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@inproceedings{1397344,
author = {Lemeshko, Oleksandra},
address = {Vienna},
booktitle = {4th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2017},
doi = {http://dx.doi.org/10.5593/SGEMSOCIAL2017/HB11/S03.074},
editor = {SGEM},
keywords = {managed equity fund flows; managed equity fund excess returns; Granger-causality; EU},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Vienna},
isbn = {978-619-7105-93-3},
pages = {597-604},
publisher = {SGEM},
title = {Dynamic relationship between mutual fund flows and returns: Empirical evidence from EU equity funds},
year = {2017}
}
TY - JOUR
ID - 1397344
AU - Lemeshko, Oleksandra
PY - 2017
TI - Dynamic relationship between mutual fund flows and returns: Empirical evidence from EU equity funds
PB - SGEM
CY - Vienna
SN - 9786197105933
KW - managed equity fund flows
KW - managed equity fund excess returns
KW - Granger-causality
KW - EU
N2 - The paper aims to investigate the existence of a positive feedback process between managed aggregate equity fund flows and equity fund excess returns in short-term and long-term period using monthly data from high- and middle-income EU economies for the time span from January 2000 to December 2016 and to perform subsequently international comparison of the obtained results with existing evidence from other regions or groups of advanced and emerging economies of the world.
ER -
LEMESHKO, Oleksandra. Dynamic relationship between mutual fund flows and returns: Empirical evidence from EU equity funds. In SGEM. \textit{4th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2017}. Vienna: SGEM, 2017, s.~597-604. ISBN~978-619-7105-93-3. Dostupné z: https://dx.doi.org/10.5593/SGEMSOCIAL2017/HB11/S03.074.
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