Liu, Kai, et al. “Fund Managers’ Association Networks, Information Sharing and Fund Performance”. Applied Economics Letters, vol. 27, no. 10, 2020, pp. 841-7, https://doi.org/10.1080/13504851.2019.1646400.

Genre

  • Journal Article
Contributors
Author: Liu, Kai
Author: Liu, Haifei
Author: Li, Yixuan
Author: Li, Dongxin
Date Issued
2020
Date Published Online
2020-06-06
Abstract

This article studied the social network of fund managers based on their historical working relationships, and investigated how these relations influenced their information sharing as well as the fund performance. We found that (i) An investment portfolio with a high degree of information sharing had a high average return and Sharpe ratio. (ii) Fund managers' degree of centrality in social networks had a significant positive effect on their information sharing and trading behaviours.

Language

  • English
Page range
841-847
Host Title
Applied Economics Letters
Host Abbreviated Title
Applied Economics Letters
Volume
27
Issue
10
ISSN
1350-4851
1466-4291