Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China-Reference-Cited by-同舟云学术

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Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China

Published:2019-09-16 Issue:3 Volume:60 Page:2811-2841
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Account Finance

Author:

Li Lu¹²,Li Yang¹^ORCID,Wang Xueding³,Xiao Tusheng⁴

Affiliation:

1. School of Economics and Finance Shanghai International Studies University Shanghai China

2. China Hedge Fund Research Center Shanghai Advanced Institute of Finance Shanghai Jiao Tong University Shanghai China

3. School of Accountancy Shanghai University of Finance and Economics Shanghai China

4. School of Accountancy Central University of Finance and Economics Beijing China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.12537

Reference39 articles.

1. Measuring risk in the hedge fund sector;Adrian T.;Current Issues in Economics and Finance,2007

2. The role of hedge funds as primary lenders

3. Connected Stocks

4. Mutual Fund Flows and Performance in Rational Markets

5. Hedge Fund Contagion and Liquidity Shocks

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