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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
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How diversified are equity mutual funds?
Bello, Zakri - In: North American journal of finance and banking research 1 (2007) 1, pp. 54-63
Persistent link: https://www.econbiz.de/10003851740
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Common volatility : an empirical investigation of closed-end country funds
Kim, Doseong; Lee, Yoon-goo; Ruiz, Isabel - In: Emerging markets finance & trade : a journal of the … 46 (2010) 2, pp. 116-132
Persistent link: https://www.econbiz.de/10008901612
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The volatility of equity mutual fund returns
Bello, Zakri - In: North American journal of finance and banking research 4 (2010) 4, pp. 42-49
Persistent link: https://www.econbiz.de/10008826257
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Crisis, contagion and cross-border effects : evidence from the Latin American closed-end fund market
Anoruo, Emmanuel; Ramchander, Sanjay; Thiewes, Harold - In: Global finance journal 17 (2007) 3, pp. 403-418
Persistent link: https://www.econbiz.de/10003612074
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The sum of all FEARS investor sentiment and asset prices
Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
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The dynamics of market volatility, market return, and equity fund flow : international evidence
Lee, Bong-soo; Paek, Miyoun; Ha, Yeonjeong; Ko, Kwangsoo - In: International review of economics & finance : IREF 35 (2015), pp. 214-227
Persistent link: https://www.econbiz.de/10011333680
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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
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A comparative returns performance review of Islamic equity funds with socially responsible equity funds and the broader market indices
Bukhari, Syed Kalim Hyder; Azam, Mohammed - In: The Lahore journal of economics 20 (2015) 2, pp. 53-75
Persistent link: https://www.econbiz.de/10011490249
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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
Persistent link: https://www.econbiz.de/10011536693