Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
GD Cashman, DN Deli, F Nardari… - Financial …, 2012 - Wiley Online Library
We examine the relation between mutual fund performance and gross flows for a large
sample of actively managed US mutual funds. Unlike previous studies that have only …
sample of actively managed US mutual funds. Unlike previous studies that have only …
On the characteristics and performance of long-short, market-neutral and bear mutual funds
SG Badrinath, S Gubellini - Journal of Banking & Finance, 2011 - Elsevier
We evaluate the return performance of long-short, market-neutral and bear mutual funds
using multi-factor models and a conditional CAPM that allows for time-varying risk …
using multi-factor models and a conditional CAPM that allows for time-varying risk …
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
GD Cashman, D Deli, F Nardari… - Available at SSRN …, 2006 - papers.ssrn.com
The non-linear relation between mutual fund performance and subsequent net flows is well
documented in the mutual fund literature. The extant literature generally ascribes the …
documented in the mutual fund literature. The extant literature generally ascribes the …
[PDF][PDF] On the relation between flows and performance in the mutual fund industry
V Yadav, S Covachev - 26th Annual Meeting, European Financial …, 2017 - efmaefm.org
We investigate the impact of past performance of fund flows using a data set that contains
the net flows of mutual funds, as well as the two main components of net flows viz. new sales …
the net flows of mutual funds, as well as the two main components of net flows viz. new sales …