in Total Papers Downloads
in Total Papers Citations
mutual funds, flows, investor sentiment, return predictability, stocks
mutual funds, flows, returns, price pressure, price impact
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id648041.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Variance ratio, mean reversion, persistence
File name: SSRN-id641182.
Consumption, portfolio, habit-formation, mean reversion
portfolio choice, mean reversion, anticipation
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.810 seconds