Which Factors Matter to Investors? Evidence from Mutual Fund Flows

By Brad M. Barber, Xing Huang, Terrance Odean. 2016

405 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2b06c82385cf5f5cd75d3abcd5c3726f6c1cb875

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. David T. Ng
2. Hao Jiang
3. Itay Goldstein
4. Xavier Vives
5. Bengt R. Holmstrom
6. Alex Edmans
7. Thierry Foucault
8. Amil Dasgupta

In Economics and Econometrics

1. Hao Jiang
2. David T. Ng
3. Itay Goldstein
4. Xavier Vives
5. Bengt R. Holmstrom
6. Alex Edmans
7. Amil Dasgupta

In Finance

1. David T. Ng
2. Hao Jiang
3. Itay Goldstein
4. Xavier Vives
5. Alex Edmans
6. Bengt R. Holmstrom
7. Thierry Foucault
8. Liyan Yang

Citations in the corpus

• Investor Flows and Fragility in Corporate Bond Funds (2017, background): “…of studies find that alpha from the Capital Asset Pricing Model (CAPM) drives flows into and out of equity mutual funds, and the explanatory power of CAPM alpha for fund flows is higher than alternative, multifactor models (see Berk and Van Binsbergen, 2016 ; Barber, Huang, and Odean, 2016 ).”