The disclosure of corporate social responsibility (CSR) information has been attracting
increasing attention from practitioners and researchers. This paper examines whether CSR …

We find that mutual funds holding a larger concentration of high gross profitability stocks
generate better future performance. The outperformance of these funds is not driven by a …

This study demonstrates that Chinese stock mutual funds exhibit persistent preference for
growth stocks over value stocks. Despite the positive premium of value stocks over growth …

Using monthly holdings data, we show that in contrast to findings in existing literature,
mutual fund trades in aggregate do not have predictive power for future earnings …

The first essay analyzes the joint dynamics of the state of the limit order book, high-
frequency returns, volatility, and other market variables, using heterogeneous VAR. Four …