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The divergence of liquidity commonality in the cross-section of stocks

Kamara, Avraham; Lou, Xiaoxia; Sadka, Ronnie - In: Journal of financial economics 89 (2008) 3, pp. 444-466

Persistent link: https://www.econbiz.de/10003777836

Skin in the game versus skimming the game : governance, share restrictions, and insider flows

Ozik, Gideon; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1293-1319

Persistent link: https://www.econbiz.de/10011479435

Multi-asset sentiment and institutional investor behavior : a cross-asset perspective

Froot, Kenneth; Bhargava, Rajeev; Cuipa, Edward S.; … - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 144-156

Persistent link: https://www.econbiz.de/10010487712

Do hedge funds reduce idiosyncratic risk?

Kang, Namho; Kondor, Péter; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 843-877

Persistent link: https://www.econbiz.de/10010486542

Do Hedge Funds Reduce Idiosyncratic Risk?

Kang, Namho - 2013

This paper studies the effect of hedge-fund trading on idiosyncratic risk. We hypothesize that while hedge-fund activity would often reduce idiosyncratic risk, high initial levels of idiosyncratic risk might be further amplified due to fund loss limits. Panel-regression analyses provide...

Persistent link: https://www.econbiz.de/10013093748

Do hedge funds reduce idiosyncratic risk?

Kang, Namho; Kondor, Péter; Sadka, Ronnie - 2012

Persistent link: https://www.econbiz.de/10011622489