Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference47 articles.
1. The dynamics between stock returns and mutual fund flows: Empirical evidence from the Greek market;Alexakis;International Review of Financial Analysis,2005
2. Insider trading and option grant timing in response to fire sales (and purchases) of stocks by mutual funds;Ali;Journal of Accounting Research,2011
3. Behavioral biases of mutual fund investors;Bailey;Journal of Financial Economics,2011
4. The price pressure of aggregate mutual fund flows;Ben-Rephael;Journal of Financial and Quantitative Analysis,2011
5. Measuring investor sentiment with mutual fund flows;Ben-Rephael;Journal of Financial Economics,2012
Cited by 24 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph;Computational Economics;2024-07-05
2. The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches;Resources Policy;2024-01
3. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test;Resources Policy;2022-09
4. Forecasting Fund Flows in Indian Equity Mutual Funds Market using Time Series Analysis: An Empirical Investigation;Journal of Business Thought;2021-12-15
5. Theoretical and experimental evidence on stock market volatilities: a two-phase flow model;Economic Research-Ekonomska Istraživanja;2021-02-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3