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Are hedge fund managers systematically misreporting? Or not?

Jorion, Philippe; Schwarz, Christopher - In: Journal of financial economics 111 (2014) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10010255518

Detecting performance persistence of hedge funds

Hentati-Kaffel, Rania; De Peretti, Philippe - In: Economic modelling 47 (2015), pp. 185-192

Persistent link: https://www.econbiz.de/10011439064

Hedge fund crowds and mispricing

Sias, Richard W.; Turtle, Harry J.; Zykaj, Blerina - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 764-784

Persistent link: https://www.econbiz.de/10011453552

An application of sensitivity analysis to hedge funds

Gregoriou, Greg N.; Pascalau, Razvan - In: The journal of risk model validation 10 (2016) 1, pp. 21-45

Persistent link: https://www.econbiz.de/10011485150

A tale of feedback trading by hedge funds

Schauten, Maximilien Bernard Joseph; Willemstein, Robin; … - In: Journal of empirical finance 34 (2015), pp. 239-259

Persistent link: https://www.econbiz.de/10011557138

Price changes around hedge fund trades : disentangling trading and disclosure effects

Croci, Ettore; Petrella, Giovanni - In: Journal of management & governance 19 (2015) 1, pp. 25-46

Persistent link: https://www.econbiz.de/10010476685

Cumulant instrument estimators for hedge fund return models with errors in variables

Racicot, François-Éric; Théoret, Raymond - In: Applied economics 46 (2014) 10/12, pp. 1134-1149

Persistent link: https://www.econbiz.de/10010399380

How would Hedge fund regulation affect investor behavior? : implications for systemic risk

Minamihashi, Naoaki; Wakamori, Naoki - 2014 - This Draft: September 1, 2014

We estimate an investors' demand model for hedge funds to analyze the potential impact of leverage limits in the industry. Our estimation results highlight the importance of heterogeneous investor preference for the use of leverage, i.e., 20% of investors prefer leverage usage while others do...

Persistent link: https://www.econbiz.de/10010403629

Equity hedge fund performance, cross-sectional return dispersion, and active share

Smith, David M. - In: Research in finance 30 (2014), pp. 1-22

Persistent link: https://www.econbiz.de/10010406342

Hedge funds and the housing bubble

Giannikos, Christos; Guirguis, Hany S.; Schizas, Panagiotis - In: Applied financial economics 24 (2014) 16/18, pp. 1063-1073

Persistent link: https://www.econbiz.de/10010419039