Narrow search
Showing 1 - 3 of 3
Cover Image
Do higher-moment equity risks explain hedge fund returns?
Agarwal, Vikas; Bakshi, Gurdip; Huij, Joop - 2009
Hedge funds are fundamentally exposed to equity volatility, skewness, and kurtosis risks based on the systematic pattern and significant spread in alphas from the existing models that do not control for the higher-moment risks. The spread and pattern in alphas do not disappear with bootstrap...
Persistent link: https://www.econbiz.de/10010302540
Cover Image
The influence of buy-side analysts on mutual fund trading
Frey, Stefan; Herbst, Patrick - 2010
We present evidence of the impact of buy-side analysts on the behavior and performance of fund managers. Using data …. Our results show that buy-side analysts have a significant influence on trading decisions: Fund managers almost certainly …
Persistent link: https://www.econbiz.de/10010302544
Cover Image
Sooner or later: delays in trade reporting by corporate insiders
Betzer, André; Theissen, Erik - 2008
managers of these firms are less responsive to the informational requirements of the capital market. We further find that …
Persistent link: https://www.econbiz.de/10010302546