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Persistent link: https://www.econbiz.de/10010429325

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Hedging with futures : does anything beat the naïve hedging strategy?

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How mutual funds respond to asymmetric feedback trading in China's stock market

Wan, Die; Li, Yang; Yang, Xiaoguang - In: Journal of management science and engineering 9 (2024) 2, pp. 143-160

Previous studies show that individual investors play a dominant role in China's stock market. Their behavior of chasing-rise being stronger than killing-fall leads to asymmetry of feedback trading. Our article investigates how mutual funds react to this market force. Using China's stock and fund...

Persistent link: https://www.econbiz.de/10014631861

Heterogeneity of foreign investors and Knightian uncertainty : evidence from the Chinese capital market

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