Fund Managers’ Association Networks, Information Sharing and Fund Performance

Haifei Liu, Kai Liu, Dongxin Li and Yixuan Li

Applied Economics Letters, 2020, vol. 27, issue 10, 841-847

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.

Date: 2020
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DOI: 10.1080/13504851.2019.1646400

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