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R 2 and idiosyncratic risk are not interchangeable
Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
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The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas (contributor) - 2006 - This vers.: February 15,2006
Persistent link: https://www.econbiz.de/10003321582
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Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634
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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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Leveraged municipal bond arbitrage : what went wrong?
Deng, Geng; McCann, Craig - In: The journal of alternative investments 14 (2011/12) 4, pp. 69-78
Persistent link: https://www.econbiz.de/10009550871
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William H.; Loon, Yee Cheng; … - 2004
CBs to the equity market. -- Hedge funds ; Convertible Bonds ; Convertible arbitrage ; Supply ; Risk Factors …In this paper, we identify and document the empirical characteristics of the key drivers of convertible arbitrage as a … strategy and how they impact the performance of convertible arbitrage hedge funds. We show that the returns of a buy …
Persistent link: https://www.econbiz.de/10009524821
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Arbitrage risk and the turnover anomaly
Chou, Pin-huang; Huang, Tsung-yu; Yang, Hung-jeh - In: Journal of banking & finance 37 (2013) 11, pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
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Equity anomalies and idiosyncratic risk around the world
Fan, Steve; Opsal, Scott; Yu, Linda - In: Multinational finance journal : MF ; quarterly … 19 (2015) 1/2, pp. 33-75
Persistent link: https://www.econbiz.de/10011434193
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William H.; Loon, Yee Cheng; … - 2010
CBs to the equity market. -- Hedge funds ; Convertible Bonds ; Convertible arbitrage ; Supply ; Risk Factors …In this paper, we identify and document the empirical characteristics of the key drivers of convertible arbitrage as a … strategy and how they impact the performance of convertible arbitrage hedge funds. We show that the returns of a buy …
Persistent link: https://www.econbiz.de/10008758073