Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
In this paper we assess if the financial market liberalization introduced in the beginning of
the 1990s in Greece has changed the degree of market development (efficiency) by studying …
the 1990s in Greece has changed the degree of market development (efficiency) by studying …
Stock returns, mutual fund flows and spillover shocks
In this paper we examine the dynamic relationship between stock returns and mutual fund
flows in India by using a generalised VAR model. We find that spillover shocks—that is …
flows in India by using a generalised VAR model. We find that spillover shocks—that is …
Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio
SH Liao, SY Chou - Expert Systems with Applications, 2013 - Elsevier
On June 29, 2010, Taiwan signed an Economic Cooperation Framework Agreement (ECFA)
with China as a major step to open markets between Taiwan and China. Thus, the ECFA will …
with China as a major step to open markets between Taiwan and China. Thus, the ECFA will …
Dynamics of mutual funds and stock markets in Asian developing economies
The study examines the relationship among mutual fund flows, stock market returns, and
macroeconomic indicators for nine Asian developing economies. Data for the period 2001 …
macroeconomic indicators for nine Asian developing economies. Data for the period 2001 …
Bipartite network influence analysis of a two-mode network
Y Wu, W Lan, X Fan, K Fang - Journal of Econometrics, 2024 - Elsevier
A two-mode network contains two types of nodes, and edges exist only between any two
nodes that are associated with different entities. Owing to the network connections (ie …
nodes that are associated with different entities. Owing to the network connections (ie …
Determinants of mutual fund flows
F Kopsch, HS Song, M Wilhelmsson - Managerial Finance, 2015 - emerald.com
Purpose–The purpose of this paper is to study the determinants of aggregate fund flows to
both equity and hybrid mutual funds. The authors test three hypotheses that help explaining …
both equity and hybrid mutual funds. The authors test three hypotheses that help explaining …
Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
This paper examines “causality” effects between mutual fund flows and stock index prices in
Japan. In particular, both the short and long run dynamics between stock prices and fund …
Japan. In particular, both the short and long run dynamics between stock prices and fund …
The dynamics of market volatility, market return, and equity fund flow: International evidence
BS Lee, M Paek, Y Ha, K Ko - International Review of Economics & …, 2015 - Elsevier
We identify and test the structural VAR model for the relations among market volatility,
market return, and aggregate equity fund flows in an international context. The major …
market return, and aggregate equity fund flows in an international context. The major …
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
This paper examines the causal relationship between commodities funds and returns using
monthly data for the period May 1997–August 2015. Given the strong evidence of …
monthly data for the period May 1997–August 2015. Given the strong evidence of …
Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis
The 2008–2009 global financial crisis has raised new questions about the relationship
between equity fund flows and stock market returns. This paper provides new insights by …
between equity fund flows and stock market returns. This paper provides new insights by …