Replication data for: Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes
Principal Investigator(s): View help for Principal Investigator(s) Clemens Sialm; Laura Starks; Hanjiang Zhang
Version: View help for Version V1
Name | File Type | Size | Last Modified |
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Sialm_Starks_Zhang_Data | 10/12/2019 10:14:AM | ||
LICENSE.txt | text/plain | 14.6 KB | 10/12/2019 06:14:AM |
Project Citation:
Sialm, Clemens, Starks, Laura, and Zhang, Hanjiang. Replication data for: Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes. Nashville, TN: American Economic Association [publisher], 2015. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-12. https://doi.org/10.3886/E113357V1
Project Description
Summary:
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In this paper we compare changes in asset allocations between mutual funds held in defined contribution pension plans and funds held by other investors. We investigate how flows into equity and fixed income mutual funds depend on macroeconomic conditions. We find that defined contribution plans react more sensitively to these conditions, suggesting effects on mutual fund managers and other investors.
Scope of Project
JEL Classification:
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E44 Financial Markets and the Macroeconomy
G23 Pension Funds; Non-bank Financial Institutions; Financial Instruments; Institutional Investors
J26 Retirement; Retirement Policies
J32 Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions
E44 Financial Markets and the Macroeconomy
G23 Pension Funds; Non-bank Financial Institutions; Financial Instruments; Institutional Investors
J26 Retirement; Retirement Policies
J32 Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions
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