What influences portfolio contagion among open-end mutual funds?
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DOI: 10.1016/j.frl.2018.06.011
Abstract: Abstract This paper investigates the time-varying impacts of macroeconomic factors on portfolio contagion. Mining and using overlapping portfolio data covering more than 600 open-end mutual funds and 1900 stocks in China's stock market from 2007… read more here.
Keywords: portfolio contagion; open end; portfolio; end mutual ... See more keywords