Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective
By Rajeev Bhargava, Ken Froot, State Street Associates
Jun 1, 2014

By Kenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa, and John S. Arabadjis.

Published in the Journal of Portfolio Management, Summer 2014.

Using an extensive array of institutional behavioral data across asset classes from State Street Associates, we find evidence that suggests market-wide sentiment varies with, and can even be forecasted by, broad aggregates across many indicators of institutional investor flows.

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