This study investigates Chinese equity mutual funds’ performances while holding those that are well behaved in financial disclosure (transparent) companies, so-called peace of mind investing. This study uses detailed semi-annual data on mutual funds from 2011 to 2020, and finds that holding...

The stock market is vulnerable to the impact of systemic events. We use new event analysis, quantile regression methods by dividing trade friction events into "friction events" and "mitigation events" to study the impact of Sino-US trade friction on the stability of China's stock market. We find...