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Persistent link: https://www.econbiz.de/10011550915

Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio

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Mutual fund portfolio trading and investor flow

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Derivatives : valuation and risk management

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Mutual Fund Portfolio Trading and Investor Flow

Dubofsky, David A. - 2008

I estimate the extent to which mutual fund portfolio trading of securities is triggered by investor flows into and out of the funds, and find that this liquidity-induced portfolio trading activity is smaller than previously estimated by Edelen (1999). Estimates are obtained from a much larger...

Persistent link: https://www.econbiz.de/10014047465