IDEAS home Printed from https://ideas.repec.org/a/taf/apeclt/v27y2020i10p841-847.html
   My bibliography  Save this article

Fund Managers’ Association Networks, Information Sharing and Fund Performance

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/13504851.2019.1646400
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/13504851.2019.1646400?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.
    3. Yi, Li & Xiao, Li & Liao, Yinkai, 2024. "Network centrality, style drift, and mutual fund performance," Research in International Business and Finance, Elsevier, vol. 70(PA).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:27:y:2020:i:10:p:841-847. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.