An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

Journal of Banking and Finance

Volumn 32, Issue 10, 2008, Pages 2111-2123

  Cao, Charles ^a,b   Chang, Eric C ^c   Wang, Ying ^d  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b CCFR   (China)

^c UNIVERSITY OF HONG KONG   (Hong Kong)

^d STATE UNIVERSITY OF NEW YORK   (United States)

Author keywords

Fund inflow and fund outflow; Market volatility; Mutual fund flow; Volatility timing

Indexed keywords

EID: 51349166324     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.12.035     Document Type: Article

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