CROSS ASSET INFORMATION SYNERGY IN MUTUAL FUND FAMILIES

Add to your list(s) Download to your calendar using vCal

• Jennie Bai, Associate Professor, Georgetown University
• Tuesday 08 October 2019, 12:00-14:00
• KH107, Cambridge Judge Business School.

If you have a question about this talk, please contact Emily Brown.

Despite common wisdom that equities and bonds are segmented, the organisation structure of fund families can offset frictions regarding asset market segmentation. We find that actively managed equity funds and corporate bond funds linked within a mutual fund family exhibit a significant comovement in holdings of commonly held firms’ equities and bonds, and such comovement is driven by information sharing. Synthesising cross asset information can predict future equity returns and create profits for investors, in particular, mutual fund families. Our findings accentuates the importance of collaboration between equity funds and bond funds within fund families.

This talk is part of the Finance Seminars, CJBS series.

This talk is included in these lists:

• Finance Seminars, CJBS
• KH107, Cambridge Judge Business School

Note that ex-directory lists are not shown.