BibTex RIS Cite

Mutual Fund Flows and Benchmark Portfolio Returns

Year 2017, Volume: 7 Issue: 2, 236 - 242, 01.06.2017

Abstract

We examine trading caused by net flows to mutual funds invested at the Oslo Stock Exchange. Our results show that trading by index-linked mutual funds and actively managed funds are correlated with returns on different segments of the stock exchange. Neither investor sentiment, nor feedback trading explain this correlation. We argue that information cannot explain the results. Hence, we provide evidence that changes in demand matters for stock prices.

Year 2017, Volume: 7 Issue: 2, 236 - 242, 01.06.2017

Abstract

There are 0 citations in total.

Details

Other ID JA68ZE89ER
Journal Section Research Article
Authors

Joakim Kvamvold This is me

Publication Date June 1, 2017
Published in Issue Year 2017 Volume: 7 Issue: 2

Cite

APA Kvamvold, J. (2017). Mutual Fund Flows and Benchmark Portfolio Returns. International Journal of Economics and Financial Issues, 7(2), 236-242.
AMA Kvamvold J. Mutual Fund Flows and Benchmark Portfolio Returns. IJEFI. June 2017;7(2):236-242.
Chicago Kvamvold, Joakim. “Mutual Fund Flows and Benchmark Portfolio Returns”. International Journal of Economics and Financial Issues 7, no. 2 (June 2017): 236-42.
EndNote Kvamvold J (June 1, 2017) Mutual Fund Flows and Benchmark Portfolio Returns. International Journal of Economics and Financial Issues 7 2 236–242.
IEEE J. Kvamvold, “Mutual Fund Flows and Benchmark Portfolio Returns”, IJEFI, vol. 7, no. 2, pp. 236–242, 2017.
ISNAD Kvamvold, Joakim. “Mutual Fund Flows and Benchmark Portfolio Returns”. International Journal of Economics and Financial Issues 7/2 (June 2017), 236-242.
JAMA Kvamvold J. Mutual Fund Flows and Benchmark Portfolio Returns. IJEFI. 2017;7:236–242.
MLA Kvamvold, Joakim. “Mutual Fund Flows and Benchmark Portfolio Returns”. International Journal of Economics and Financial Issues, vol. 7, no. 2, 2017, pp. 236-42.
Vancouver Kvamvold J. Mutual Fund Flows and Benchmark Portfolio Returns. IJEFI. 2017;7(2):236-42.