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The long and the short of convertible arbitrage : an empirical examination of arbitrageurs' holding periods
Marle, Mats van; Verwijmeren, Patrick - In: Journal of empirical finance 44 (2017), pp. 237-249
Persistent link: https://www.econbiz.de/10011818027
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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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Estimating the cross-sectional market response to an endogenous event : Naked vs. underwritten calls of convertible bonds
Scruggs, John T. - In: Journal of empirical finance 14 (2007) 2, pp. 220-247
Persistent link: https://www.econbiz.de/10003499658
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
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Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia; Vrontos, Ioannis D.; Vrontos, … - In: Journal of empirical finance 16 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
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L-performance with an application to hedge funds
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 16 (2009) 4, pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
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Implicit incentives and reputational herding by hedge fund managers
Boyson, Nicole M. - In: Journal of empirical finance 17 (2010) 3, pp. 283-299
Persistent link: https://www.econbiz.de/10009267299
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The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William; Hsieh, David A. - In: Journal of empirical finance 18 (2011) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10009306544
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Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh - In: Journal of empirical finance 28 (2014), pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
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Hedge fund contagion and risk-adjusted returns : a Markov-switching dynamic factor approach
Akay, Ozgur; Senyuz, Zeynep; Yoldas, Emre - In: Journal of empirical finance 22 (2013), pp. 16-29
Persistent link: https://www.econbiz.de/10009768436