DOI: 10.2139/ssrn.1188382
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Zhi Da, Pengjie Gao, Ravi Jagannathan

Abstract: Annual Meeting for comments. Some of the results in the paper appeared in "When does a mutual fund's trade reveal its skill?" (NBER WP# WP13625) by the same authors. Patricia Andersen provides excellent editorial support. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research. NBER working papers are circulated for discussion and comment purposes. They have not been peerreviewed or been subject to the review by the NBER Board o…

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