Imputing Mutual Fund Trades
The paper introduces a new method to estimate daily mutual fund trades in individual stocks using daily stock prices, returns, and quarterly fund holdings, showing high accuracy for larger trades.
Featured in No. 31 on 3 Jan 2024 · · 2 citations today
- Released
- 19 Aug 2023
- First featured
- No. 31 · 3 Jan 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4678139
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).