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Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange
Thanou, Eleni Thanou; Tserkezos, Dikaios - Department of Economics, University of Crete
This short paper examines the nonlinear interaction between mutual fund flows and stock returns in Greece. We investigate the possibility of a nonlinear causality mechanism through which mutual funds flows may affect stock returns and vice versa. The statistical evidence derived from linear and...
Persistent link: https://www.econbiz.de/10005040042
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Non linear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange
Thanou, Eleni Thanou; Tserkezos, Dikaios - Department of Economics, University of Crete
This short paper examines the nonlinear interaction between mutual fund flows and stock returns in Greece. We investigate the possibility of a nonlinear causality mechanism through which mutual funds flows may affect stock returns and vice versa. The statistical evidence derived from linear and...
Persistent link: https://www.econbiz.de/10005504069
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Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange
Thanou, Eleni Thanou; Tserkezos, Dikaios - Department of Economics, University of Crete
This short paper examines the nonlinear interaction between mutual fund flows and stock returns in Greece. We investigate the possibility of a nonlinear causality mechanism through which mutual funds flows may affect stock returns and vice versa. The statistical evidence derived from linear and...
Persistent link: https://www.econbiz.de/10005504070
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NON LINEAR DIACHRONIC INTERACTION BETWEEN THE ADVANCE / DECLINE RATIO INDEX AND THE RETURNS OF THE MARKET'S GENERAL INDEX: EMPIRICAL EVIDENCE FROM THE ATHENS STOCK EXCHANGE
Thanou, Eleni; Tserkezos, Dikaios - Department of Economics, University of Crete - 2013
This paper examines the existence of a linear or nonlinear interaction between the Advance/Decline ratio index and the returns of the Athens General Index. We investigate the possibility of a nonlinear causality mechanism through which the Advance/Decline ratio index (the ratio of the number of...
Persistent link: https://www.econbiz.de/10011094920