EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Hedge fund"
Narrow search

Narrow search

Year of publication
Subject
All
Hedge fund 3,592 Hedgefonds 3,572 Portfolio-Management 1,207 Portfolio selection 1,206 Investmentfonds 995 Investment Fund 985 Capital income 917 Kapitaleinkommen 917 Welt 688 World 688 Anlageverhalten 573 Behavioural finance 570 Hedging 548 Theorie 531 Theory 531 Hedge Fund 452 Institutional investor 370 Institutioneller Investor 370 Performance measurement 365 Performance-Messung 365 USA 334 United States 325 Risiko 317 Risk 313 Hedge funds 287 Corporate Governance 265 Corporate governance 258 Finanzkrise 234 Risikomanagement 234 Financial crisis 233 Kapitalanlage 223 Financial investment 213 Risk management 211 hedge funds 198 Private Equity 195 Private equity 188 Regulierung 147 Schätzung 143 Estimation 142 Regulation 142
more ... less ...
Online availability
All
Free 1,429 Undetermined 613 CC license 14
Type of publication
All
Book / Working Paper 2,249 Article 1,687 Journal 8 Other 1
Type of publication (narrower categories)
All
Article in journal 1,354 Aufsatz in Zeitschrift 1,354 Graue Literatur 400 Non-commercial literature 400 Working Paper 331 Arbeitspapier 329 Aufsatz im Buch 267 Book section 267 Hochschulschrift 117 Thesis 93 Collection of articles of several authors 55 Sammelwerk 55 Aufsatzsammlung 32 Collection of articles written by one author 18 Sammlung 18 Dissertation u.a. Prüfungsschriften 17 Handbook 14 Handbuch 14 Bibliographie 11 Case study 10 Fallstudie 10 Ratgeber 10 Lehrbuch 9 Textbook 9 Konferenzschrift 8 Bibliografie enthalten 7 Bibliography included 7 Guidebook 7 Conference proceedings 6 Systematic review 6 Übersichtsarbeit 6 Reprint 5 Amtsdruckschrift 4 Bibliografie 4 Glossar enthalten 4 Glossary included 4 Government document 4 Universitätsschrift 4 Conference paper 3 Einführung 3
more ... less ...
Language
All
English 3,541 German 306 Undetermined 75 French 15 Polish 3 Dutch 2 Modern Greek (1453-) 1 Finnish 1 Lithuanian 1 Multiple languages 1 Russian 1 Spanish 1
more ... less ...
Author
All
Agarwal, Vikas 76 Guirguis, Michel 59 Naik, Narayan Y. 46 Kaiser, Dieter G. 44 Jiang, Wei 41 Liang, Bing 41 Gregoriou, Greg N. 40 Brown, Stephen J. 38 Lo, Andrew W. 35 Aragon, George O. 33 Brav, Alon 31 Eling, Martin 31 Boyson, Nicole M. 30 Getmansky, Mila 26 Cumming, Douglas J. 24 Dai, Na 24 Ramadorai, Tarun 24 Kosowski, Robert L. 23 Lhabitant, François-Serge 23 Teo, Melvyn 23 Darolles, Serge 22 Joenväärä, Juha 22 Kolokolova, Olga 22 Bali, Turan G. 21 Fung, William 20 Schwarz, Christopher 20 Heidorn, Thomas 19 Racicot, François-Éric 19 Caglayan, Mustafa O. 18 Lu, Yan 18 Shawky, Hany A. 18 Théoret, Raymond 18 Goetzmann, William N. 17 Hsieh, David A. 17 Ray, Sugata 17 Hübner, Georges 16 Jorion, Philippe 16 Patton, Andrew J. 16 Wang, Ying 16 Chen, Yong 15
more ... less ...
Institution
All
International Monetary Fund (IMF) 49 National Bureau of Economic Research 35 International Monetary Fund 15 Institut für Versicherungswirtschaft <Sankt Gallen> 10 Centre for Financial Research <Köln> 7 Frankfurt School of Finance & Management 7 Institut für Schweizerisches Bankwesen <Zürich> 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Wirtschaftswissenschaftliches Zentrum <Basel> 6 Henley Business School, University of Reading 5 National Centre of Competence in Research North South <Bern> 5 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 4 National Centre of Competence in ResearchFinancial Valuation and Risk Management 3 Center for Entrepreneurial and Financial Studies <München> 2 Chartered Alternative Investment Analyst Association 2 Deutsches Institut für Corporate Finance 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 EconWPA 2 HAL 2 Institute of Finance and Accounting <London> 2 RWTH <Aachen> / Lehrstuhl für Betriebswirtschaftslehre, Betriebliche Finanzwirtschaft 2 Real Sociedad Matemática Española 2 School of Management, Yale University 2 Verlag Dr. Kovač 2 American Mathematical Society 1 Arbeitsgruppe Alternative Wirtschaftspolitik 1 Bank für Internationalen Zahlungsausgleich <Basel> 1 Bayreuther Forum für Wirtschafts- und Medienrecht <2, 2008, Bayreuth> 1 Center for Economic Research <Tilburg> 1 Center for Entrepreneurial and Financial Studies <München> 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre for Climate Change Economics and Policy 1 Cercle des Economistes 1 Civic Research Institute <Kingston, NJ> 1 Department of Consumer Sciences and Retailing, Purdue University 1 Dipartimento di Studi Sullo Sviluppo Economico (DISSE), Università degli Studi di Macerata 1 ESMA 1 Ecole des Hautes Etudes Commerciales <Montréal> 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economics Department, European Investment Bank (EIB) 1
more ... less ...
