Results 1 to 10 of about 6,471,361 (356)

Financial Crisis and Corporate Social Responsible Mutual Fund Flows

open access: yesInternational Journal of Financial Studies, 2018
In this paper, we investigate investment flows into mutual funds that hold more high corporate social responsible stocks (top CSR funds) vs. mutual funds that hold more low corporate social responsible stocks (bottom CSR funds).
Sitikantha Parida, Zhihong Wang
doaj   +2 more sources

Mutual fund net flows in China: A co-holding network perspective

open access: yesFrontiers in Physics, 2023
As the largest part of the mutual fund, open-end funds play a critical role in the Chinese mutual fund market. In this work, we construct an undirected weighted fund network of Chinese open-end funds based on the asset co-holding and explore whether ...
Yue Ma, Jichang Zhao, Shan Lu
doaj   +1 more source

Capital flows under global uncertainties: Evidence from Turkey

open access: yesBorsa Istanbul Review, 2021
This paper investigates the effects of global economic uncertainty and trade policy–related uncertainty in the US in predicting the bond and equity flows to Turkey during the period from January 2008 to November 2019.
Oğuzhan Çepni   +3 more
doaj   +1 more source

MUTUAL FUND FLOWS AND SEASONALITIES IN STOCK RETURNS

open access: yesJournal of Banking & Finance, 2022
We propose a flow-based explanation for two long-standing anomalies in empirical finance – the Sell in May effect and the January effect. We find that the aggregate mutual fund flows exhibit similar seasonal patterns as stock returns.
M. Wagner, John B. Lee, D. Margaritis
semanticscholar   +1 more source

Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India

open access: yesIndian Economic Review, 2022
Asset pricing theories provide an understanding of the risk factors that determine the price of assets. The identification of risk factors assists investors in seeking out profitable investment opportunities.
Elizabeth Nedumparambil, A. Bhandari
semanticscholar   +1 more source

Prospect Theory and Mutual Fund Flows

open access: yesEconomics Letters, 2021
We evaluate the hypothesis that investors seek portfolios that display attractive return distributions in terms of Prospect Theory (PT). We consider the mutual fund market in the U.S as an interesting testbed because fund investors are known to be return-
A. Gu, H. I. Yoo
semanticscholar   +1 more source

Do retail mutual fund investments represent “dumb money”?

open access: yesIIMB Management Review, 2021
This paper highlights the “dumb money” effect of Indian retail mutual fund investors who chase funds that subsequently underperform. Retail investors show twice the propensity to chase top past performers; their cash flows are strongly negatively ...
Sunderarajan Sourirajan   +1 more
doaj   +1 more source

Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [PDF]

open access: yesتحقیقات مالی, 2017
With regard to the prominent role of mutual funds in financial markets, this study aims to examine the relationship between the mutual fund flows and the index of Tehran Stock Exchange (TEDPIX). For this purpose, the researchers used the daily data of 90
Mohammad Rostami, Fatemeh Tajeddin
doaj   +1 more source

The Determinants of Convexity in the Flow-Performance Relationship: A Study of Pakistani Mutual Funds

open access: yesJournal of Accounting and Finance in Emerging Economies, 2022
Purpose: This paper aims to study the potential sources of convexity in the flow-performance relationship curve in the Asian region. Design/Methodology/Approach: The sample for this study includes 75 mutual funds from three broader investment ...
Saleh Nawaz Khan   +3 more
doaj   +1 more source

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