The first chapter, ’Cannibalization and Scope Economies within Fund Families: The Impact of Passive Investing on Fund Fees,’ examines how the rise of passive funds, such as index funds and ETFs, affects price competition in the mutual fund industry through structural demand and supply estimation. By modeling mutual fund companies as multi-product producers offering both active and passive funds, the analysis incorporates multi-product pricing and economies of scale and scope. The results indicate that multi-product fund families increase fees by 1 to 1.5 basis points due to competition internalization, while economies of scope from manag- ing both types of funds substantially reduce fees. A counterfactual merger analysis reveals that price increases driven by market power outweigh the cost-efficiency benefits. The second chapter, ’Two-sided Matching in IPO Underwriting Market,’ studies the factors that drive a firm to hire one investment bank as a lead manager over another, using a revealed preference approach. I estimate a two-sided matching model where an IPO-issuing firm and an investment bank (lead underwriter) select the best counterpart from a set of available options at the time. The focus is on whether firms with prestigious underwriters are matched to firms with greater uncertainty to mitigate their uncertainty or to firms with less uncertainty to complement their lower risk. The results indicate that firms with greater risk at the time of the IPO, measured by earnings and firm age, are more likely to hire larger and prestigious underwriters. This suggests that underwriter scale and prestige could substitute for the issuing firm’s risk. The third chapter, ’Weighting for Performance,’ is a coauthored work with Alan Crane and Kevin Crotty. We use mutual fund holdings to identify the portfolio weighting scheme that best characterizes each fund’s asset allocation choice. A ma- jority of funds are best characterized as equally weighted. Only a small minority of funds are classified as market-weighted, despite the pervasiveness of market-weighted benchmarks. The revealed weighting scheme varies systematically with fund char- acteristics, such as portfolio size, fund age, and expense ratios. Holding security selection fixed, we find that the performance of funds on average would improve using simple risk-parity based portfolio weights.