Insights
Proprietary market data and analysis
Quant Insights
Putting a premium on T+0.5 data
In this Quants Corner, we demonstrate that Premium Daily Flows data can be harnessed through quantitative analysis and modeling to deliver strong...
Off the wires: 7 meme stocks to buy before they soar to new heights in 2023
In this Off the Wire, we explore how EPFR’s Stock Flow and Allocation data can provide valuable insights into investor sentiments surrounding meme...
Off the wires: Banks get another credit downgrade and stocks drop
Where, and at what costs, are US banks going to secure the funds they need to operate? Who will they lend to? What about their exposure to real...
Economist Insights
Interest rates and investor sentiment on hold
Investors hoping for the p-word got one during the third week of September. But it was ‘plateau’, rather than ‘pivot’, as the Bank of England and US...
Another turn of the screw in Europe
The question of when major central banks will declare victory in their battles against inflation or, in the case of China, misallocation of credit...
Keeping the powder dry in early September
The first week of September saw EPFR-tracked Money Market Funds absorb over $65 billion as investors waited to see which way interest rate winds are...
Multimedia
EPFR Exchange Podcast – Japan Equities: From a dark to sunlit investment trap, feat. Pictet Asset Management Jon Withaar
In this episode, Research Associate Kirsten Longbottom and Director of Research Cameron Brandt invite Pictet Asset Management’s Senior...
Weekly fund flows highlights – 25th September 2023
How is investor sentiment reacting to the latest moves made by the US Federal Reserve and the European Central Bank? Steve Muzzlewhite, EPFR’s...
EPFR Exchange Podcast – The pros and cons of Emerging Markets featuring NFJ’s R. Burns McKinney
Co-hosts Kirsten Longbottom and Cameron Brandt invited R. Burns McKinney, Managing Director and Senior Portfolio Manager/Analyst at NFJ Investment...
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...