Showing 1 - 10 of 269
Persistent link: https://www.econbiz.de/10012062185
Persistent link: https://www.econbiz.de/10003786436
Persistent link: https://www.econbiz.de/10003849102
Persistent link: https://www.econbiz.de/10003849110
Persistent link: https://www.econbiz.de/10003854079
Persistent link: https://www.econbiz.de/10003515861
Our objective is to understand the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices...
Persistent link: https://www.econbiz.de/10003394257
Persistent link: https://www.econbiz.de/10003961450
This article analyzes the effect of liquidity risk on the performance of various hedge fund portfolio strategies. Similarly to Avramov et al. (2007), we find that, before accounting for the effect of liquidity risk, hedge fund portfolios that incorporate predictability in managerial skills...
Persistent link: https://www.econbiz.de/10003966170
Persistent link: https://www.econbiz.de/10009308464