Chinese institutional investors’ sentiment

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Institutions and Information Environment of Chinese Listed Firms (2012, background): “feedback strategies; such trading behavior is consistent with institutional investors discounting their private information about fundamental valuations when making their portfolio allocation decisions, and instead trading on the basis of market sentiment, information contained in past trades and ge”
Can investor sentiment be a momentum time-series predictor? Evidence from China (2017, background): “This should not be surprising, as Kling and Gao (2008) find that investor sentiment follows a positive feedback process in the short run in China.”