This paper examines the presence of herd formation in Chinese markets using both
individual firm-and sector-level data. We analyze the behavior of return dispersions during …

This paper documents significant abnormal profits for industry momentum strategies in
Chinese stock markets. Industry momentum remains profitable even after controlling for lead …

Time-series and panel data are used to provide empirical evidence on technical and
fundamental trading in the Chinese stock market. An econometric model is used to …

This paper discusses the connection between public equity fund characteristics and
performance reactions to COVID-19 using data over 1300 equity funds across 105 Chinese …

Purpose The purpose of this paper is to examine the following research question in partner
selection decisions in business-to-business strategic partnerships/collaborations literature …

This paper investigates the structural changes of volatility spillovers between Chinese A-
share and B-share markets induced by a regulation change on February 19, 2001, that …

This study presents empirical evidence related to futures pricing for the SGX FTSE Xinhua
China A50 and HKEx H-share index futures markets. First, whether the costof-carry model …

In this article, we evaluate the performance of mutual funds in China between 2006 and
2014. We first estimate time-varying abnormal returns of each mutual fund using an active …

This study examines the relationship between the investment concentration and
performance of equity mutual funds in China. The analysis of stock-picking abilities indicates …

The objective of this research was to apply a bootstrap statistical analysis to examine the
performance of mutual funds in China. This study used a sample of 434 open-end domestic …