Behavioral Factors in Mutual Fund Flows
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, vol. 3(4), pages 338-364, December.
- Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004.
"Decomposing the persistence of international equity flows,"
Finance Research Letters,
Elsevier, vol. 1(3), pages 154-170, September.
- Kenneth A. Froot & Jessica D. Tjornhom, 2002. "Decomposing the Persistence of International Equity Flows," NBER Working Papers 9079, National Bureau of Economic Research, Inc.
- Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May.
- Takeshi Yamaguchi & Olivia Mitchell & Gary Mottola & Steven Utkus, 2007. "Winners and Losers: 401(k) Trading and Portfolio Performance," Working Papers wp154, University of Michigan, Michigan Retirement Research Center.
- Ormos, Mihály & Timotity, Dusán, 2016.
"Generalized asset pricing: Expected Downside Risk-based equilibrium modeling,"
Elsevier, vol. 52(PB), pages 967-980.
- Mihaly Ormos & Dusan Timotity, 2015. "Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling," Papers 1512.01806, arXiv.org.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002.
"Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,"
Yale School of Management Working Papers
ysm274, Yale School of Management, revised 01 Apr 2008.
- 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.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management.
- Eric Zitzewitz, 2003.
"Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds,"
Journal of Law, Economics, and Organization,
Oxford University Press, vol. 19(2), pages 245-280, October.
- Zitzewitz, Eric, 2002. "Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds," Research Papers 1749, Stanford University, Graduate School of Business.
- James J. Choi & David Laibson & Andrew Metrick, "undated".
"Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans,"
Rodney L. White Center for Financial Research Working Papers
15-00, Wharton School Rodney L. White Center for Financial Research.
- James J. Choi & David Laibson & Andrew Metrick, 2000. "Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans," NBER Working Papers 7878, National Bureau of Economic Research, Inc.
- Choi, James J. & Laibson, David & Metrick, Andrew, 2002. "How does the Internet affect trading? Evidence from investor behavior in 401(k) plans," Journal of Financial Economics, Elsevier, vol. 64(3), pages 397-421, June.
- Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
- repec:luc:wpaper:13-1 is not listed on IDEAS
- Luis Ferruz & Cristina Ortiz & Jose Sarto, 2009. "Decisions of domestic equity fund investors: determinants and search costs," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1295-1304.
- A. Clark, 2006. "Modeling the net flows of U.S. mutual funds with stochastic catastrophe theory," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(4), pages 659-669, April.
- David Ling & Andy Naranjo, 2006. "Dedicated REIT Mutual Fund Flows and REIT Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 32(4), pages 409-433, June.
- Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
- Elton, Edwin J. & Gruber, Martin J., 2013. "Mutual Funds," Handbook of the Economics of Finance, Elsevier.
- Takeshi Yamaguchi, 2006. "Understanding Trading Behavior in 401(k) Plans," Working Papers wp125, University of Michigan, Michigan Retirement Research Center.
- Syriopoulos, Theodore, 2002. "Risk aversion and portfolio allocation to mutual fund classes," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 427-447.
- Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.
- Kim, Ho-Yong & Kwon, Okyu & Oh, Gabjin, 2016. "A causality between fund performance and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 439-450.
- Th. Fiotakis & N. Philippas, 2004. "Chasing trend and losing money: open end mutual fund investors' trading behaviour in Greece," Applied Economics Letters, Taylor & Francis Journals, vol. 11(2), pages 117-121.
More about this item
- G2 - Financial Economics - - Financial Institutions and Services
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-22 (All new papers)
- NEP-CBE-2004-03-22 (Cognitive & Behavioural Economics)
- NEP-CFN-2004-03-22 (Corporate Finance)
- NEP-DEV-2004-03-22 (Development)
- NEP-FIN-2004-03-22 (Finance)
- NEP-RMG-2004-03-22 (Risk Management)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ysm:somwrk:ysm8. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/smyalus.html .
We have no references for this item. You can help adding them by using this form .