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Applied Economics Letters Volume 19, 2012 - Issue 2
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Original Articles

Investment strategies of institutional investors: evidence from Dutch flow-of-funds data

Leo de HaanEconomic Policy and Research, De Nederlandsche Bank, Amsterdam, The Netherlands
&
Jan KakesFinancial Stability, De Nederlandsche Bank, Amsterdam, The Netherlands
Pages 155-159 | Published online: 09 Jun 2011

References

  • Badrinath, S. G. , and Wahal, S. , 2002. Momentum trading by institutions , Journal of Finance 57 (2002), pp. 2449–78.
  • Bikker, J. , Broeders, D. , and de Dreu, J. , 2009. Stock market performance and pension fund investment policy: Rebalancing, free float or market timing? , International Journal of Central Banking 6 (2009), pp. 53–79.
  • http://www.aeaweb.org/forthcoming/output/accepted_AER.php Last accessed 25Apr2011. , Curcuru, S., Thomas, C., Warnock, F. and Wongswan, J. (forthcoming) US international equity investment and past and prospective returns, American Economic Review..
  • de Haan, L. , and Kakes, J. , forthcoming. Momentum or contrarian investment strategies: evidence from Dutch institutional investors , Journal of Banking and Finance (forthcoming). DOI: 10.1016/j.jbankfin.2011.01.027.
  • Grinblatt, M. , Titman, S. , and Wermers, R. , 1995. Momentum investment strategies, portfolio performance, and herding: a study of mutual fund behaviour , American Economic Review 85 (1995), pp. 1088–105.
  • Kakes, J. , 2008. Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005) , Applied Financial Economics Letters 4 (2008), pp. 29–33.
  • Love, I. , and Zicchino, L. , 2006. Financial development and dynamic investment behaviour: evidence from panel VAR , Quarterly Journal of Economics and Finance 46 (2006), pp. 190–210.
  • Odean, T. , 1998. Are investors reluctant to realize their losses? , Journal of Finance 53 (1998), pp. 1775–97.
  • Rubbaniy, G. , van Lelyveld, I. P. P. , and Verschoor, W. F. C. , 2010. Herd behaviour and trading of Dutch pension funds, Working Paper . Rotterdam: Erasmus School of Economics; 2010.

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