Insights
Proprietary market data and analysis
Quant Insights
Getting ready for an anomalous election
Although the 2024 US presidential election looks likely to be a re-run of the 2020 contest, it still meets the classic definition – irregular,...
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...
Economist Insights
BOJ closes the book on negative rates
Central banks were again front and center during the third week of March. Between March 18-21, the US Federal Reserve, European Central Bank, Bank...
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)...
Multimedia
Weekly fund flows highlights – 25th 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...
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.
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...