1. Business strategy, market power, and stock price crash risk: Evidence from China. (2022). Wahab, Salman ; Qayyum, Abdul ; Chen, Yingying ; Safi, Adnan.
   In: Risk Management.
   RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00080-9.

   Full description at Econpapers || Download paper

2. On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos.
   In: Risk Management.
   RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

   Full description at Econpapers || Download paper

3. Risk Analysis of China Stock Market During Economic Downturns–Based on GARCH-VaR and Wavelet Transformation Approaches. (2021). Tang, Zijie ; Li, Lei ; Cui, Yiwen.
   In: Asian Economic and Financial Review.
   RePEc:asi:aeafrj:2021:p:322-336.

   Full description at Econpapers || Download paper

4. Government R&D subsidies, information asymmetry, and the role of foreign investors: Evidence from a quasi-natural experiment on the shanghai-hong kong stock connect. (2020). Zhou, Zhao ; Hu, Die ; Wang, Yuandi ; Chen, YU.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309884.

   Full description at Econpapers || Download paper

5. Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping.
   In: Sustainability.
   RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501.

   Full description at Econpapers || Download paper

6. Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

   Full description at Econpapers || Download paper

1. Aggarwal, R., and R.P. Rao. 1990. Institutional ownership and distribution of equity returns. Financial Review 25 (2): 211–229.

2. Batten, J.A., and X.V. Vo. 2016. Bank risk shifting and diversification in an emerging market. Risk Management 18 (4): 217–235.

3. Bekaert, G., and G. Wu. 2000. Asymmetric volatility and risk in equity markets. Review of Financial Studies 13 (1): 1–42.

4. Ben-Rephael, A., S. Kandel, and A. Wohl. 2011. The price pressure of aggregate mutual fund flows. Journal of Financial and Quantitative Analysis 46 (02): 585–603.

5. Ben-Rephael, A., S. Kandel, and A. Wohl. 2012. Measuring investor sentiment with mutual fund flows. Journal of Financial Economics 104 (2): 363–382.

6. Bernanke, B. S. 1986. Alternative explanations of the money-income correlation. Paper presented at the Carnegie-Rochester conference series on public policy.

7. Blanchard, O.J., and D. Quah. 1989. The dynamic effects of aggregate demand and supply disturbances. The American Economic Review 79: 655–673.

8. Brown, K.C., W.V. Harlow, and L.T. Starks. 1996. Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry. The Journal of Finance 51 (1): 85–110.

9. Busse, J.A. 1999. Volatility timing in mutual funds: Evidence from daily returns. Review of Financial Studies 12 (5): 1009–1041.

10. Cai, W., J. Chen, J. Hong, and F. Jiang. 2017. Forecasting chinese stock market volatility with economic variables. Emerging Markets Finance and Trade 53 (3): 521–533.

11. Cao, C., E.C. Chang, and Y. Wang. 2008. An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility. Journal of Banking & Finance 32 (10): 2111–2123.

12. Cha, H.-J., and B.-S. Lee. 2001. The market demand curve for common stocks: Evidence from equity mutual fund flows. Journal of Financial and Quantitative Analysis 36: 195–220.

13. Cha, H.-J., and J. Kim. 2010. Stock returns and aggregate mutual fund flows: A system approach. Applied Financial Economics 20 (19): 1493–1498.

14. Cha, H., and Kim, J. 2005. Short and long run dynamic relations between security returns and mutual fund flows a system approach. Working paper, Department of Finance, College of Business, University of St. Thomas, St. Paul.
    Paper not yet in RePEc: Add citation now
    
15. Chen, D., C. Gan, and B. Hu. 2013. An empirical study of mutual funds performance in China. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2220323 .
    Paper not yet in RePEc: Add citation now
    

16. Chen, H.-H., and L.-H. Chen. 2017. An analysis of the investment concentration of equity mutual funds in China. Emerging Markets Finance and Trade 53 (3): 511–520.

17. Choi, H.-S., D. Ryu, and S. Seok. 2017. The turn-of-the-year effect in mutual fund flows. Risk Management 19 (2): 131–157.

18. Coval, J., and E. Stafford. 2007. Asset fire sales (and purchases) in equity markets. Journal of Financial Economics 86 (2): 479–512.

19. Díaz, A., G. García-Donato, and A. Mora-Valencia. 2017. Risk quantification in turmoil markets. Risk Management 19 (3): 202–224.

20. Daigler, R.T., and M.K. Wiley. 1999. The impact of trader type on the futures volatility-volume relation. The Journal of Finance 54 (6): 2297–2316.

21. Dennis, P.J., and D. Strickland. 2002. Who blinks in volatile markets, individuals or institutions? The Journal of Finance 57 (5): 1923–1949.

