Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective
By Ken FrootRajeev BhargavaState Street Associates
Apr 6, 2019
By Kenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa, and John S. Arabadjis. Published in the Journal of Portfolio Management, Summer 2014. Using an extensive array of institutional behavioral data across asset classes from State Street Associates, we find evidence that suggests market-wide sentiment varies with, and can even be forecasted by, broad aggregates across many indicators of institutional investor flows.
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