Why Are Mutual Fund Flow and Market Returns Related? Evidence from High-frequency Data

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

1990 • 2,212 citations

The portfolio flows of international investors

2001 • 966 citations

The Behavior of Stock Prices Around Institutional Trades

1995 • 791 citations

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1999 • 778 citations

Aggregate mutual fund flows and security returns

1995 • 770 citations

Institutional trades and intraday stock price behavior

1993 • 652 citations

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

1996 • 645 citations

Information, Trade, and Derivative Securities: Table 1

1996 • 193 citations

Index Funds and Stock Market Growth*

2003 • 145 citations

Has the Rise of Mutual Funds Increased Market Instability

1997 • 23 citations