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Market volatility and hedge fund returns in emerging markets

Cao, B.; Jayasuriya, Shamila A. - In: Applied financial economics 21 (2011) 22/24, pp. 1691-1701

Persistent link: https://www.econbiz.de/10009385052

Day-to-Day Market Volatility and Hedge Fund Returns in Emerging Markets

Jayasuriya, Shamila A. - 2009

managers. Other interesting findings are: 1. Hedge fund managers in certain emerging market segments show selection skills as …

Persistent link: https://www.econbiz.de/10013154967

Market Volatility and Hedge Fund Returns in Emerging Markets

Jayasuriya, Shamila A. - 2011

In this paper, we estimate several augmented [Treynor and Mazuy1966] models to examine the performance of hedge fund index returns in four different emerging market regions. In our estimations we match the fund returns with the regional emerging market equity and bond index data, which is a...

Persistent link: https://www.econbiz.de/10013133215

Volatility and the cross-sectional performance of emerging market hedge funds

Cao, Bolong; Jayasuriya, Shamila A. - In: The journal of alternative investments 14 (2011/12) 4, pp. 40-50

Persistent link: https://www.econbiz.de/10009550874

Volatility and the Cross-Sectional Performance of Emerging Market Hedge Funds

Jayasuriya, Shamila A. - 2012

hedge fund managers are indeed negatively linked with the coefficients on realized volatility for hedge fund returns. Our … managers' ability to generate higher alphas and their aptitude to time the market …

Persistent link: https://www.econbiz.de/10013116599

Too far east is west : CEO overconfidence influences firm internationalization in emerging economies

Li, Dayuan; Zhao, Yuqing; Wang, Ding; Zhang, Lu; Liu, Yang - In: Management international review : MIR ; journal of … 63 (2023) 3, pp. 377-402

Persistent link: https://www.econbiz.de/10014340908

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

Is the abnormal post-IPO underperformance really abnormal? : the evidence from CEE emerging markets

Zaremba, Adam; Szyszka, Adam - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2721-2739

Persistent link: https://www.econbiz.de/10011675587

Digesting anomalies in emerging European markets : a comparison of factor pricing models

Zaremba, Adam; Czapkiewicz, Anna - In: Emerging markets review 31 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011803140

Stock market correlations between China and its emerging market neighbors

Jayasuriya, Shamila A. - In: Emerging markets review 12 (2011) 3, pp. 418-431

Persistent link: https://www.econbiz.de/10009504894