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Managers' Overseas Connections and Investment Preference:Evidence from China's Qualified Domestic Institutional Investor(QDII)

Tian Shu;Jiang Ping;  
This paper investigates whether overseas connections of managers of China qualified domestic institutional investors( QDII) would influence portfolio allocation of their funds or not. It shows that,after controlling various markets' attributes,QDII managers significantly prefer financial markets where they previously worked or became naturalized. Moreover,this preference towards these connected markets is not related to fundamentals,as such preference does not predict subsequent market performance. However,QDII funds in favour of connected markets can earn higher returns compared to their peers. This evidence may suggest that QDIIs' managers are able to exploit their information advantage in connected markets to reduce information asymmetry in their international portfolios and improve the performance of their funds.
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