill
with Stijn Van Nieuwerburgh, Laura Veldkamp: w17615

Time-Varying Fund Manager Skill, (with Stijn van Nieuwerburgh and Laura Veldkamp), 2014, Journal of Finance 69, forthcoming.

August 2011Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
with Philipp Schnabl: w17321
November 2009When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009
with Philipp Schnabl: w15538

Published: Marcin Kacperczyk & Philipp Schnabl, 2010. "When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 29-50, Winter. citation courtesy of

October 2009Rational Attention Allocation Over the Business Cycle
with Stijn Van Nieuwerburgh, Laura Veldkamp: w15450
June 2009Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry
with Vincent Glode, Burton Hollifield, Shimon Kogan: w15038
November 2005Unobserved Actions of Mutual Funds
with Clemens Sialm, Lu Zheng: w11766

Published: Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2379-2416, November. citation courtesy of

September 2004On the Industry Concentration of Actively Managed Equity Mutual Funds
with Clemens Sialm, Lu Zheng: w10770

Published: Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, 08. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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