Fund flows
A COMPARATIVE ANALYSIS OF MARKET RETURNS AND FUND FLOWS WITH REFERENCE TO MUTUAL FUNDS
... mutual fund flows was positively correlated with concurrent market return at daily frequency and also they found that flows from returns with in a day and one day return lagged response of aggregate ...
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The Effect of Performance on Israeli Equity Fund Flows
... net fund flows and those of previous periods (CUMFLOWS t-3) according to the significantly positive coefficient estimates we obtained for quarterly lagged flows (Ben-Raphael, Kandel, and Wohl, 2011; ...
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Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes
... same fund have the same manager and fund flows of individual share classes cancel out at the portfolio ...same fund and have the same underlying portfolio to one ...22 Fund ...
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Fund Flows, Manager Changes, and Performance Persistence*
... same fund have the same manager and fund flows of individual share classes cancel out at the portfolio ...same fund and have the same underlying portfolio to one ...30 Fund ...
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Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
... successful fund manager subsequently managing a larger fund, are positively linked to past performance (Hu, Hall and Harvey, 2000; Baks, ...winner fund that loses its star manager will need to hire a ...
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Are international fund flows related to exchange rate dynamics?
... capital flows in determining exchange ...portfolio flows from the euro area to US stock markets closely track the movements between the euro and the US dollar, while FDI flows appear to be less ...
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Mutual Fund Flows and Benchmark Portfolio Returns
... expected fund flows, but highly correlated with unexpected fund ...between flows to equity funds and returns on other types of securities as a robustness check, but investor sentiment could ...
7
Factors Affecting Fund Flows in Islamic and Conventional Mutual Funds of Pakistan
... mutual fund flow is correlated with concurrent market returns at a daily frequency, which proves that returns are affected by fund flows and institutional ...between fund flows and the ...
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Cyclical behavior of international fund flows
... of fund flows we employ the EPFR Global database, which contains 33,735 equity funds and 21,716 bond funds (as of February ...is fund flows into or out of a specific ...country flows. ...
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An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns
... FIIs fund flows do not significantly affect stock market returns, the fund flows of mutual funds do; (b) the investment flows from both groups have significantly associated with their ...
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Seasonality In Mutual Fund Flows
... Mutual fund flows are commonly used by practitioners as a measure of investor ...mutual fund investors as the least informed investors in the market (because they delegate their portfolio management ...
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Surges of international fund flows
... As to the global factors: the probability of an equity flow surge is positively related with US industrial production and US equity returns, which suggests that better global economic conditions lead to more ...
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Mutual Fund Flows and Market Capitalisation – A Correlational Study
... Mutual Fund, as the name suggests, consist of two words – Mutual and ...persons. Fund means a sum of money or stock of convertible wealth which is employed in, set aside for or available for a business or ...
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Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression
... the fund Inflows and expense ratios of Group B were negatively ...in fund performance. The sensitivity of the relationship between fund flow and performance is increased when performance is ...
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Foreign institutional investors and security returns: evidence from Indian stock exchanges
... mutual fund flows in ...FII flows and market returns begins with the test for existence of base- broadening hypothesis in India, which is an emerging ...
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Contagious capital : a network analysis of interconnected intermediaries
... ended fund holding a nonzero equity ...characteristics. Fund size is the log of total net ...reported fund flows by Morningstar category. Time and Fund Fixed Effects ...
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The Measurement of the Relationship between Taiwan’s Bond Funds’ Net Flow and the Investment Risk -Threshold Autoregressive Model
... and fund flows have a significant positive relationship, but the risk is significant, which indicates that investors attach great importance to the performance reward, but do not attach importance to the ...
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BEHAVIORAL STUDY OF FOREIGN INSTITUTIONAL INVESTORS & DOMESTIC INSTITUTIONAL INVESTORS IN NATIONAL STOCK EXCHANGE
... these flows to a change in BSE returns in inertia of these ...mutual fund flows and the FII’s fund flows are significantly influencing Indian stock ...mutual fund inflows and ...
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The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund Market
... of fund flows, although the relationship is not ...in fund literature that characteristics is often referred as a convex relationship between performance of funds and in- flows to ...and ...
13
Financial Intermediation and Economic Growth: Bank Credit Maturity and Its Determinants
... equity fund currently holds a target level of portfolio allocation, including the level of cash, and, at the same time, it faces cash inflow as it sells shares to new ...this fund will use the cash to ...
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