What Does Equity Sector Orderflow Tell Us about the Economy?
收藏NBER2010-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16534
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资源简介：
Investors rebalance their portfolios as their views about expected returns and risk change. We use empirical measures of portfolio rebalancing to back out investors' views, specifically their views about the state of the economy. We show that aggregate portfolio rebalancing across equity sectors is
提供机构：
美国国家经济研究局
创建时间：
2010-11-01
