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Mutual fund volatility timing and management fees

Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599

Persistent link: https://www.econbiz.de/10003820495

Asset pricing with heterogeneous beliefs and relative performance

Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119

Persistent link: https://www.econbiz.de/10010244893

Mutual fund flows, expected returns, and the real economy

Jank, Stephan - In: Journal of banking & finance 36 (2012) 11, pp. 3060-3070

Persistent link: https://www.econbiz.de/10009672989

An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

Cao, Charles Q.; Chang, Eric Chieh; Wang, Ying - In: Journal of banking & finance 32 (2008) 10, pp. 2111-2123

Persistent link: https://www.econbiz.de/10003778645

False discoveries in volatility timing of mutual funds

Kim, Sangbae; In, Francis Haeuck - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2094

Persistent link: https://www.econbiz.de/10009629677

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011482859