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What is Mutual Fund Flow and Market Volatility about?

This study examines the relationship between daily aggregate mutual fund flows and three measures of market return volatility using data from February 1998 to December 2000. The authors find that overall fund inflows are negatively correlated with market volatility, while fund outflows are positively correlated. This suggests that fund inflows may incorporate informative trades that help prices adjust, while outflows contain less information and could increase volatility through uninformed trades. The resul

Author

Bhavya_patibandla

Language

EN