The relationship between hedge fund performance and stock market sentiment
Year of publication: |
September 2018
|
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Authors: | Yao, Zheng ; Osmer, Eric |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 21.2018, 3, p. 1-29
|
Subject: | Hedge funds | investor sentiment | VAR-GARCH-M | Markov regimeswitching | Hedgefonds | Hedge fund | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Hedging | Aktienmarkt | Stock market |
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