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Yield curve risk in Japanese g...
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101
Does intensified communication of hedge funds with letters affect abnormal returns?
Oehler, Andreas
;
Schmitz, Jonas Tobias
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 127-142
Persistent link: https://www.econbiz.de/10013175757
Saved in:
102
Idiosyncratic
Risk
and Cross Section of Hedge Fund Returns
Lee, Dong Woo
-
2014
This paper examines the extent to which idiosyncratic
risk
measures explain cross-sectional differences in hedge fund … momentum effects. Idiosyncratic
risk
is a powerful factor in explaining the cross-sectional variation in hedge fund returns …
Persistent link: https://www.econbiz.de/10013062146
Saved in:
103
Controlled currency regime and pricing of exchange rate
risk
: evidence from China
Hua, Xiuping
;
Huang, Wei
;
Jiang, Ying
- In:
Journal of accounting, auditing & finance : JAAF
37
(
2022
)
1
,
pp. 39-76
Persistent link: https://www.econbiz.de/10012794264
Saved in:
104
What do we know about the
risk
and return characteristics of hedge funds?
Viebig, Jan H.
- In:
Journal of derivatives & hedge funds
18
(
2012
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009541898
Saved in:
105
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
Saved in:
106
Pairs trading in the UK equity market :
risk
and return
Bowen, David A.
;
Hutchinson, Mark
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1363-1387
Persistent link: https://www.econbiz.de/10011715436
Saved in:
107
Performance characteristics of hedge fund indices
Kapil, Sheeba
;
Gupta, Jayesh
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 2176-2197
Persistent link: https://www.econbiz.de/10012241398
Saved in:
108
New evidence on the role of size effect in determining the pricing of
risk
, volatility dynamics, and economic exposure of firm returns
Khan, Faisal
- In:
International journal of applied behavioral economics : …
9
(
2020
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012304791
Saved in:
109
Could stock hedge Bitcoin
risk
(s) and vice versa?
Okorie, David Iheke
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 117-136
Persistent link: https://www.econbiz.de/10012284952
Saved in:
110
Real estate
risk
and hedge fund returns
Ambrose, Brent William
;
Cao, Charles Q.
;
D'Lima, Walter
- In:
The journal of real estate finance and economics
52
(
2016
)
3
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011591657
Saved in:
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