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Stock returns and aggregate mutual fund flows : a system approach

Cha, Heung-joo; Kim, Jaebeom - In: Applied financial economics 20 (2010) 19/21, pp. 1493-1498

Persistent link: https://www.econbiz.de/10009011598

Stock returns and investment trust flows in the Japanese financial market : a system approach

Cha, Heung-joo; Kim, Jaebeom - In: Journal of Asian economics 21 (2010) 4, pp. 327-332

Persistent link: https://www.econbiz.de/10009243533

Stock returns and aggregate mutual fund flows: a system approach

Cha, Heung-Joo; Kim, Jaebeom - In: Applied financial economics 20 (2010) 19, pp. 1493-1499

Persistent link: https://www.econbiz.de/10008640755

Stock returns and investment trust flows in the Japanese financial market: A system approach

Cha, Heung-Joo; Kim, Jaebeom - In: Journal of Asian economics 21 (2010) 4, pp. 327-333

Persistent link: https://www.econbiz.de/10008417575

Stock returns and investment trust flows in the Japanese financial market: A system approach

Cha, Heung-Joo; Kim, Jaebeom - In: Journal of Asian Economics 21 (2010) 4, pp. 327-332

To study dynamic and causal relations between stock returns and investment trust flows in Japan, we employ a system method which utilizes information from the stock, bond, and money markets. The empirical evidence from SURECM, and Granger (1969) and Sims (1972) causality tests in the system...

Persistent link: https://www.econbiz.de/10008462636