Alternative Crash Experience Measurement for Chinese Fund Managers

Chinese A-share market data from the 2007–2008 and 2014–2015 crashes and the COVID-19 pandemic, used to examine fund managers' risk-taking behaviors. The dataset, authored by Zhixiang Fang and last updated in April 2026, is a 5.5 KB Excel file released under a CC-BY-4.0 license.

Use Cases

• Modeling the relationship between crash experience and risk-taking based on the described exogenous shocks.
• Analyzing incentive mechanisms and their effect on portfolio concentration as described in the study.
• Testing behavioral finance theories concerning fund manager decisions during post-crisis periods.

Strengths

• Data is explicitly tied to three defined exogenous shocks: the 2007–2008 and 2014–2015 A-share market crashes and the COVID-19 pandemic.
• Released under a permissive CC-BY-4.0 license, facilitating reuse and analysis.

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.

Provenance

Source

figshare, authored by Zhixiang Fang.

Collection Method

Likely contains research data compiled for a study on fund manager behavior.

Time Range

Covers periods including the 2007–2008 and 2014–2015 market crashes and the COVID-19 pandemic.

Freshness

Last updated 2026-04-21 17:31:49; freshness should be verified.

Geography

Focuses on China's A-share market.