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Determinants of mutual fund flows
16 references·0 citing·51 second hopsampled
Determinants of mutual fund flows (2015)Determinants of mutual fund flowsThe cross section of conditional mutual fund performance in European stock markets (2013)The cross section of conditio…Government policy and ownership of equity securities (2013)Government policy and ownersh…Measuring investor sentiment with mutual fund flows (2010)Measuring investor sentiment …The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation (2009)The dynamics of short-term mu…EMU and European government bond market integration (2009)EMU and European government b…Explaining the size of the mutual fund industry around the world (2005)Explaining the size of the mu…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Performance and Characteristics of Swedish Mutual Funds (2000)Performance and Characteristi…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Aggregate mutual fund flows and security returns (1995)Aggregate mutual fund flows a…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Are REITs inflation hedges? (1990)Are REITs inflation hedges?A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Mutual Fund Flows and Performance in Rational Markets (2002)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Do Demand Curves for Stocks Slope Down? (1986)Permanent and Temporary Components of Stock Prices (1988)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor flows and the assessed performance of open-end mutual funds (1999)Why does IPO volume fluctuate so much? (2002)Short-Term Persistence in Mutual Fund Performance (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)An Intertemporal Capital Asset Pricing Model (1973)The relationship between return and market value of common stocks (1981)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Smart money, dumb money, and capital market anomalies (2015)Runs on Money Market Mutual Funds (2016)What Do Mutual Fund Investors Really Care About? (2021)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)Expected stock returns and volatility (1987)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Expected Stock Returns and Variance Risk Premia (2009)Legal Determinants of External Finance (1997)Law and Finance (1998)Private Benefits of Control: An International Comparison (2004)Mutual Fund Fees Around the World (2008)The flow-performance relationship around the world (2012)Indexing and active fund management: International evidence (2016)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1995Aggregate mutual fund flows and security returns734 cited
  • 2005Explaining the size of the mutual fund industry around the world399 cited
  • 2010Measuring investor sentiment with mutual fund flows374 cited
  • 2000Performance and Characteristics of Swedish Mutual Funds303 cited
  • 2009EMU and European government bond market integration135 cited
  • 1990Are REITs inflation hedges?116 cited
  • 2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation97 cited
  • 2013The cross section of conditional mutual fund performance in European stock markets

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87 cited
  • 2013Government policy and ownership of equity securities82 cited
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