Equity style returns and institutional investor flows

Equity style returns and institutional investor flows

by Melvyn Teo

Part of Working paper / Division of Research, Harvard Business School -- 04-048

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This paper explores institutional investor trades in stocks grouped by style and the relationship of these trades with equity market returns. It aggregates transactions drawn from a large universe of approximately $6 trillion of institutional funds. To analyze style behavior, we assign equities to deciles in each of five style dimensions: size, value/growth, cyclical/defensive, sector, and country.

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