Insights
Proprietary market data and analysis
Quant Insights
Ex-China Funds: A shooting star or a new constellation?
The debate among investors over China’s place in the emerging markets universe and the appropriate level of exposure to the world’s second-largest...
EPFR’s Sector Rotation Strategy: Taking a look from the bottom‑up
EPFR’s Sector Rotation Strategy is one of the staple macro strategies created in recent years by the data provider’s Quant Team. The signals...
AI Funds: On which frontiers?
As a catalyst for market optimism, artificial intelligence (AI) and the productivity gains it promises was arguably the runaway leader in 2023. The...
Economist Insights
Rising tide doesn’t lift SRI/ESG Funds
Record-setting flows into US Equity Funds ahead of the first “quadruple witching” of 2024 for futures and options contracts and February’s inflation...
Investors take stock in early March
Chase old market catalysts or wait for new ones? With the latest corporate earnings season winding down, China’s leadership laying out (some)...
What price peace and interest rate cuts?
The final week of February was marked by the second anniversary of Russia’s invasion of Ukraine, key US, European and Japanese equity indexes...
Multimedia
Weekly fund flows highlights – 11th March 2024
How has investor sentiment towards bond fund flows been affected by the positive non-farm payroll numbers and the creation of 275,000 new jobs...
Will Japan’s rising tide lift other boats in Asia?
Learn more about the current investor sentiment trends and fund flow data for Asia’s economic heavyweights in this 40-minute webinar.
Weekly fund flows highlights – 26th February 2024
How does investor sentiment towards equity funds this year compare to 2023, and what is the current sentiment towards bond funds? EPFR’s Fund...
Papers
EPFR Papers: Estimating asymmetric price impact
This paper studies the asymmetric price impacts mutual fund and ETF flows have on individual stocks in demand-based asset pricing.
A rising tide lifts some (Japanese) boats: The Bank of Japan’s ETF purchases and their impact on market signals for individual stocks
The Bank of Japan has been the pace-setter among central banks when it comes to purchasing non-government financial securities. It was the first...
Oil bonds still have fuel in the tank – but how long will it last?
Fixed income markets are abuzz about the spectacular demand for new green bonds. Flows into fixed income funds with socially responsible investing...