Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns
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More about this item
Keywords
capital flow; mutual funds; ownership structure; skewness;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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