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How much does size erode mutual fund performance? : a regression discontinuity approach
Reuter, Jonathan; Zitzewitz, Eric - 2010
Persistent link: https://www.econbiz.de/10008660620
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Detecting crowded trades in currency funds
Pojarliev, Momtchil; Levich, Richard M. - 2010
methodology to measure crowded trades and apply it to professional currency managers. Our results suggest that carry became a … assets -- among hedge funds. Further research in this area might be very relevant for investors, managers and regulators …
Persistent link: https://www.econbiz.de/10003932494
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Time-varying fund manager skill
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - 2011
Persistent link: https://www.econbiz.de/10009409602
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The rise and decline of general laws of capitalism
Acemoglu, Daron; Robinson, James A. - 2014
Persistent link: https://www.econbiz.de/10010468840
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Hedge funds : a dynamic industry in transition
Getmansky, Mila; Lee, Peter A.; Lo, Andrew W. - 2015
Persistent link: https://www.econbiz.de/10011334621
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The long-term effects of hedge fund activism
Bebchuk, Lucian A.; Brav, Alon; Jiang, Wei - 2015
Persistent link: https://www.econbiz.de/10011294662
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The cost of capital for alternative investments
Jurek, Jakub W.; Stafford, Erik - 2013
Persistent link: https://www.econbiz.de/10010221900
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Attention allocation over the business cycle
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - 2009
Persistent link: https://www.econbiz.de/10003897450
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Fire sales in a model of complexity
Caballero, Ricardo J.; Simsek, Alp - 2009
Persistent link: https://www.econbiz.de/10003904248
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Liquidity risk of corporate bond returns
Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - 2010
"We study the exposure of the U.S. corporate bond returns to liquidity shocks of stocks and treasury bonds over the period 1973 to 2007. A decline in liquidity of stocks or Treasury bonds produces conflicting effects: Prices of investment-grade bonds rise while prices of speculative grade bonds...
Persistent link: https://www.econbiz.de/10008666982