Open Access Download.pdf

seasonal-asset-allocation-evidence-from-mutual-fund-flows.pdf
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🔗 Source: cambridge.org
📊 Size: 448 KB
📄 Pages: 39 pages
⬇️ Downloads: 163

Summary

Researchers analyzed mutual fund flows, finding strong evidence of seasonality in investor risk aversion, with investors preferring safe funds in autumn and risky funds in spring, and this pattern is consistent across the US, Canada, and Australia, with $13 billion in outflows from equity funds in September alone.

Description

Researchers analyzed mutual fund flows, finding strong evidence of seasonality in investor risk aversion, with investors preferring safe funds in autumn and...

Technical Information

  • File Format: PDF
  • File Size: 448 KB
  • Pages: 39
  • Language: EN
  • Total Downloads: 163
  • Last Updated: 7 days ago

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