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Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525

Persistent link: https://www.econbiz.de/10014535483

Do Hedge Fund Fire Sales Disrupt the Stock Market?

Boyson, Nicole M. - 2013

Using a comprehensive dataset of hedge fund 13F filings, we analyze hedge fund trading from 1998-2010 to determine if investor redemptions cause fire sales and stock market disruptions. We find evidence of hedge fund fire sales in the two quarters with the worst stock market performance. During...

Persistent link: https://www.econbiz.de/10013079674

Does the disclosure of a hedge fund stock sale influence respective stock returns?

Schmitz, Jonas Tobias - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 100-115

Persistent link: https://www.econbiz.de/10012423017

Nonlinear dynamic relations between equity return and equity fund flow : Korean market empirical evidence

Kim, Sei-Wan; Kim, Youngmin - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 139-170

Persistent link: https://www.econbiz.de/10009315273

Are hedge funds on the other side of the low-volatility trade?

Blitz, David - In: The journal of alternative investments 21 (2018) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10011912935

Are Hedge Funds on the Other Side of the Low-Volatility Trade?

Blitz, David - 2017

-volatility stocks is indeed a highly significant explanatory factor for aggregate hedge fund returns, but with the opposite sign, i … factor for hedge fund returns …

Persistent link: https://www.econbiz.de/10012965659

ESG, time horizons, risks and stock returns

Minh Thi Hong Dinh - In: Research in international business and finance 65 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014436065

Climate change events and stock market returns

Antoniuk, Yevheniia; Leirvik, Thomas - In: Journal of sustainable finance & investment 14 (2024) 1, pp. 42-67

Persistent link: https://www.econbiz.de/10014446768

Hedge funds and stock market efficiency

Kokkonen, Joni; Suominen, Matti - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2890-2904

Persistent link: https://www.econbiz.de/10011413502

The relationship between hedge fund performance and stock market sentiment

Yao, Zheng; Osmer, Eric - In: Review of Pacific Basin financial markets and policies 21 (2018) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10011911876

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