Measuring Mutual Fund Flow Pressure as Shock to Stock Returns

MALCOLM WARDLAW

doi:10.1111/jofi.12962

Measuring Mutual Fund Flow Pressure as Shock to Stock Returns

The Journal of Finance ◽

10.1111/jofi.12962 ◽

2020 ◽

Vol 75 (6) ◽

pp. 3221-3243 ◽

Cited By ~ 7

Author(s):

MALCOLM WARDLAW

Keyword(s):

Stock Returns ◽

Mutual Fund ◽

Fund Flow ◽

Flow Pressure

Download Full-text

Measuring Mutual Fund Flow Pressure As Shock to Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3248750 ◽

2018 ◽

Cited By ~ 8

Author(s):

Malcolm Wardlaw

Keyword(s):

Stock Returns ◽

Mutual Fund ◽

Fund Flow ◽

Flow Pressure

Download Full-text

Investor’s Contemplation of Firms Position and Stock Returns in the Open-ended Mutual Fund Scheme

International Journal of Advanced Scientific Research & Development (IJASRD) ◽

10.26836/ijasrd/2018/v5/i3/50308 ◽

2018 ◽

Vol 5 (3) ◽

pp. 32

Author(s):

R. Vani ◽

I. Narsis

Keyword(s):

Stock Returns ◽

Mutual Fund

Download Full-text

Cross-Sectional Stock Returns and Mutual Fund Performance Evaluation: An Investment-Based Investigation

SSRN Electronic Journal ◽

10.2139/ssrn.2024709 ◽

2012 ◽

Author(s):

Chen Xue

Keyword(s):

Performance Evaluation ◽

Stock Returns ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Cross Sectional ◽

Fund Performance Evaluation

Download Full-text

Does Active Fee Predict Mutual Fund Flow? - Price Sensitivity of Demand for Active Management

SSRN Electronic Journal ◽

10.2139/ssrn.3857628 ◽

2021 ◽

Author(s):

Trond Døskeland ◽

André Sjuve ◽

Andreas Ørpetveit

Keyword(s):

Mutual Fund ◽

Active Management ◽

Price Sensitivity ◽

Fund Flow

Download Full-text

Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2018.09.001 ◽

2018 ◽

Vol 57 ◽

pp. 231-247 ◽

Cited By ~ 3

Author(s):

Tom Pak Wing Fong ◽

Angela Kin Wan Sze ◽

Edmund Ho Cheung Ho

Keyword(s):

Hong Kong ◽

Mutual Fund ◽

Flow Dynamics ◽

Global Markets ◽

Fund Flows ◽

Fund Flow ◽

Mutual Fund Flows ◽

Equity Mutual Fund

Download Full-text

Endogeneity in the mutual fund flow-performance relationship: An Instrumental Variable Solution

SSRN Electronic Journal ◽

10.2139/ssrn.3746457 ◽

2020 ◽

Author(s):

David A. Rakowski ◽

Ehab Abdel-Tawab Yamani

Keyword(s):

Mutual Fund ◽

Instrumental Variable ◽

Fund Flow

Download Full-text

What is mutual fund flow?

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2019.07.003 ◽

2019 ◽

Vol 62 ◽

pp. 222-251 ◽

Cited By ~ 5

Author(s):

Douglas Cumming ◽

Sofia Johan ◽

Yelin Zhang

Keyword(s):

Mutual Fund ◽

Fund Flow

Download Full-text

Sell-Side Analysts and Stock Mispricing: Evidence from Mutual Fund Flow-Driven Trading Pressure

Management Science ◽

10.1287/mnsc.2018.3073 ◽

2019 ◽

Vol 65 (11) ◽

pp. 5427-5448 ◽

Cited By ~ 1

Author(s):

Johan Sulaeman ◽

Kelsey D. Wei

Keyword(s):

Mutual Fund ◽

Fund Flow ◽

Stock Mispricing

Download Full-text

Why Are Mutual Fund Flow and Market Returns Related? Evidence from High-frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.155431 ◽

1999 ◽

Cited By ~ 7

Author(s):

Roger M. Edelen ◽

Jerold B. Warner

Keyword(s):

Mutual Fund ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Market Returns ◽

Fund Flow

Download Full-text

Economic Conditions, Flight-to-Quality and Mutual Fund Flow

SSRN Electronic Journal ◽

10.2139/ssrn.1258122 ◽

2010 ◽

Cited By ~ 2

Author(s):

John Chalmers ◽

Aditya Kaul ◽

Blake Phillips

Keyword(s):

Mutual Fund ◽

Economic Conditions ◽

Fund Flow ◽

Flight To Quality

Download Full-text