Essays about: "Mutual Fund Flow"

Showing result 1 - 5 of 15 essays containing the words Mutual Fund Flow.

  1. 1. Smart Money and Mutual Fund Family

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Zachary Matteucci; [2022]
    Keywords : Mutual Fund; Mutual Fund Family; Smart Money; Dumb Money; Mutual Fund Flow;

    Abstract : This paper studies the smart money effect within mutual fund families by looking at monthly US equity open-ended mutual fund data between 2011 and 2019. Investors' money is said to be smart when it is able to predict future performance. READ MORE

  3. 2. The Momentum Premium: An Intermediary Asset Pricing Perspective

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Simon Eliasson; David Öhlund; [2021]
    Keywords : Momentum; Intermediary Asset Pricing; Time-Varying Risk;

    Abstract : We attempt to explain the momentum premium using time-varying risk under the frictions of financial intermediation. Our conditional CAPM model reveals positive covariation between momentum's beta and the expected market risk premium. READ MORE

  4. 3. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Larsson; Jacob Wergeland; [2020-07-08]
    Keywords : market efficiency; Hurst exponent; mutual fund flow; passive investments;

    Abstract : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. READ MORE

  5. 4. The role of media reported weather shocks on mutualfund capital flow : A comparison of socially responsible- and conventional funds

    University essay from Umeå universitet/Företagsekonomi

    Author : Bizuayehu Tefera; [2020]
    Keywords : Capital flow; Weather shocks; Socially responsible investment;

    Abstract : Identifying factors that affect the flow of mutual fund capital and betweenmutualfund types hasthe potential, among others,to relief fund management and investors from unnecessary administrative costs. This study investigated the role media reported weather shocks have on socially responsible and conventional mutual trust funds’capital flow. READ MORE

  6. 5. Carbon Risk and Swedish Mutual Funds

    University essay from Stockholms universitet/Nationalekonomiska institutionen

    Author : Edward Lindén; Kasper Nilson; [2020]
    Keywords : Carbon Risk; Carbon Risk Score; Swedish Mutual Funds; Green Investments; Sustainable Investments; Greenwashing;

    Abstract : This paper analyzes sustainable investments of Swedish mutual funds. Morningstar’s CarbonRisk Score (CRS) - funds exposure to a future of low-carbon economy - is analysed in termsof returns, management fees and flows. The CRS measure was introduced March 2018 with ahistorical series from March 2017, without the market being aware. READ MORE