NBER

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
WWW:
NBER Program Affiliations: AP , PE
NBER Affiliation: Research Associate
Institutional Affiliation: University of Texas at Austin

NBER Working Papers and Publications

July 2020Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations
with Mathias Kronlund, Veronika K. Pool, Irina Stefanescu: w27573
May 2019Institutional Trading Around M&A Announcements
with Eliezer Fich, Viktoriya Lantushenko: w25814
April 2017Government Debt and Corporate Leverage: International Evidence
with Irem Demirci, Jennifer Huang: w23310

Published: Irem Demirci & Jennifer Huang & Clemens Sialm, 2019. "Government Debt and Corporate Leverage: International Evidence," Journal of Financial Economics, . citation courtesy of

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

Published: CLEMENS SIALM & HANJIANG ZHANG, 2020. "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," The Journal of Finance, vol 75(2), pages 735-777. citation courtesy of

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

Published: Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages*," Review of Finance, vol 22(6), pages 1975-2007.

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: Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, vol. 91(10), pages 2014-2040, November. citation courtesy of

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

National Bureau of Economic Research
1050 Massachusetts Ave.
Cambridge, MA 02138
617-868-3900
info@nber.org

Twitter RSS

View Full Site: One timeAlways