Relationship between Volatility & Asset Managers
Throwing an idea out there... I feel like mom & pop investors typically withdraw funds from traditional asset managers that hold the majority of AUM in mutual funds when market volatility/fear is high.
Would deriving a correlation coefficient between VIX and average AUM flow of funds be a feasible way of testing this?
Are there better methods of gauging market sentiment than the VIX?
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bump
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