Insights
Proprietary market data and analysis
Quant Insights
Off the wires: Muni junk bond king John Miller to retire
In this blog, EPFR’s Kirsten Longbottom and Steven Xinlei Shen expand on a recent WSJ article, Muni Junk Bond King John Miller to Retire.
Off the wires: Bank turmoil is paving the way for even bigger ‘shadow banks’
Turmoil in the US banking industry has persisted into the second quarter, with interest rate hikes, skittish depositors and the scramble for tighter...
Off the wires: Investors bet on shrinking pool of tech stocks as rally narrows
Year-to-date the American S&P 500 index has rallied by over 7.5%. However, with a large proportion of these gains driven by just seven...
Economist Insights
Opening the door to another leg up?
The final week of May ended with US lawmakers voting to lift the country’s debt ceiling, markets assigning a one-in-three chance that the Federal...
Debt ceiling no obstacle for US Bond Funds
Amidst increasingly stark warnings of economic chaos if the current standoff over the US federal debt ceiling is not resolved, EPFR-tracked US Bond...
The best defense is a good Chinese economy
Worries about the impact a two-pronged credit squeeze, driven by quantitative tightening and the pressure on regional bank loan books, will have on...
Multimedia
Weekly fund flows highlights – 29th May 2023
Join EPFR’s Research Associate, Kirsten Longbottom, for the weekly Fund Flow highlights focusing on Sector Funds as May 2023 comes to a close....
Weekly fund flows highlights – 22nd May 2023
Our EPFR Fund Flows and Allocations data reveals money is flowing out of “Risk Assets” and into Money Market Funds and Gold Funds. Join...
Market Insights: Retail flows
During this session, Quantitative Analyst Azalea Micottis showed how EPFR’s fund flows data can work with retail flows to uncover key insights for...
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...