22. Edelen, R.M. 1999. Investor flows and the assessed performance of open-end mutual funds. Journal of Financial Economics 53 (3): 439–466.
    Paper not yet in RePEc: Add citation now
    
23. Edelen, R.M., and J.B. Warner. 2001. Aggregate price effects of institutional trading: A study of mutual fund flow and market returns. Journal of Financial Economics 59 (2): 195–220.
    Paper not yet in RePEc: Add citation now
    

24. Edwards, F.R., and X. Zhang. 1998. Mutual funds and stock and bond market stability. Berlin: Springer.

25. Elenjical, T., P. Mwangi, B. Panulo, and C.-S. Huang. 2016. A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. Risk Management 18 (2–3): 89–110.

26. Fama, E.F. 1965. The behavior of stock-market prices. The Journal of Business 38 (1): 34–105.
    Paper not yet in RePEc: Add citation now
    

27. Fang, C.-R., and S.-Y. You. 2014. The impact of oil price shocks on the large emerging countries’ stock prices: Evidence from China, India and Russia. International Review of Economics & Finance 29: 330–338.

28. Fant, L.F. 1999. Investment behavior of mutual fund shareholders: The evidence from aggregate fund flows. Journal of Financial Markets 2 (4): 391–402.

29. Feng, X., and K.C. Chan. 2016. Information advantage, short sales, and stock returns: Evidence from short selling reform in China. Economic Modelling 59: 131–142.

30. Ferreira, M.A., A. Keswani, A.F. Miguel, and S.B. Ramos. 2012. The flow-performance relationship around the world. Journal of Banking & Finance 36 (6): 1759–1780.

31. Ferson, W.E., and M.S. Kim. 2012. The factor structure of mutual fund flows. International Journal of Portfolio Analysis and Management 1 (2): 112–143.
    Paper not yet in RePEc: Add citation now
    

32. Fortune, P. 1998. Mutual funds, part II: Fund flows and security returns. New England Economic Review 3–22.

33. French, K.R., G.W. Schwert, and R.F. Stambaugh. 1987. Expected stock returns and volatility. Journal of Financial Economics 19 (1): 3–29.

34. Friesen, G.C., and T.R. Sapp. 2007. Mutual fund flows and investor returns: An empirical examination of fund investor timing ability. Journal of Banking & Finance 31 (9): 2796–2816.

35. Gang, J., and Z. Qian. 2016. Risk-adjusted performance of mutual funds: Evidence from China. Emerging Markets Finance and Trade 52 (9): 2056–2068.

36. Greene, J.T., C.W. Hodges, and D.A. Rakowski. 2007. Daily mutual fund flows and redemption policies. Journal of Banking & Finance 31 (12): 3822–3842.

37. Grier, P.C., and P.S. Albin. 1973. Nonrandom price changes in association with trading in large blocks. The Journal of Business 46 (3): 425–433.

38. Harris, L., and E. Gurel. 1986. Price and volume effects associated with changes in the S&P 500 list: New evidence for the existence of price pressures. The Journal of Finance 41 (4): 815–829.

39. Jank, S. 2012. Mutual fund flows, expected returns, and the real economy. Journal of Banking & Finance 36 (11): 3060–3070.

40. Jeon, B.N., L. Zhu, and D. Zheng. 2017. Exchange rate exposure and financial crises: Evidence from emerging Asian markets. Risk Management 19 (1): 53–71.

41. Jotikasthira, C., C. Lundblad, and T. Ramadorai. 2012. Asset fire sales and purchases and the international transmission of funding shocks. The Journal of Finance 67 (6): 2015–2050.

42. Kaniel, R., G. Saar, and S. Titman. 2008. Individual investor trading and stock returns. The Journal of Finance 63 (1): 273–310.

43. Kiymaz, H. 2015. A performance evaluation of Chinese mutual funds. International Journal of Emerging Markets 10 (4): 820–836.
    Paper not yet in RePEc: Add citation now
    
44. Kopsch, F., H.-S. Song, and M. Wilhelmsson. 2015. Determinants of mutual fund flows. Managerial Finance 41 (1): 10–25.
    Paper not yet in RePEc: Add citation now
    

45. Lee, B.-S. 1996. Time-series implications of aggregate dividend behavior. Review of Financial Studies 9 (2): 589–618.

46. Lee, B.S., M. Paek, Y. Ha, and K. Ko. 2015. The dynamics of market volatility, market return, and equity fund flow: International evidence. International Review of Economics & Finance 35: 214–227.

47. Lee, G., and J. Jeong. 2016. An investigation of global and regional integration of ASEAN economic community stock market: Dynamic risk decomposition approach. Emerging Markets Finance and Trade 52 (9): 2069–2086.

