Search Results - subject:"HEDGE FUNDS"

Walden, Mikhail; Lajbcygier, Paul - In: Australian journal of management 48 (2023) 1, pp. 147-170

Persistent link: https://www.econbiz.de/10014246082

Hedge fund performance persistence under different business cycles and stock market regimes

Stafylas, Dimitrios; Andrikopoulos, Athanasios; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014246841

Ownership heterogeneity and corporate innovation output : a study on family blockholders and activist hedge funds

Leute, Matthias; Bammens, Yannick; Carree, Martin Anthony; … - In: Family business review : publ. on behalf of the Family … 36 (2023) 2, pp. 254-280

Persistent link: https://www.econbiz.de/10014292158

Hedge fund manager timing and selectivity skill over time : a holdings-based estimate

Aiken, Adam L.; Kang, Minjeong - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631140

Tracking speculative trading

Boos, Dominik; Grob, Linus - In: Journal of financial markets 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014466083

Common short selling and excess comovement : evidence from a sample of LSE stocks

Geraci, Marco Valerio; Gnabo, Jean-Yves; Veredas, David - In: Journal of financial markets 65 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014466322

Does performance-chasing behavior matter? : international evidence

Lee, Jennifer Eunkyeong; Cho, Hoon; Ryu, Doojin; Seok, … - In: Journal of multinational financial management 68 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014424733

Decreasing returns to scale and skill in hedge funds

Ling, Yun; Satchell, Stephen; Yao, Juan - In: Journal of banking & finance 156 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014487095

Hedge fund performance under misspecified models

Ardia, David; Barras, Laurent; Gagliardini, Patrick; … - 2020 - This version: July 27, 2020

We develop a new approach for evaluating performance across hedge funds. Our approach allows for performance …-against-beta, carry, and time-series momentum strategies. Overall, the results suggest that the average returns of hedge funds are largely …

Persistent link: https://www.econbiz.de/10012419384

The effectiveness of hedge fund investment strategies under various market conditions

Falkowski, Michał; Sierpińska-Sawicz, Agata; … - In: Contemporary economics 14 (2020) 2, pp. 127-143

The main purpose of the article was to analyze the effectiveness of the basic investment strategies used by hedge funds … commercial databases we attempted to verify the hypothesis that alternative hedge funds, regardless of the type of strategy they … market conditions. We analyzed hedge funds effectiveness in two stages. For stage one, we performed a profitability analysis …

Persistent link: https://www.econbiz.de/10012237267