Lorenzo Casavecchia

University of Technology Sydney

8 Ultimo Rd

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

507

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Cross Trading by Investment Advisers: Implications for Mutual Fund Performance

Journal of Financial Intermediation, Forthcoming
Number of pages: 54 Posted: 07 Feb 2013 Last Revised: 12 Aug 2015
Lorenzo Casavecchia and Ashish Tiwari
University of Technology Sydney and University of Iowa
Downloads 226 (162,605)
Citation 3

Abstract:

Loading...

Mutual fund performance, Cross trading, Investment advisers, Brokerage Commissions, Adviser governance

2.

Are Mutual Fund Investors Paying for Noise?

FIRN Research Paper No. 2578547
Number of pages: 62 Posted: 16 Mar 2015 Last Revised: 06 May 2015
Lorenzo Casavecchia and Hardy Hulley
University of Technology Sydney and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 164 (216,995)
Citation 1

Abstract:

Loading...

Advisory fees, idiosyncratic noise, short-selling constraints

3.

Prime Time for Prime Funds: Floating NAV, Intraday Redemptions and Liquidity Risk During Crises

Number of pages: 69 Posted: 12 Aug 2020 Last Revised: 13 May 2021
Lorenzo Casavecchia, Georgina Ge, C. Wei Li and Ashish Tiwari
University of Technology Sydney, Macquarie University - Department of Applied Finance and Actuarial Studies, University of Iowa and University of Iowa
Downloads 84 (351,825)

Abstract:

Loading...

Prime Money Market Funds, Intraday Redemptions, Floating NAV, Liquidity Risk, Covid-19, Debt Ceiling Crisis

4.

Fund Flow Diversification: Implications for Asset Stability, Fee-Setting and Performance

Number of pages: 70 Posted: 02 Apr 2019
Lorenzo Casavecchia, Byoung Uk Kang and Ashish Tiwari
University of Technology Sydney, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Iowa
Downloads 32 (541,280)

Abstract:

Loading...

Fund Flow Diversification, Advisory Fees, Asset Volatility, Fund Family Performance

5.

Managerial Sharing, Mutual Fund Connections, and Performance

International Review of Finance, Vol. 15, Issue 3, pp. 427-455, 2015
Number of pages: 29 Posted: 03 Sep 2015
Cathline Augustiani, Lorenzo Casavecchia and Jack Gray
GMO- Sydney, University of Technology Sydney and University of Technology Sydney (UTS)
Downloads 1 (763,805)
  • Add to Cart

Abstract:

Loading...

6.

Managerial Incentives for Risk-Taking and Internal Capital Allocation

Australian Journal of Management, Vol. 42, No. 3, 2017
Posted: 25 Aug 2017
Lorenzo Casavecchia and Ja Young Suh
University of Technology Sydney and Independent

Abstract:

Loading...

Equity-Based Compensation, Internal Capital Allocation, Risk-Taking

Dynamic Setting of Distribution Fees in the US Mutual Fund Industry

Posted: 02 Apr 2009
Lorenzo Casavecchia and Massimo Scotti
University of Technology Sydney and University of Technology Sydney

Abstract:

Loading...

Mutual fund performance, mutual fund fees, strategic pricing, flow-performance sensitivity

Dynamic Setting of Distribution Fees in the US Mutual Fund Industry

Posted: 13 May 2009
Lorenzo Casavecchia and Massimo Scotti
University of Technology Sydney and University of Technology Sydney

Abstract:

Loading...

Mutual fund performance, mutual fund fees, strategic pricing, flow-performance sensitivity