Published in...
All
The journal of alternative investments 87 Journal of financial economics 60 Journal of banking & finance 53 The review of financial studies 44 Journal of financial and quantitative analysis : JFQA 40 NBER working paper series 35 Working paper / National Bureau of Economic Research, Inc. 35 Management science : journal of the Institute for Operations Research and the Management Sciences 33 IMF Working Papers 31 NBER Working Paper 30 Hedge funds : structure, strategies, and performance 27 The journal of finance : the journal of the American Finance Association 27 Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation 26 Journal of derivatives & hedge funds 26 Wiley finance series 26 The journal of wealth management 24 Working paper / Centre for Financial Research 24 Discussion paper / Centre for Economic Policy Research 21 Journal of empirical finance 21 European financial management : the journal of the European Financial Management Association 20 Funds of hedge funds : performance, assessment, diversification, and statistical properties 20 The European journal of finance 20 International review of financial analysis 18 Handbuch Alternative Investments ; Bd. 1 17 Journal of investment management : JOIM 17 Review of finance : journal of the European Finance Association 17 The journal of asset management 17 The journal of corporate finance : contracting, governance and organization 17 Financial markets and portfolio management 16 Financial stability review : FSR 16 Hedge funds : crossing the institutional frontiers 15 The journal of investing 15 The journal of investment compliance 15 Applied economics 14 Finance research letters 14 Financial analysts' journal : FAJ 14 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 14 IMF Staff Country Reports 14 SpringerLink / Bücher 14 Wiley finance 14
more ... less ...
Source
All
ECONIS (ZBW) 3,595 USB Cologne (EcoSocSci) 174 RePEc 97 USB Cologne (business full texts) 61 BASE 8 EconStor 4 ArchiDok 3 Other ZBW resources 3
more ... less ...
Showing 1 - 50 of 3,945
Cover Image
Systematic ESG risk and hedge fund
Jin, Ick - In: Quantitative finance and economics 8 (2024) 2, pp. 387-409
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133092
Saved in:
Cover Image
The impact of regulatory change on hedge fund performance
Yang, Fan - 2023
The paper investigates the effect of recent EU regulations on hedge fund performance. The expansion of hedge funds attracts the attention from authorities who are responsible for monitoring the market risks but the influence of the oversight has been argued for a long time. Prior studies usually...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014250362
Saved in:
Cover Image
Institutional trading and satellite data
Ha, JinGi - In: Finance research letters 71 (2025), pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195678
Saved in:
Cover Image
Do hedge fund clients of prime brokers front-run their analysts?
Chen, Bing; Kazemi, Maziar M.; Yang, Xiaohui - In: International review of economics & finance : IREF 97 (2025), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326950
Saved in:
Cover Image
Who is smarter? : evidence from extreme financial risk contagion in hedge funds and mutual funds
Changqing, Luo; Fu, Xinxin; Chen, Carl R.; Dong, Liang - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338094
Saved in:
Cover Image
Hedge funds network and stock price crash risk
Xiang, Youtao; Borjigin, Sumuya - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338101
Saved in:
Cover Image
Understanding the effect of hedge fund activism on the target firm : a qualitative study on shareholder value
Rittgen, Philipp - In: Junior management science 10 (2025) 1, pp. 236-266
This thesis represents a qualitative study analyzing a comprehensive interview dataset of long-standing target executives, investment bankers, and activist specialists to improve our understanding of the effects of hedge fund activism on target firms. Hedge funds possess a broad set of tools to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330765
Saved in:
Cover Image
Are hedge funds a hedge for increasing government debt issuance?
