post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

Research that has led to what is known as the “low volatility anomaly” in cross-sectional stocks from a similar … universe indicates that volatility is not compensated with a “volatility” premium. We find evidence of a risk premium, but it … what investors care about the most. We investigated several risk measures, including volatility and tail risk, and found …

We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility …, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied …

between equity fund flow and investment volatility in Taiwan. Our empirical results show that the equity fund managers will be … different business strategy under the volatility threshold value and the control variables of asset of funds, management fee and … Turnover indicator. After the financial crisis, the threshold of volatility will be an important index to different business …