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- W3203079705 abstract "This paper analyzes Chinese mutual fund managers’ ability to time aggregate market confidence in China’s securities market. To measure aggregate market confidence in the Chinese market, we construct a Composite Investor Confidence Index (CICI) based on investor confidence surveys from institutional and individual investors. The study finds that managers successfully shift their fund exposure relative to shifts in the aggregate confidence level in the market. Additional analysis shows that top confidence timers outperform bottom confidence timers by more than 4% per year. The study also finds that mutual funds possessing confidence timing ability tend to be younger funds that are larger in size and have higher expense ratios. Our findings remain robust after controlling for market, liquidity and volatility timing, as well as confidence reaction." @default.
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- W3203079705 date "2021-11-01" @default.
- W3203079705 modified "2023-09-27" @default.
- W3203079705 title "Timing market confidence in the Chinese domestic security market" @default.
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- W3203079705 doi "https://doi.org/10.1016/j.qref.2021.09.002" @default.
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