Epp, Adam; Gao, Jeffrey - 2025
This paper studies the rapid increase since 2019 of Government of Canada (GoC) debt issuance alongside greater hedge fund participation at GoC bond auctions. We find a systematic relationship between GoC debt stock and hedge fund bidding shares at auction. We attribute this to hedge funds'...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015403507
Saved in:
Cover Image
The impact of Covid-19 on the performance of hedge funds compared to mutual funds in South Africa
Muridili, Thonifho Pollen; Sgammini, Ruschelle; … - In: International journal of economics and financial issues … 12 (2022) 6, pp. 133-144
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014227823
Saved in:
Cover Image
Fund-level FX hedging redux
Bräuer, Leonie; Hau, Harald - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192715
Saved in:
Cover Image
Is research on hedge fund performance published selectively? : a quantitative survey
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - In: Journal of economic surveys 38 (2024) 4, pp. 1085-1131
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154803
Saved in:
Cover Image
The invisible leverage of the rich : absentee debtors and their hedge funds
Sgambati, Stefano - In: Competition & change : the journal of global business … 28 (2024) 5, pp. 625-642
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015162965
Saved in:
Cover Image
Geopolitical risk hedging or timing : evidence from hedge fund strategies
Ma, Tianyi; Zhou, Xuting - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135055
Saved in:
Cover Image
Credit supply and hedge fund performance : evidence from prime broker surveys
Li, Dan; Monin, Phillip J.; Petrasek, Lubomir - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015136029
Saved in:
Cover Image
EU alternative investment funds 2023
European Securities and Markets Authority - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015277603
Saved in:
Cover Image
Fund-level FX hedging redux
Bräuer, Leonie; Hau, Harald - 2024
Over the past decade, European investment funds have substantially increased their investment in dollar-denominated assets to more than 3.8 USD trillion, which should give raise to substantial currency hedging if US investor have reciprical currency exposures in their international portfolios....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015168533
Saved in:
Cover Image
On the anomaly tilts of factor funds
Broman, Markus S.; Moneta, Fabio - In: Financial management : FM 53 (2024) 3, pp. 605-635
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130691
Saved in:
Cover Image
The rise of alternatives
Begenau, Juliane; Liang, Pauline; Siriwardane, Emil N. - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015095380
Saved in:
Cover Image
Does macroeconomic predictability enhance the economic value of hedge funds to risk-averse investors?
Magnani, Monia - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078360
Saved in:
Cover Image
The invisible leverage of the top 1 percent : absentee debtors and their hedge funds
Sgambati, Stefano - 2024
The existing literature on finance, debt and inequality depicts economic elites as a creditor class. According to a popular thesis, over the past four decades, the rich and ultra-rich households in the top 1 percent have experienced a saving glut (excess income), which they have invested in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014506584
Saved in:
Cover Image
Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies, we document a strong downward trend in the reported alphas. The trend...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014521048
Saved in:
Cover Image
Diverse hedge funds
Lu, Yan; Naik, Narayan Y.; Teo, Melvyn - In: The review of financial studies 37 (2024) 2, pp. 639-683
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014528721
Saved in:
Cover Image
The corporate opportunity structure for shareholder activism : how activist hedge funds exploit board demographic diversity
DesJardine, Mark; Shi, Wei; Marti, Emilio - In: Organization science 35 (2024) 2, pp. 644-666
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014530341
Saved in:
Cover Image
How activist investors value target firms : evidence from hedge fund presentations
Pfirrmann, Maximilian; Eichner, Korbinian - In: The journal of corporate accounting & finance 35 (2024) 2, pp. 357-374
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014535609
Saved in:
Cover Image
The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536802
Saved in:
Cover Image
Does hedge fund managers' industry experience matter for hedge fund activism?
