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Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note

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  • Jacquelyn E. Humphrey
  • Karen L. Benson
  • Timothy J. Brailsford

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  • Jacquelyn E. Humphrey & Karen L. Benson & Timothy J. Brailsford, 2013. "Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note," Abacus, Accounting Foundation, University of Sydney, vol. 49(1), pages 34-45, March.
    • Handle: RePEc:bla:abacus:v:49:y:2013:i:1:p:34-45
    DOI: 10.1111/abac.2013.49.issue-1
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    Cited by:

    1. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
    2. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    3. Fang, Dawei & Holmen, Martin & Mavruk, Taylan, 2021. "Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings," International Review of Financial Analysis, Elsevier, vol. 77(C).

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