Online Appendix for 'Common Fund Flows: Flow Hedging and Factor Pricing'
48 Pages Posted: 19 Nov 2020 Last revised: 1 Jun 2021
Date Written: May 31, 2021
This is the supplemental material to the paper titled "Common Fund Flows: Flow Hedging and Factor Pricing." It includes many useful and interesting additional empirical results. It also includes the detailed proofs for the theoretical results.
Keywords: Mutual fund flows, Factor models, Heterogeneous agents, Financial intermediaries, Price impact, Uncertainty.
JEL Classification: G11, G12, G23
Suggested Citation: Suggested Citation