Equity Style Returns and Institutional Investor Flows
This paper explores institutional investor trades in stocks grouped by style and the relationship of these trades with equity market returns. It aggregates transactions drawn from a large universe of approximately $6 trillion of institutional funds. To analyze style behavior, we assign equities to d...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2004
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6210 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7209/viewcontent/w10355.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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