The role of hedge funds in the asset pricing : evidence from China
Year of publication: |
2022
|
---|---|
Authors: | Zhang, Jing ; Zhang, Wei ; Li, Youwei ; Feng, Xu |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 2, p. 219-243
|
Subject: | arbitrage | asset pricing | Hedge funds | stock mispricing | Hedgefonds | Hedge fund | China | CAPM | Börsenkurs | Share price | Hedging | Welt | World | Arbitrage |
-
Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S., (2021)
-
Arbitrage involvement and security prices
Hwang, Byoung-Hyoun, (2019)
-
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël, (2020)
- More ...
-
Social media effect, investor recognition and the cross-section of stock returns
Meng, Xiangtong, (2020)
-
A new attention proxy and order imbalance : evidence from China
Gao, Ya, (2019)
-
Asymmetry of retail investors attention and asymmetric volatility : evidence from China
Chen, Shuning, (2020)
- More ...