David Musto
20 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-3894-9102
University of Pennsylvania, Philadelphia, Pennsylvania 19104
Publications
- Concentration in Mortgage Markets: Government Sponsored Enterprise Exposure and Risk-Taking in Uncertain Times — Management Science 2025
- Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds — Review of Finance 2022
- Contracts with (Social) benefits: The implementation of impact investing — Journal of Financial Economics 2021
- Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets — Marketing Science 2020
- Notes on Bonds: Illiquidity Feedback During the Financial Crisis — The Review of Financial Studies 2018
- Does Junior Inherit? Refinancing and the Blocking Power of Second Mortgages — The Review of Financial Studies 2017
- What Do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives — The Journal of Finance 2013
- Failure Is an Option: Impediments to Short Selling and Options Prices — The Review of Financial Studies 2009
- Predatory mortgage lending — Journal of Financial Economics 2009 (name-matched, not ORCID-linked)
- Vote Trading and Information Aggregation — The Journal of Finance 2007
- Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada — Journal of Financial Economics 2005
- Fund Families as Delegated Monitors of Money Managers — The Review of Financial Studies 2005
- Trading and Voting — Journal of Political Economy 2003
- How Investors Interpret Past Fund Returns — The Journal of Finance 2003
- Mutual Fund Survivorship — The Review of Financial Studies 2002
- Stocks are special too: an analysis of the equity lending market — Journal of Financial Economics 2002
- Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds — The Journal of Finance 2002
- Demand Curves and the Pricing of Money Management — The Review of Financial Studies 2002
- Investment Decisions Depend on Portfolio Disclosures — The Journal of Finance 1999
- Portfolio Disclosures and Year-End Price Shifts — The Journal of Finance 1997