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Estimating the dynamics of mutual fund alphas and betas
Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10003716154
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Mutual funds and information diffusion : the role of country-level governance
Lin, Chunmei; Massa, Massimo; Zhang, Hong - In: The review of financial studies 27 (2014) 11, pp. 3343-3387
Persistent link: https://www.econbiz.de/10010530176
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Mutual funds and information diffusion : the role of country-level governance
Lin, Chunmei; Massa, Massimo; Zhang, Hong - 2014
We hypothesize that poor country-level governance, which makes public information less reliable, induces fund managers to increase their use of semi-public information. Utilizing data from international mutual funds and stocks over the 2000-2009 period, we find that semi-public...
Persistent link: https://www.econbiz.de/10010370657
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The unexpected activeness of passive investors : a world-wide analysis of ETFs
Cheng, Si; Massa, Massimo; Zhang, Hong - 2017
Persistent link: https://www.econbiz.de/10011670902
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The unexpected activeness of passive investors : a worldwide analysis of ETFs
Cheng, Si; Massa, Massimo; Zhang, Hong - In: Review of asset pricing studies : RAPS 9 (2019) 2, pp. 296-355
Persistent link: https://www.econbiz.de/10012163336
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Data specialists and market efficiency
Massa, Massimo; Zhang, Hong; Zhou, Yijun - 2024
Persistent link: https://www.econbiz.de/10014548399
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Foreign institutional investors and corporate governance in emerging markets : evidence of a split-share structure reform in China
Huang, Wei; Zhu, Tao - In: The journal of corporate finance : contracting, … 32 (2015), pp. 312-326
Persistent link: https://www.econbiz.de/10011316475
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On the value relevance of analyst opinions and institutional shareholdings in China
Huang, Wei; Boateng, Agyenim - In: International journal of accounting and information … 24 (2016) 3, pp. 206-225
Persistent link: https://www.econbiz.de/10011616674
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When do they trade? : heterogeneous investors in China
Qiu, Jiayan; Huang, Wei; Jiang, Ying - In: Finance research letters 54 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472693
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Mutual Funds and Information Diffusion : The Role of Country-Level Governance
Lin, Melissa - 2014
We hypothesize that poor country-level governance, which makes public information less reliable, induces fund managers to increase their use of semi-public information. Utilizing data from international mutual funds and stocks over the 2000-2009 period, we find that semi-public...
Persistent link: https://www.econbiz.de/10013067539