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The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
Tee, Kaihong - In: International review of financial analysis 18 (2009) 5, pp. 303-310
Persistent link: https://www.econbiz.de/10003936623
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Are hedge funds active market liquidity timers?
Li, Chenlu; Li, Baibing; Tee, Kaihong - In: International review of financial analysis 67 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012299122
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Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi; Tee, Kaihong; Li, Baibing - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
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Monetary environments and stock returns : international evidence based on the quantile regression technique
Chevapatrakul, Thanaset - In: International review of financial analysis 38 (2015), pp. 83-108
Persistent link: https://www.econbiz.de/10011337628
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The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
Tee, Kai-Hong - In: International review of financial analysis 18 (2009) 5, pp. 303-311
Persistent link: https://www.econbiz.de/10008891779
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Customer financing, bargaining power and trade credit uptake
Mateut, Simona; Chevapatrakul, Thanaset - In: International review of financial analysis 59 (2018), pp. 147-162
Persistent link: https://www.econbiz.de/10012006933