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The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
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Smart money, dumb money, and capital market anomalies
Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382
Persistent link: https://www.econbiz.de/10011480515
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Hedge Funds and Stock Price Formation
Cao, Charles - 2018
Using comprehensive quarterly data on hedge fund stock holdings, we study the role of hedge funds in the process of stock price formation. We find that hedge funds tend to hold undervalued stocks, and that both hedge fund ownership and their trades are positively related to the degree of stock...
Persistent link: https://www.econbiz.de/10012940152
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Hedge funds and stock price formation
Cao, Charles Q.; Chen, Yong; Goetzmann, William N.; … - In: Financial analysts' journal : FAJ 74 (2018) 3, pp. 54-68
Persistent link: https://www.econbiz.de/10011972762
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High-water marks and hedge fund management contracts
Goetzmann, William N.; Ingersoll, Jonathan E.; Ross, … - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1685-1718
Persistent link: https://www.econbiz.de/10001781176
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Dynamic hedge fund style analysis with errors-in-variables
Bodson, Laurent; Coën, Alain; Hübner, Georges - In: The journal of financial research 33 (2010) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10008939355
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Offshore hedge funds : survival & performance 1989 - 1995
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - 1998
Persistent link: https://www.econbiz.de/10000979727
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The dynamics of market efficiency
Rösch, Dominik M.; Subrahmanyam, Avanidhar; Dijk, … - In: The review of financial studies 30 (2017) 4, pp. 1151-1187
Persistent link: https://www.econbiz.de/10011749349
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Information technology, organization and productivity in the public sector : evidence from police departments
Garicano, Luis; Heaton, Paul S. - 2008
Persistent link: https://www.econbiz.de/10008856833
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Information technology, organization, and productivity in the public sector : evidence from police departments
Garicano, Luis; Heaton, Paul S. - In: Journal of labor economics 28 (2010) 1, pp. 167-201
Persistent link: https://www.econbiz.de/10008647132