Price support by bank-affiliated mutual funds

A-Tier
Journal: Journal of Financial Economics
Year: 2015
Volume: 115
Issue: 3
Pages: 614-638

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Fund managers are double agents; they serve both fund investors and owners of management firms. This conflict of interest may result in trading to support securities prices. Tests of this hypothesis in the Spanish mutual fund industry indicate that bank-affiliated mutual funds systematically increase their holdings in the controlling bank stock around seasoned equity issues, at the time of bad news about the controlling bank, before anticipated price drops, and after non-anticipated price drops. The results seem mainly driven by bank managers׳ incentives. Ownership of asset management companies thus matters and can distort capital allocation and asset prices.

Technical Details

RePEc Handle
repec:eee:jfinec:v:115:y:2015:i:3:p:614-638
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25