Stock returns and investment trust flows in the Japanese financial market: A system approach
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Cited by:
- Paek, Miyoun & Ko, Kwangsoo, 2014. "Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan," Japan and the World Economy, Elsevier, vol. 32(C), pages 85-95.
- Shinozawa, Yoshikatsu & Vivian, Andrew, 2015. "Determinants of money flows into investment trusts in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 138-161.
- Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
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Keywords
Stock returns Investment trust flows Granger causality Cointegration SURECM;Statistics
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