NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Clemens Sialm

University of Texas at Austin
McCombs School of Business
2110 Speedway; B6600
Austin, TX 78712-1276
Tel: 512-232-6835

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP , PE
NBER Affiliation: Research Associate

NBER Working Papers and Publications

April 2017Government Debt and Corporate Leverage: International Evidence
with Irem Demirci, Jennifer Huang: w23310
April 2016Coordinated Noise Trading: Evidence from Pension Fund Reallocations
with Zhi Da, Borja Larrain, José Tessada: w22161
December 2015Menu Choices in Defined Contribution Pension Plans
NBER Reporter 2015 number 4
April 2015Tax-Efficient Asset Management: Evidence from Equity Mutual Funds
with Hanjiang Zhang: w21060
October 2013Defined Contribution Pension Plans: Sticky or Discerning Money?
with Laura Starks, Hanjiang Zhang: w19569

Published: Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015. "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, vol. 70(2), pages 805-838, 04. citation courtesy of

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
with Zheng Sun, Lu Zheng: w19570
February 2013It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
with Veronika K. Pool, Irina Stefanescu: w18764

Published: Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2016. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Journal of Finance, American Finance Association, vol. 71(4), pages 1779-1812, 08. citation courtesy of

August 2011Complex Mortgages
with Gene Amromin, Jennifer Huang, Edward Zhong: w17315
Spillover Effects in Mutual Fund Companies
with T. Mandy Tham: w17292

Published: Clemens Sialm & T. Mandy Tham, 2016. "Spillover Effects in Mutual Fund Companies," Management Science, INFORMS, vol. 62(5), pages 1472-1486, May. citation courtesy of

September 2009Mutual Fund Tax Clienteles
with Laura Starks: w15327

Published: Clemens Sialm & Laura Starks, 2012. "Mutual Fund Tax Clienteles," Journal of Finance, American Finance Association, vol. 67(4), pages 1397-1422, 08. citation courtesy of

April 2009Risk Shifting and Mutual Fund Performance
with Jennifer Huang, Hanjiang Zhang: w14903

Published: Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616. citation courtesy of

November 2007The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings
with Gene Amromin, Jennifer Huang
in Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), Sören Blomquist and Roger Gordon, organizers
August 2006The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings
with Gene Amromin, Jennifer Huang: w12502

Published:

April 2006Investment Taxes and Equity Returns
w12146
November 2005Tax Changes and Asset Pricing: Time-Series Evidence
w11756

Published: Clemens Sialm, 2009. "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, vol. 99(4), pages 1356-83, September.

Unobserved Actions of Mutual Funds
with Marcin Kacperczyk, 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

December 2004PIPE Dreams? The Performance of Companies Issuing Equity Privately
with David J. Brophy, Paige P. Ouimet: w11011
September 2004On the Industry Concentration of Actively Managed Equity Mutual Funds
with Marcin Kacperczyk, 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

August 2004Portfolio Concentration and the Performance of Individual Investors
with Zoran Ivkovich, Scott Weisbenner: w10675

Published: Ivkovi?, Zoran & Sialm, Clemens & Weisbenner, Scott, 2008. "Portfolio Concentration and the Performance of Individual Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(03), pages 613-655, September. citation courtesy of

November 2002Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium
w9301

Published: Sialm, Clemens. "Stochastic Taxation And Asset Pricing In Dynamic General Equilibrium," Journal of Economic Dynamics and Control, 2006, v30(3,Mar), 511-540. citation courtesy of

November 2000Asset Location for Retirement Savers
with James M. Poterba, John B. Shoven: w7991

Published: Gale, W., J. Shoven, and M. Warshawsky (eds.) Public Policies and Private Pensions. Washington: Brookings Institution, 2004.

April 2000Tax Externalities of Equity Mutual Funds
with John B. Shoven, Joel Dickson: w7669

Published: Dickson, Joel, John Shoven, and Clemens Sialm. “Tax Externalities of Equity Mutual Funds.” National Tax Journal 53 (3/2) (2000): 607-628. citation courtesy of

June 1999Asset Location in Tax-Deferred and Conventional Savings Accounts
with John B. Shoven: w7192

Published: Shoven, John B. and Clemens Sialm. "Asset Location In Tax-Deferred And Conventional Savings Accounts," Journal of Public Economics, 2004, v88(1-2,Jan), 23-38. citation courtesy of

 
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