Clemens Sialm, Ph.D. - Publications

Affiliations: 
2001 Stanford University, Palo Alto, CA 

32 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Demirci I, Ferreira MA, Matos P, Sialm C. How Global is Your Mutual Fund? International Diversification from Multinationals National Bureau of Economic Research. DOI: 10.2139/Ssrn.3342519  0.48
2020 Kronlund M, Pool VK, Sialm C, Stefanescu I. Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations Social Science Research Network. 2020. DOI: 10.2139/Ssrn.3288808  0.426
2020 Liberman J, Sialm C, Sosner N, Wang L. The Tax Benefits of Separating Alpha from Beta Financial Analysts Journal. 76: 38-61. DOI: 10.2139/Ssrn.3178273  0.332
2020 Sialm C, Zhang H. Tax-Efficient Asset Management: Evidence from Equity Mutual Funds Journal of Finance. 75: 735-777. DOI: 10.2139/Ssrn.2368625  0.536
2020 Sialm C, Sun Z, Zheng L. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds Review of Financial Studies. 33: 4771-4810. DOI: 10.2139/Ssrn.2023851  0.476
2019 Fich EM, Lantushenko V, Sialm C. Institutional Trading Around M&A Announcements National Bureau of Economic Research. DOI: 10.2139/Ssrn.3297800  0.452
2019 Demirci I, Huang J, Sialm C. Government debt and corporate leverage: International evidence Journal of Financial Economics. 133: 337-356. DOI: 10.1016/J.Jfineco.2019.03.009  0.512
2018 Sialm C, Sosner N. Taxes, Shorting, and Active Management Financial Analysts Journal. 74: 88-107. DOI: 10.2139/Ssrn.2907195  0.445
2018 Da Z, Larrain B, Sialm C, Tessada J. Destabilizing Financial Advice: Evidence from Pension Fund Reallocations Review of Financial Studies. 31: 3720-3755. DOI: 10.2139/Ssrn.2558773  0.554
2016 Sialm C, Tham TM. Spillover effects in mutual fund companies Management Science. 62: 1472-1486. DOI: 10.1287/Mnsc.2015.2200  0.524
2016 Pool VK, Sialm C, Stefanescu I. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans Journal of Finance. 71: 1779-1812. DOI: 10.1111/Jofi.12411  0.422
2015 Pool VK, Sialm C, Stefanescu I. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans Journal of Finance. 71: 1779-1812. DOI: 10.2139/Ssrn.2112263  0.398
2015 Sialm C, Starks L, Zhang H. Defined contribution pension plans: Mutual fund asset allocation changes American Economic Review. 105: 432-436. DOI: 10.1257/Aer.P20151006  0.432
2015 Sialm C, Starks LT, Zhang H. Defined Contribution Pension Plans: Sticky or Discerning Money? Journal of Finance. 70: 805-838. DOI: 10.1111/Jofi.12232  0.349
2014 Pool VK, Sialm C, Stefanescu I. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans Social Science Research Network. 2014: 1-71. DOI: 10.17016/Feds.2014.96  0.393
2012 Sialm C, Starks L. Mutual Fund Tax Clienteles Journal of Finance. 67: 1397-1422. DOI: 10.1111/J.1540-6261.2012.01751.X  0.545
2011 Huang J, Sialm C, Zhang H. Risk shifting and mutual fund performance Review of Financial Studies. 24: 2575-2616. DOI: 10.1093/Rfs/Hhr001  0.378
2009 Sialm C. Tax changes and asset pricing American Economic Review. 99: 1356-1383. DOI: 10.2139/Ssrn.472226  0.439
2009 Brophy DJ, Ouimet PP, Sialm C. Hedge funds as investors of last resort Review of Financial Studies. 22: 541-574. DOI: 10.1093/Rfs/Hhl045  0.56
2008 Kacperczyk M, Sialm C, Zheng L. Unobserved actions of mutual funds Review of Financial Studies. 21: 2379-2416. DOI: 10.1093/Rfs/Hhl041  0.474
2008 Ivković Z, Sialm C, Weisbenner S. Portfolio concentration and the performance of individual investors Journal of Financial and Quantitative Analysis. 43: 613-655. DOI: 10.1017/S0022109000004233  0.461
2007 Amromin G, Huang J, Sialm C. The tradeoff between mortgage prepayments and tax-deferred retirement savings Journal of Public Economics. 91: 2014-2040. DOI: 10.1016/J.Jpubeco.2007.03.011  0.524
2006 Sialm C. Investment Taxes and Equity Returns National Bureau of Economic Research. DOI: 10.3386/W12146  0.497
2006 Sialm C. Stochastic taxation and asset pricing in dynamic general equilibrium Journal of Economic Dynamics and Control. 30: 511-540. DOI: 10.1016/J.Jedc.2005.02.004  0.53
2005 Sialm C. Tax Changes and Asset Pricing: Time-Series Evidence National Bureau of Economic Research. DOI: 10.3386/W11756  0.486
2005 Kacperczyk M, Sialm C, Zheng LU. On the industry concentration of actively managed equity mutual funds Journal of Finance. 60: 1983-2012. DOI: 10.1111/J.1540-6261.2005.00785.X  0.401
2004 Poterba JM, Shoven JB, Sialm C. Asset location for retirement savers Private Pensions and Public Policies. 290-325. DOI: 10.3386/W7991  0.706
2004 Brophy DJ, Ouimet PP, Sialm C. Pipe Dreams? The Performance of Companies Issuing Equity Privately National Bureau of Economic Research. DOI: 10.3386/W11011  0.545
2004 Shoven JB, Sialm C. Asset location in tax-deferred and conventional savings accounts Journal of Public Economics. 88: 23-38. DOI: 10.1016/S0047-2727(02)00083-X  0.66
2000 Shoven JB, Sialm C. The Dow Jones Industrial Average The Journal of Wealth Management. 3: 9-18. DOI: 10.3905/Jwm.2000.320332  0.626
2000 Shoven JB, Dickson J, Sialm C. Tax Externalities of Equity Mutual Funds National Tax Journal. 53: 607-628. DOI: 10.3386/W7669  0.636
1998 Shoven JB, Sialm C. Long Run Asset Allocation for Retirement Savings The Journal of Wealth Management. 1: 13-26. DOI: 10.3905/Jwm.1998.409798  0.656
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