Structural VAR approach to mutual fund cash flows : net flows, inflows, and outflows
Yeonjeong Ha (Department of Economics, Pusan National University), Bong Soo Lee (College of Business, Florida State University), Miyoun Paek (Department of Business Administration, Pusan National University), Kwangsoo Ko (Department of Business Administration, Pusan National University)
| Year of publication: |
February 2015
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|---|---|
| Authors: | Ha, Yeonjeong ; Lee, Bong-soo ; Paek, Miyoun ; Ko, Kwangsoo |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 1, p. 59-87
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| Subject: | Mutual fund cash flows | Structural VAR approach | Volatility timing | Disposition effect | Investmentfonds | Investment Fund | Cash Flow | Cash flow | VAR-Modell | VAR model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schock | Shock | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Kapitalflussrechnung | Cash flow statement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011458876