We investigate the flow-performance relationship by the lens of the investor preferences,
applying a mutual fund dataset with an investment objective focused over European and US …

In this paper we provide a comprehensive analysis of the performance of US SRI mutual
funds as well as its relation to the flow of new money that those funds experience in the …

Despite the growth in the supply of socially responsible investment products, the weight of
environmental, social and governance (ESG) factors in the decisions of mutual fund …

The lagged effects in cross-lagged panel models (CLPM) depend on the time interval
between repeated measures (Kuiper & Ryan, 2018), usually becoming undetectable at …

This paper explores inflows and outflows patterns in retail equity mutual funds related to past
and future performance derived from detailed monthly security-level holdings of funds in the …

This research studies the Mutual Funds Puzzle from the viewpoint of an economic agent that
satisfies the von Neumann-Morgenstern preference relation. We postulate that the …

This study examines if mutual fund flow information can be exploited as a predictor for future
fund performance, and if an economically profitable trading strategy can be executed. My …

How carbon risk exposure affects fund vulnerability is an important and unexplored topic. On
this basis, I explore the impact of the carbon risk exposure of funds on their vulnerability. I …

Abstract Oil and Natural Gas markets are integrated with equity markets over time. While the
integration characteristics vary between type, direction, and magnitude, this persistent …

We reconcile investor locations with legal domiciles for a large sample of mutual funds from
different countries. In general, legal domiciles provide reasonable proxies for investor …