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Paper / 2026SMQ / 181304755216263

The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States

Fei Ren / Miao-Miao Yi / Xiang Gao / Zhang-Hangjian Chen

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The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States

Paper2026

by Fei Ren, Miao-Miao Yi, Xiang Gao, Zhang-Hangjian Chen

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

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Random Variables and Distributions
Read the distributions and expectations used in probabilistic arguments.
Conditional Expectation
Interpret expectations after information is observed.

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Assess uncertainty rather than treating an estimate as a fact.

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The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States

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