Articles by Author: Min Hsien Chiang

Search results for Min Hsien Chiang

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  1. Do mutual fund flows drive the disposition behaviour of fund managers?

    Do mutual fund flows drive the disposition behaviour of fund managers?

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study examines the relationship between fund flows and the disposition behaviour of fund managers. During our sample period of 1996–2014, we find that the disposition biases of fund managers are significantly and negatively correlated with unexpected fund flows but...
  2. Analysis of price discovery and non-linear dynamics between volatility index and volatility index futures

    Analysis of price discovery and non-linear dynamics between volatility index and volatility index futures

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study utilises a smooth transition vector error correction model with a Generalised AutoRegressive Conditional Heteroskedasticity GARCH model to investigate the price-discovery and non-linear dynamics at different times when a deviation occurs in the co-movement equilibrium between the spot volatility...