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Volumn 2, Issue 4, 1999, Pages 391-402

Investment behavior of mutual fund shareholders: The evidence from aggregate fund flows

Author keywords

Conditional risk premia; Investment flows; Market timing; Mutual funds

Indexed keywords


EID: 0033228140     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1386-4181(99)00006-3     Document Type: Article
Times cited : (49)

References (16)
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    • Fama, E.F.1    French, K.R.2
  • 5
    • 0003121535 scopus 로고    scopus 로고
    • Evaluating fund performance in a dynamic market
    • Ferson, W.E., Warther, V.A., 1996. Evaluating fund performance in a dynamic market. Financial Analysts Journal 51 (6), 20-28.
    • (1996) Financial Analysts Journal , vol.51 , Issue.6 , pp. 20-28
    • Ferson, W.E.1    Warther, V.A.2
  • 6
    • 0039572352 scopus 로고    scopus 로고
    • Mutual funds, part II: Fund flows and security returns
    • Fortune, P., 1998. Mutual funds, part II: Fund flows and security returns. New England Economic Review, January/February, 3-22.
    • (1998) New England Economic Review , Issue.JANUARY-FEBRUARY , pp. 3-22
    • Fortune, P.1
  • 7
    • 84894912254 scopus 로고
    • Measurement of linear dependence and feedback between time series
    • Geweke, J., 1982. Measurement of linear dependence and feedback between time series. Journal of the American Statistical Association 77, 302-324.
    • (1982) Journal of the American Statistical Association , vol.77 , pp. 302-324
    • Geweke, J.1
  • 8
    • 84950949120 scopus 로고
    • Measures of conditional linear dependence and feedback between time series
    • Geweke, J., 1984. Measures of conditional linear dependence and feedback between time series. Journal of the American Statistical Association 79, 907-915.
    • (1984) Journal of the American Statistical Association , vol.79 , pp. 907-915
    • Geweke, J.1
  • 10
    • 0003410290 scopus 로고
    • Princeton University Press, Princeton, NJ
    • Hamilton, J.D., 1994. Time Series Analysis. Princeton University Press, Princeton, NJ.
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 14
    • 0001273817 scopus 로고
    • Aggregate mutual fund flows and security returns
    • Warther, V.A., 1995. Aggregate mutual fund flows and security returns. Journal of Financial Economics 39, 209-235.
    • (1995) Journal of Financial Economics , vol.39 , pp. 209-235
    • Warther, V.A.1
  • 15
    • 0009002805 scopus 로고    scopus 로고
    • Has the rise of mutual funds increased market instability?
    • Litan, R.E., Santomero, A.M. (Eds.). Brookings Institution Press, Washington, DC
    • Warther, V.A., 1998. in: Litan, R.E., Santomero, A.M. (Eds.), Has the rise of mutual funds increased market instability? Brookings-Wharton Papers on Financial Services. Brookings Institution Press, Washington, DC, pp. 239-280.
    • (1998) Brookings-Wharton Papers on Financial Services , pp. 239-280
    • Warther, V.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.