Research

REFEREED PUBLICATIONS

Christoffersen, Susan E. K., 2001, “Why Do Money Fund Managers Voluntarily Waive Their Fees?” Journal of Finance, 56(3), 1117-1140.

Christoffersen, Susan E. K. and David K. Musto, 2002, “Demand Curves and the Pricing of Money Management”, Review of Financial Studies, 15(5), 1499 – 1524.

Christoffersen, Susan E. K., Christopher Geczy, David K. Musto, and Adam V. Reed, 2005, “Cross-border dividend taxation and the preferences of taxable and non-taxable investors: Evidence from Canada”, Journal of Financial Economics, 78(1), October, 121-144.

Christoffersen, Susan E. K., Christopher Geczy, David K. Musto, and Adam V. Reed, 2007, “Vote Trading and Information Aggregation”, Journal of Finance 62(6), December, 2897-2929.

Christoffersen, Susan E. K. and Sergei Sarkissian, 2009, “City Size and Fund Performance”, Journal of Financial Economics 92(2), May, 252-275.
WORKING PAPERS

Christoffersen, Susan and Sergei Sarkissian, “The Demographics of Fund Turnover”, Working Paper, McGill University 2009, resubmitted to the Journal of Financial Intermediation.

Christoffersen, Susan, Richard Evans, and David K. Musto, “What do consumers’ fund flows maximize? Evidence from their brokers’ incentives”, submitted to the Journal of Finance.

Christoffersen, Susan and David Musto, “High Water Marks in Competitive Capital Markets”, Working Paper, April 2009.

Christoffersen, Susan, Donald Keim, and David Musto “Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades”, Working Paper, July 2007.

Christoffersen, Susan and Ya Tang “Institutional Herding and Information Cascades: Evidence from daily trades”, Working Paper, July 2010.

Christoffersen, Susan, Amrita Nain, and Ya Tang, “The Changing Face of an IPO Wave”, Working Paper, July 2010.