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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… Click to show full abstract
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.
Keywords:
information sharing;
fund managers;
fund performance;
fund
Journal Title: Applied Economics Letters
Year Published: 2019
Link to full text (if available)
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Journal Title: Applied Economics Letters
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!