48. Li, Q., J. Yang, C. Hsiao, and Y.-J. Chang. 2005. The relationship between stock returns and volatility in international stock markets. Journal of Empirical Finance 12 (5): 650–665.

49. Li, S., L. Wei, and Z. Huang. 2016b. Value-at-risk forecasting of Chinese stock index and index future under jumps. Permanent Component, and Asymmetric Information, Emerging Markets Finance and Trade 52 (5): 1072–1091.
    Paper not yet in RePEc: Add citation now
    
50. Li, S.Z., H. Wang, and H. Zhao. 2016a. Jump Tail dependence in the Chinese stock market. Emerging Markets Finance and Trade 52 (10): 2379–2396.
    Paper not yet in RePEc: Add citation now
    

51. Liu, J., and C. Wu. 2017. Dynamic forecasting of financial distress: The hybrid use of incremental bagging and genetic algorithm—Empirical study of Chinese listed corporations. Risk Management 19 (1): 32–52.

52. Merton, R.C. 1980. On estimating the expected return on the market: An exploratory investigation. Journal of Financial Economics 8 (4): 323–361.

53. Moore, T., and P. Wang. 2014. Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets. International Review of Economics & Finance 29: 1–11.

54. Moula, F.E., C. Guotai, and M.Z. Abedin. 2017. Credit default prediction modeling: An application of support vector machine. Risk Management 19 (2): 158–187.

55. Narayan, P.K., S. Narayan, and K. Prabheesh. 2014. Stock returns, mutual fund flows and spillover shocks. Pacific-Basin Finance Journal 29: 146–162.

56. Oh, N.Y., and J.T. Parwada. 2007. Relations between mutual fund flows and stock market returns in Korea. Journal of International Financial Markets, Institutions and Money 17 (2): 140–151.

57. Pan, L., and V. Mishra. 2016. Stock market development and economic growth: Empirical evidence from China (No. 16-16). Monash University, Department of Economics.

58. Qureshi, F., A. M. Kutan, A. Ghafoor, and S. Qureshi. 2017a. Dynamics of mutual funds and stock markets in Asian developing economies.

59. Qureshi, F., A.M. Kutan, I. Ismail, and C.S. Gee. 2017b. Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. Emerging Markets Review 31: 176–192.

60. Qureshi, F., I. Ismail, and S. Gee Chan. 2016. Mutual funds and market performance: New evidence from ASEAN markets. Investment Analysts Journal. https://doi.org/10.1080/10293523.2016.1253137 .
    Paper not yet in RePEc: Add citation now
    

61. Rakowski, D. 2010. Fund flow volatility and performance. Journal of Financial & Quantitative Analysis 45 (1): 223–237.

62. Rakowski, D., and X. Wang. 2009. The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation. Journal of Banking & Finance 33 (11): 2102–2109.

63. Reilly, F.K. 1977. Institutions on trial: Not guilty! The Journal of Portfolio Management 3 (2): 5–10.
    Paper not yet in RePEc: Add citation now
    
64. Reilly, F.K., and J.M. Wachowicz Jr. 1979. How institutional trading reduces market volatility. The Journal of Portfolio Management 5 (2): 11–17.
    Paper not yet in RePEc: Add citation now
    

65. Remolona, E., P. Kleiman, and D. Gruenstein. 1997. Market returns and mutual fund flows. Economic Policy Review 3: 33–52.

66. Sias, R.W. 1996. Volatility and the institutional investor. Financial Analysts Journal 52: 13–20.
    Paper not yet in RePEc: Add citation now
    

67. Sims, C.A. 1980. Macroeconomics and reality. Econometrica: Journal of the Econometric Society 48: 1–48.

68. Sims, C.A. 1986. Are forecasting models usable for policy analysis? Quarterly Review(Win) 2: 2–16.

69. Sirri, E.R., and P. Tufano. 1998. Costly search and mutual fund flows. The Journal of Finance 53 (5): 1589–1622.

70. Thomas, A., L. Spataro, and N. Mathew. 2014. Pension funds and stock market volatility: An empirical analysis of oecd countries. Journal of Financial Stability 11: 92–103.

71. Vidal-García, J., M. Vidal, S. Boubaker, and G.S. Uddin. 2016. The short-term persistence of international mutual fund performance. Economic Modelling 52: 926–938.

72. Warther, V.A. 1995. Aggregate mutual fund flows and security returns. Journal of Financial Economics 39 (2): 209–235.
    Paper not yet in RePEc: Add citation now
    

73. Weng, Y.-C., and R. Wang. 2017. Do enhanced index funds truly have enhanced performance? Evidence from the Chinese market. Emerging Markets Finance and Trade 53 (4): 819–834.

74. Xue, W.-J., and L.-W. Zhang. 2017. Stock return autocorrelations and predictability in the chinese stock market—Evidence from threshold quantile autoregressive models. Economic Modelling 60: 391–401.

