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Hedge fund attributes and volatility around equity offerings
Hull, Robert M.; Kwak, Sungkyu; Walker, Rosemary - In: Journal of economics and finance 38 (2014) 3, pp. 359-382
Persistent link: https://www.econbiz.de/10010490969
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Hedge funds vs SEO firms : a comparative analysis
Hull, Robert Martin; Kwak, Sungkyu; Walker, Rosemary - In: International journal of managerial finance : IJMF 13 (2017) 1, pp. 2-20
Persistent link: https://www.econbiz.de/10011660502
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Investor sentiment and idiosyncratic volatility puzzle : evidence from the Chinese Stock Market
Nguyen, Cuong; Bhatti, Muhammad Ishaq - In: Inventi impact: international trade (2016) 2, pp. 105-117
Persistent link: https://www.econbiz.de/10011516755
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Performance of Chilean pension funds investments abroad 2010 - 2014
Balbontín, Renato; Blanch, Rodrigo - In: The international journal of business and finance … 10 (2016) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10011383679
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Firm age, idiosyncratic risk, and long-run SEO underperformance
Huang, Chia Wei; Ho, Po-Hsin; Lin, Chih-Yung; Yen, Ju-Fang - In: International review of economics & finance : IREF 34 (2014), pp. 246-266
Persistent link: https://www.econbiz.de/10010533151
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015
This paper investigates empirically whether uncertainty about volatility of the market portfolio can explain the … performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market … portfolio via volatility of aggregate volatility (VOV) and construct an investable version of this measure by computing monthly …
Persistent link: https://www.econbiz.de/10011308590
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015
the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate … volatility (VOV) and construct an investable version of this measure by computing monthly returns on lookback straddles written …
Persistent link: https://www.econbiz.de/10010485488
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Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas; Mansur, Iqbal - In: Journal of financial stability 28 (2017), pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
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Hedge fund returns and uncertainty
Krause, Timothy A. - In: The North American journal of economics and finance : a … 47 (2019), pp. 597-601
Persistent link: https://www.econbiz.de/10012120133
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Volatility of aggregate volatility and hedge fund returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - In: Journal of financial economics 125 (2017) 3, pp. 491-510
Persistent link: https://www.econbiz.de/10011751857