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An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

Charles Cao, Eric Chieh C. Chang, Ying Wang
Year2008
VenueJournal of Banking & Finance
Typearticle
Citations112
DOI10.1016/j.jbankfin.2007.12.035
OpenAlexW2049804533

Topics

Financial Markets and Investment StrategiesVolatility (finance)EconomicsInflowVolatility risk premiumVolatility smile