Stock returns, mutual fund flows and spillover shocks

journal contribution

posted on 2014-09-01, 00:00 authored by Paresh Narayan, S Narayan, K Prabheesh

Stock returns, mutual fund flows and spillover shocks

History

Journal

Pacific-Basin finance journal

Volume

29

Pagination

146 - 162

Location

Amsterdam, The Netherlands

ISSN

0927-538X

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2014, Elsevier

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Keywords

financial crisis mutual funds flow spillover stock returns VAR model Social Sciences Business, Finance Business & Economics Mutual fund flows IMPULSE-RESPONSE ANALYSIS VOLATILITY SPILLOVERS MULTIVARIATE MODELS EQUITY MARKETS INVESTORS

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All Rights Reserved

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