Insights
Proprietary market data and analysis
Quant Insights
For bond fund flows, green is gold
EPFR’s Vik Srimurthy uses our fund flows data to analyse the evolution of SRI/ESG funds (also called “green bonds”), and their...
Comfort with China exceeds $1 trillion
At the turn of the century, investing in China was viewed as a risky proposition. Foreign access to a notoriously volatile, retail-driven equity...
Energy funds in a time of war
This blog will examine the impact the conflict between Russia and Ukraine has had on global energy markets and the calls investors have made during...
Economist Insights
Riding the waves in liquidity funds
In the face of this uncertainty, and the unwillingness of major Western central banks to suspend the battle against inflation, investors continued...
Banking on the cavalry’s prompt arrival
The second week of March was dominated by the crumbling fortunes of large US regional banks and European major Credit Suisse. Although this...
Fed following data, investors running from it
The third month of 2023 started with investors pulling another $5 billion out of EPFR-tracked US Equity Funds, extending that group’s longest...
Multimedia
Weekly fund flows highlights – 27 March 2023
As March 2023 comes to a close, Steve Muzzlewhite shares the latest investor sentiment trends, focusing on equity funds, bond funds, money market,...
Market insights: An in-depth analysis of emerging markets in Asia
Russia’s invasion of Ukraine shifted investor sentiment towards China, India and other APAC emerging markets in 2022. Are they keeping momentum this...
Market insights: Investor sentiment following SVB’s collapse
A week after Silicon Valley Bank’s collapse, we use EPFR Fund Flows and Allocations data to measure the real impact on investor...
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...