75. Yang, L., and W. Liu. 2017. Luck versus skill: Can Chinese funds beat the market? Emerging Markets Finance and Trade 53 (3): 629–643.

76. Zhang, Y., H. Luan, W. Shao, and Y. Xu. 2016. Managerial risk preference and its influencing factors: Analysis of large state-owned enterprises management personnel in China. Risk Management 18 (2–3): 135–158.

1. The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows. (2022). Sanchez-Jabba, Andres ; Gamboa-Estrada, Fredy.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1222.

   Full description at Econpapers || Download paper

2. Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

   Full description at Econpapers || Download paper

3. Invisible hand and helping hand: Private placement of public equity in China. (2020). He, Hua ; Gu, Ming ; Dong, Gang Nathan.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301640.

   Full description at Econpapers || Download paper

4. Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M.
   In: Risk Management.
   RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

   Full description at Econpapers || Download paper

5. The “Cubic Law of the Stock Returns” in emerging markets. (2018). Gu, Zhiye ; Ibragimov, Rustam.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:46:y:2018:i:c:p:182-190.

   Full description at Econpapers || Download paper

6. Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

   Full description at Econpapers || Download paper

7. Pension funds and stock market volatility: An empirical analysis of OECD countries. (2014). Thomas, Ashok ; Spataro, Luca ; Mathew, Nanditha.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:11:y:2014:i:c:p:92-103.

   Full description at Econpapers || Download paper

8. Market Behavior of Institutional Investors around Bankruptcy Announcements. (2014). Lepone, Andrew ; Frino, Alex ; Jones, Stewart ; Wong, Jin Boon.
   In: Journal of Business Finance & Accounting.
   RePEc:bla:jbfnac:v:41:y:2014:i:1-2:p:270-295.

   Full description at Econpapers || Download paper

9. Pension funds and Stock Market Volatility: An Empirical Analysis of OECD countries. (2013). Thomas, Ashok ; Spataro, Luca ; Mathew, Nanditha.
   In: Discussion Papers.
   RePEc:pie:dsedps:2013/162.

   Full description at Econpapers || Download paper

10. Corporate ownership characteristics and timeliness of remediation of internal control weaknesses. (2012). Marks, Barry R. ; Mitra, Santanu ; Hossain, Mahmud.
    In: Managerial Auditing Journal.
    RePEc:eme:majpps:v:27:y:2012:i:9:p:846-877.

    Full description at Econpapers || Download paper

11. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Wang, Steven Shuye ; Li, Wei.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

    Full description at Econpapers || Download paper

12. Bear Market Behavior of Institutional Investors in Sweden. (2009). de Ridder, Adri ; Burnie, David .
    In: American Journal of Business.
    RePEc:eme:ajbpps:v:24:y:2009:i:1:p:33-46.

    Full description at Econpapers || Download paper

13. Influence of disclosure and governance on risk of US financial services firms following Sarbanes-Oxley. (2008). Akhigbe, Aigbe ; Martin, Anna D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:10:p:2124-2135.

    Full description at Econpapers || Download paper

14. The empirical relationship between ownership characteristics and audit fees. (2007). Mitra, Santanu ; Hossain, Mahmud ; Deis, Donald .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285.

    Full description at Econpapers || Download paper

15. Binomial pricing of fixed-income securities for increasing and decreasing interest rate cases. (2006). Gandar, John M. ; Johnson, Stafford R. ; Zuber, Richard A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:14:p:1029-1046.

    Full description at Econpapers || Download paper

16. Stock preferences and derivative activities of Australian fund managers. (2004). Pinnuck, Matt .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:44:y:2004:i:1:p:97-120.

    Full description at Econpapers || Download paper

17. The information spillover between stock returns and institutional investors trading behavior in Taiwan. (2002). Yang, Jack J. W., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:11:y:2002:i:4:p:533-547.

    Full description at Econpapers || Download paper

18. THE EFFECT OF INSTITUTIONAL INTEREST ON THE INFORMATION CONTENT OF DIVIDEND-CHANGE ANNOUNCEMENTS. (1999). Rao, Ramesh ; Bathala, Chenchuramaiah T. ; Alangar, Sadhana .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:22:y:1999:i:4:p:429-448.

    Full description at Econpapers || Download paper

19. A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis. (1998). Tian, Yisong Sam .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:7:y:1998:i:3:p:315-330.

    Full description at Econpapers || Download paper

20. The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes. (1996). Below, Scott D. ; Stansell, Stanley R. ; Eakins, Stanley G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:5:y:1996:i:3:p:237-257.

    Full description at Econpapers || Download paper

21. SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS. (1993). Aggarwal, Raj.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:16:y:1993:i:3:p:209-220.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 09:41:19 || Missing content? Let us know