Fund investor cliques and flow sensitivity—evidence from China-Reference-Cited by-同舟云学术

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Fund investor cliques and flow sensitivity—evidence from China

Published:2023-12 Issue: Volume:58 Page:104463
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Guo Xueting,Ma Weichun,Liu Xiaotong^ORCID,Mo Yan^ORCID

Funder

Capital University of Economics and Business

Publisher

Elsevier BV

Subject

Finance

Reference21 articles.

1. Information networks: evidence from illegal insider trading tips;Ahern Kenneth;J. Financ. Econ.,2017

2. Underwriter networks investor attention, and initial public offerings;Bajo;J. Financ. Econ.,2016

3. A theory of fads, fashion, custom, and cultural change as information cascades;Bikhchandani;J. Political Econ.,1992

4. Network externalities in mutual funds;Blocher;J. Finance. Mark.,2016

5. Institutional investor cliques and governance;Crane a;J. Financ. Econ.,2019

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1. Is there more to asset price linkages in China than meets the eye: Cross-asset momentum and the role of hybrid funds;International Review of Financial Analysis;2024-10

2. Fund flow diversification: Implications for asset stability, fee-setting and performance;International Review of Financial Analysis;2024-10

3. Picking funds in China;Finance Research Letters;2024-09

4. Is style drift informative? Evidence from mutual funds in China;Finance Research Letters;2024-09

5. Mutual fund liquidity management and family affiliation;Finance Research Letters;2024-08

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