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논문검색

Who Mimics Whom in the Mutual Fund Market? Evidence from the Korean Mutual Fund Market

초록

영어

Motivated by theoretical analysis and unique Korean mutual fund market data, this paper provides new evidence of herding between individual investors and institutional investors in the mutual fund market along with related issues of risk aversion, dynamic investment strategies, cumulative performance, and the business cycle effect on herding. We find that individual mutual fund investors follow institutional mutual fund investors more than individual direct investors do in the direct investment market. We also find that individual mutual fund investors are more risk averse than other investor groups, and their herding behavior is pro-cyclical.

목차

Abstract
 1. Introduction
 2. Economic Model of Herding Behavior between Individual and Institutional Mutual Fund Investors
 3. Korean Mutual Fund Market’s Unique Data
 4. Herding between Individual and Institutional Investors
  4.1 Comparison between mutual fund investors’ herding and direct equity investors’ herding
  4.2 Who takes the opposite side of herding groups?
 5. Further Discussions
  5.1 Performance of different investor groups
  5.2 The effect of business cycles
 6. Concluding Remarks
 References
 Appendix
 Table

저자정보

  • Sei-Wan Kim Department of Economics, Ewha Womans University, Seoul, Korea
  • Young-Min Kim Korea Financial Investment Association, Seoul, Korea
  • Bong-Soo Lee Department of Finance, College of Business, Florida State University

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