Authors
Andreas Schrimpf, Ilhyock Shim, Hyun Song Shin
Publication date
2021/3/17
Journal
Available at SSRN 3799868
Description
Investor redemptions are one factor behind asset sales by open-ended mutual funds, but an important additional factor is the selling due to the funds' liquidity management.
Total citations
Scholar articles
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020
A Schrimpf, I Shim, HS Shin - Available at SSRN 3799868, 2021