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Aggregate price effects of institutional trading: a study of mutual fund flow and market returns

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Author Info
Edelen, Roger M.
Warner, Jerold B.
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VBX-424KJN7-9/2/2030e4a0fe9c289cc951e71d8ce5b5b1
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 59 (2001)
Issue (Month): 2 (February)
Pages: 195-220
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Handle: RePEc:eee:jfinec:v:59:y:2001:i:2:p:195-220

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger. [Downloadable!]
  3. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute. [Downloadable!]
  4. Braverman, Oded & Kandel, Shmuel & Wohl, Avi, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers 5243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. Julie Agnew, 2004. "An Analysis Of How Individuals React To Market Returns In One 401(k) Plan," Working Papers, Center for Retirement Research at Boston College 2004-13, Center for Retirement Research. [Downloadable!]
  6. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York. [Downloadable!]
  7. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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