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DYNAMIC RELATIONSHIP BETWEEN MUTUAL FUND FLOWS AND RETURNS: EMPERICAL EVIDENCE FROM EU EQUITY FUNDS

O. Lemeshko

First published: 2017https://doi.org/10.5593/SGEMSOCIAL2017/HB11/S03.074View metrics

Abstract

The paper aims to investigate the existence of a positive feedback process between managed aggregate equity fund flows and equity fund excess returns in short-term and long-term period using monthly data from high- and middle-income EU economies for the time span from January 2000 to December 2016 and to perform subsequently international comparison of the obtained results with existing evidence from other regions or groups of advanced and emerging economies of the world.

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Title
DYNAMIC RELATIONSHIP BETWEEN MUTUAL FUND FLOWS AND RETURNS: EMPERICAL EVIDENCE FROM EU EQUITY FUNDS
Authors
O. Lemeshko
Proceedings
References: 4th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2017, www.sgemvienna.org, SGEM2017 Conference Proceedings, ISBN 978-619-7105-93-3 / ISSN 2367-5659, March 28-31, Book1, Vol.1, 597-604 pp, DOI:10.5593/SGE
Publisher
STEF92 Technology
Year
2017
Pages
597-604
SWS Citekey
Lemeshko20173597604
ISSN
2367-5659
ISBN
978-619-7105-93-3
Language
en
Publication type
Proceedings Paper
Keywords
managed equity fund flowsmanaged equity fund excess returnsGranger-causalityEUEU.
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