the dynamics between mutual funds flows and stock returns: empirical evidence from the turkey markets

Clicks: 158
ID: 238699
2011
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Emerging

Ranked #21 of 31 articles by views in geofluids

Most read Least read

Bar heights use a square-root scale.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Abstract
The aim of the study is searching the relationships existence and its directions between investment funds flow and earnings of market stock in Turkey for the period of 2001:4-2011:2. Specifically, we investigate the possibility of a causality mechanism through which mutual funds flows may affect stock returns and vice versa. Time series techniques used for searching this relationship between variances. Primarily to state stagnancy Phillips-Perron unit stem text techniques used, then to state the longer period relationships existence between variances Johansen- Juselius test techniques used. Because of variances are observed as integrated, by considering the possibility of existence at least there is a one way causality between variances, Granger causality test was made. As a result, findings show that there is a relationship between investment funds flow and earnings of market stock by the way there isn’t a causality relationship between investment funds flow and earnings of market stock.
Reference Key
burucu2011internationalthe Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Hümeyra BURUCU;Filiz YILDIZ CONTUK
Journal geofluids
Year 2011
DOI
DOI not found
URL
Keywords

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

No comments yet. Be the first to comment on this article.