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Fund Managers’ Association Networks, Information Sharing and Fund Performance

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  • Haifei Liu
  • Kai Liu
  • Dongxin Li
  • Yixuan Li

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.

Suggested Citation

  • Haifei Liu & Kai Liu & Dongxin Li & Yixuan Li, 2020. "Fund Managers’ Association Networks, Information Sharing and Fund Performance," Applied Economics Letters, Taylor & Francis Journals, vol. 27(10), pages 841-847, June.
    • Handle: RePEc:taf:apeclt:v:27:y:2020:i:10:p:841-847
    DOI: 10.1080/13504851.2019.1646400
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    Cited by:

    1. Lin, Junqin & Wang, Fan & Wei, Lijian, 2021. "Alumni social networks and hedge fund performance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    2. Liang Wang & Yuanfei Wang & Bixiao Li, 2023. "The influence of the social networks of fund managers on the herding behavior of SIFs in China," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.

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