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Stock returns, mutual fund flows and spillover shocks

Narayan, Paresh, Narayan, Seema and Prabheesh, K. P. 2014, Stock returns, mutual fund flows and spillover shocks, Pacific-Basin finance journal, vol. 29, pp. 146-162, doi: 10.1016/j.pacfin.2014.03.007.

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Title Stock returns, mutual fund flows and spillover shocks
Author(s) Narayan, Paresh
Narayan, Seema
Prabheesh, K. P.
Journal name Pacific-Basin finance journal
Volume number 29
Start page 146
End page 162
Total pages 17
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2014-09
ISSN 0927-538X
Keyword(s) financial crisis
mutual funds flow
spillover
stock returns
VAR model
Language eng
DOI 10.1016/j.pacfin.2014.03.007
Field of Research 150202 Financial Econometrics
Socio Economic Objective 900102 Investment Services (excl. Superannuation)
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2014, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30064484

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Fri, 13 Jun 2014, 11:57:37 EST by Gloria Stevenson

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