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1
Hedge fund contagion and liquidity shocks
Boyson, Nicole M.
;
Stahel, Christof W.
;
Stulz, René M.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1789-1816
Persistent link: https://www.econbiz.de/10008668144
Saved in:
2
Liquidity shocks and hedge fund contagion
Boyson, Nicole M.
;
Stahel, Christof W.
;
Stulz, René M.
-
2011
Persistent link: https://www.econbiz.de/10009240509
Saved in:
3
Liquidity Shocks and Hedge Fund Contagion
Boyson, Nicole M.
-
2012
contagion between hedge funds and small-cap, mid-cap and emerging market equity indices, high
yield
bonds, emerging market bonds … linked to liquidity shocks, especially for small-cap domestic equities, Asian equities, high
yield
bonds, and the Australian …
Persistent link: https://www.econbiz.de/10013114577
Saved in:
4
Liquidity Shocks and Hedge Fund Contagion
Boyson, Nicole M.
-
2012
between hedge funds and small-cap, mid-cap and emerging market equity indices, high-
yield
bonds, emerging market bonds, and … to liquidity shocks, especially for small-cap domestic equities, Asian equities, high-
yield
bonds, and the Australian …
Persistent link: https://www.econbiz.de/10013105736
Saved in:
5
Prime Broker-Level Comovement in Hedge Fund Returns : Information or Contagion?
Chung, Ji-Woong
-
2017
We document strong comovement in the returns of hedge funds sharing the same prime broker. This comovement is driven neither by funds in the same family nor in the same style, and it is distinct from market-wide and local comovement. The common information hypothesis attributes this phenomenon...
Persistent link: https://www.econbiz.de/10012973499
Saved in:
6
Hedge Fund Contagion and Risk-Adjusted Returns : A Markov-Switching Dynamic Factor Approach
Akay, Ozzy (Ozgur)
-
2015
We provide an empirical analysis of two important phenomena influencing the hedge fund industry - contagion and time variation in risk adjusted return (alpha) - in a flexible unified framework. After accounting for standard hedge fund pricing factors, we quantify the common latent factor in...
Persistent link: https://www.econbiz.de/10013035959
Saved in:
7
Liquidity shocks and hedge fund contagion
Boyson, Nicole M.
;
Stahel, Christof W.
;
Stulz, René M.
- In:
Journal of investment management : JOIM
10
(
2012
)
2
,
pp. 13-34
Persistent link: https://www.econbiz.de/10009656763
Saved in:
8
Prime-broker-level comovement in hedge fund returns : information or contagion?
Chung, Ji-Woong
;
Kang, Byoung Uk
- In:
The review of financial studies
29
(
2016
)
12
,
pp. 3321-3353
Persistent link: https://www.econbiz.de/10011620077
Saved in:
9
Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds
Seiler, Katharina
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003772577
Saved in:
10
Der
Hedgefonds
-Effekt : [mit der richtigen Portfolioaufteilung zum Anlageerfolg]
Busse, Franz-Joseph
;
Nothaft, Julia Maureen
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003480483
Saved in:
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