Mutual Fund Flows and the Cross-Section of Stock Returns
碩士 === 國立臺北大學 === 企業管理學系 === 97 === This paper examines whether mutual fund flows influence stock returns. We use fund flows as a measure of individual sentiment to construct portfolios of high sentiment and low sentiment stocks. In order to investigate whether portfolio returns drift in the short-t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02054550977039162538 |