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Investment strategies of institutional investors: evidence from Dutch flow-of-funds data. (2012). Kakes, Jan ; de Haan, Leo.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:2:p:155-159.

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  1. Badrinath, S.G. ; Wahal, Sunil. (2002). Momentum Trading by Institutions. In: The Journal of Finance, 57 6 pp. 2449-2478.

  2. Kakes, Jan. (2008). Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002–2005). In: Applied Financial Economics Letters, 4 1 pp. 29-33.
    Paper not yet in RePEc: Add citation now

  3. Love, Inessa ; Zicchino, Lea. (2006). Financial development and dynamic investment behavior: Evidence from panel VAR. In: The Quarterly Review of Economics and Finance, 46 2 pp. 190-210.

  4. Odean, Terrance. (1998). Are Investors Reluctant to Realize Their Losses?. In: The Journal of Finance, 53 5 pp. 1775-1798.

  5. Rubbaniy G., 2010. Herd behaviour and trading of Dutch pension funds, Working Paper
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