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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

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...

Yousaf, Imran; Beljid, Makram; Chaibi, Anis; Ajlouni, … - In: Pacific-Basin finance journal 73 (2022), pp. 1-45

Persistent link: https://www.econbiz.de/10013388961

Pandemic crisis versus global financial crisis : are Islamic stocks a safe-haven for G7 markets?

Arif, Muhammad; Naeem, Muhammad Abubakr; Hasan, Mudassar; … - In: Economic research 35 (2022) 1,2, pp. 1707-1733

Persistent link: https://www.econbiz.de/10014380952

Using a mean changing stochastic processes exit-entry model for stock market long-short prediction

Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - 2021

Persistent link: https://www.econbiz.de/10012520206

Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods

Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108

Persistent link: https://www.econbiz.de/10012616041

Downside risk in Dow Jones Islamic equity indices : precious metals and portfolio diversification before and after the COVID-19 bear market

Ali, Fahad; Jiang, Yuexiang; Sensoy, Ahmet - In: Research in international business and finance 58 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013287840

Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions

Echaust, Krzysztof; Just, Małgorzata - In: Research in international business and finance 63 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014248962

Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data

Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330

Persistent link: https://www.econbiz.de/10014314085

Financial contagion among stock markets and portfolio risk during the COVID-19 crisis

Yousfi, Mohamed; Bouzgarrou, Houssam - In: International journal of monetary economics and finance … 16 (2023) 2, pp. 121-138

Persistent link: https://www.econbiz.de/10014320656

Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets

Imtiaz Mohammad Sifat; Azhar Mohamad; Zhang, Hengchao; … - In: The European journal of finance 29 (2023) 2, pp. 185-206

Persistent link: https://www.econbiz.de/10014322496

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