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The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 17 (2016) 7, pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Monetary policy after the crisis : a threat to hedge funds' alphas?
Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela - In: The journal of asset management 21 (2020) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012292767
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Do European hedge fund managers time market liquidity?
Ben Khelifa, Soumaya; Hmaied, Dorra Mezzez - In: The journal of asset management 17 (2016) 6, pp. 393-407
Persistent link: https://www.econbiz.de/10011666249
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The profiles of merged hedge funds, funds of hedge funds, and CTA
Gregoriou, Greg N.; Kooli, Maher - In: The journal of asset management 18 (2017) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10011592761
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Assessing hedge fund performance with institutional constraints : evidence from CTA funds
Molyboga, Marat; Baek, Seungho; Bilson, John F. - In: The journal of asset management 18 (2017) 7, pp. 547-565
Persistent link: https://www.econbiz.de/10011855224
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Trends everywhere? : the case of hedge fund styles
Chevalier, Charles; Darolles, Serge - In: The journal of asset management 20 (2019) 6, pp. 442-468
Persistent link: https://www.econbiz.de/10012125380
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Hedge funds risk and connectedness
Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
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CEO-speeches and stock returns
Bannier, Christina E.; Pauls, Thomas; Walter, Andreas - 2017
We analyze the market reaction to the sentiment of the CEO speech at the Annual General Meeting (AGM). As the AGM is typically preceded by several information disclosures, the CEO speech may be expected to contribute only marginally to investors' decision-making. Surprisingly, however, we...
Persistent link: https://www.econbiz.de/10011755953