This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Style analysis of Chinese funds

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Gao Zhangpeng
Shahidur Rahman
Abstract

This study investigates the investment styles of Chinese funds. The index-based multi-factor model is introduced, allowing the asset allocation to bond assets. The evidence shows herding behaviour among funds. It is found that Chinese funds strongly prefer large-cap stocks and slightly prefer growth stocks. This is explained by the low liquidity risk and earning stability associated with this kind of investment strategy. Further study discovers that fund managers who invest in growth stocks as a group show superior stock selection ability than those managers who invest in value stocks.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://taylorandfrancis.metapress.com/link.asp?target=contribution&id=K126026353115285
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics Letters.

Volume (Year): 1 (2005)
Issue (Month): 3 (May)
Pages: 165-168
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:taf:apfelt:v:1:y:2005:i:3:p:165-168

Contact details of provider:
Web page: http://www.tandf.co.uk/journals/titles/17446546.asp

Order Information:
Web: http://www.tandf.co.uk/journals/titles/17446546.asp

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Cai, Jun & Chan, K C & Yamada, Takeshi, 1997. "The Performance of Japanese Mutual Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(2), pages 237-73.
Full references

Statistics
Access and download statistics

Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 150000 papers.

This page was last updated on 2008-10-31.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.