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Searched for: [ Keywords: "Fund Flows" ] clear all
Journal Article
Funds Flows and Returns: The Case of the Australian Equity ETFs
by Gerasimos G. Rompotis
Abstract
The relation between fund flows and returns in the Australian ETF industry is assessed in this study. Daily data from 43 equity ETFs over the period 2019-2023 are used. The main research objective is to accentuate whether past returns can predict future fund flows and in what way and vice versa. According to the results of the applied regression analysis, past flows and past re [...] Read more