Brick, Ivan E.; Chen, Yuzi; Kang, Jun-koo; Kim, Jin-Mo - In: Financial management : FM 53 (2024) 1, pp. 59-97
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543532
Saved in:
Cover Image
Endowment asset allocations : insights and strategies
Arnold, Tom; Earl, John H.; Farizo, Joseph; North, David - In: The journal of asset management : a major new, … 25 (2024) 4, pp. 349-368
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014583470
Saved in:
Cover Image
Crisis, patrimonialism, and the spirit of finance capitalism : White men's dominance in the US hedge fund industry
Neely, Megan Tobias - In: Economic sociology : perspectives and conversations 25 (2024) 3, pp. 14-21
Hedge funds have a track record of profiting on stock market crashes and sociopolitical crises. In 2008, hedge fund managers made billions betting that the US housing bubble would burst (Lewis 2011). Despite the fact that hedge funds contributed to bringing about the crisis (Lysandrou 2011) and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014632930
Saved in:
Cover Image
Funding illiquidity implied by S&P 500 derivatives
Golez, Benjamin; Jackwerth, Jens Carsten; Slavutskaya, Anna - In: Risks : open access journal 12 (2024) 9, pp. 1-33
Based on the typical positions of S&P 500 option market makers, we derive a funding illiquidity measure from quoted prices of S&P 500 derivatives. Our measure significantly affects the returns of leveraged managed portfolios; hedge funds with negative exposure to changes in funding illiquidity...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015070429
Saved in:
Cover Image
Information interruption and hedge fund performance : evidence from lockdown
Han, Han; Wang, Zhibin; Zhao, Xueqing - In: Economics letters 238 (2024), pp. 1-5
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015075578
Saved in:
Cover Image
Hedge fund activism, R&D efficiency and firm value
Watson, Justin; How, Janice C. Y.; Verhoeven, Peter - In: Research in international business and finance 71 (2024), pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062528
Saved in:
Cover Image
Leveraged speculators and asset prices
Jiang, Wenxi - In: Review of finance : journal of the European Finance … 28 (2024) 3, pp. 769-804
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015046163
Saved in:
Cover Image
Delegated shareholder activism
Bernhardt, Dan; Pi, Shaoting - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015048967
Saved in:
Cover Image
The battle between activist hedge funds and labor unions
Niu, Xu - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101603
Saved in:
Cover Image
The market for sharing interest rate risk : quantities and asset prices
Khetan, Umang; Li, Jian; Neamtu, Ioana; Sen, Ishita - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014481359
Saved in:
Cover Image
Hedge funds and the positive idiosyncratic volatility effect
Bali, Turan G.; Weigert, Florian - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357595
Saved in:
Cover Image
Equity Crowdfunding for SMEs : An Alternative Financing Tool
Modaffari, Giuseppe - 2024
This book focuses on the relevance of equity-side innovative financial tools for SMEs in overcoming financial threats. Scholars identify difficulties in the financial sphere as the main causes of SME mortality. Such problems do not allow them to reach sustainable growth. It thus becomes critical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014475012
Saved in:
Cover Image
The impact of regulatory change on hedge fund performance
Yang, Fan - 2023
The paper investigates the effect of recent EU regulations on hedge fund performance. The expansion of hedge funds attracts the attention from authorities who are responsible for monitoring the market risks but the influence of the oversight has been argued for a long time. Prior studies usually...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494992
Saved in:
Cover Image
Hedge fund investment in ETFs
Cumming, Douglas J.; Monteiro, Pedro - 2023 - This Draft: January 31, 2023
This paper examines the causes and consequences of hedge fund investments in exchange traded funds (ETFs) using U.S. data from 1998 to 2018. The data indicate that transient hedge funds and quasi-indexer hedge funds are substantially more likely to invest in ETFs. Unexpected hedge fund inflows...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013555545
Saved in:
Cover Image
Hedge Fund Performance, Classification With Machine Learning, and Managerial Implications
Platanakis, Emmanouil; Stafylas, Dimitrios; Sutcliffe, … - 2023
Prior academic research on hedge funds focuses predominately on fund strategies in relation to market timing, stock picking, and performance persistence, among others. However, the hedge fund industry lacks a universal classification scheme for strategies, leading to subjective fund...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014353598
Saved in:
Cover Image
Hedge Fund Activist Role in Mitigating Agency Conflicts : Evidence from Loan Provisioning Choices in U.S. Banks
Holod, Dmytro; Torna, Gokhan - 2023
In this study, we explore the hedge fund activist influence on managerial decisions in opaque banking industry. Focusing on loan loss provisions (LLPs), a discretionary item that is subject to managerial manipulations as well as pressures from various regulatory agencies, we find that hedge fund...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354045
Saved in:
Cover Image
Regulatory Uncertainty and the Hedge Fund Liquidity Circle
Bowe, Michael; Kolokolova, Olga; Yu, Lijie - 2023
Enhanced regulatory oversight and greater regulatory uncertainty in the aftermath of the 2007/08 financial crisis contribute to changes in the liquidity provision profile of hedge funds. Analysing a sample of 1,624 funds operating during these major shifts in regulatory policy, we find that...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354949
Saved in:
Cover Image
Do Agency Problems Predict the (Under-) Performance of Private Hedge Funds?
Hamill, Philip A.; Hutchinson, Mark C.; Nguyen, Quang … - 2023
We show that earning non-hedge fund income is associated with lower future hedge fund performance. Specifically, generating non-hedge fund income reflects weakened alignment between the incentives of hedge fund management firm owners and the interests of investors. Using a hand-collected...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355279
Saved in:
Cover Image
Moving to Greener Pastures : Does Hedge Fund Manager Skill Persist Across Asset Classes?
Hutchinson, Mark C.; Nguyen, Quang Minh Nhi; O'Reilly, … - 2023
FX hedge funds have experienced very weak returns and high fund failure rates, as currency predictability decays. The managers of these funds face strong incentives to concentrate on new asset classes, creating a natural experiment to test whether observed manager skill is FX specific, or...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355599
Saved in:
Cover Image
Hedge Funds : Performance, Risk Management, and Impact on Asset Markets
Agarwal, Vikas; Ren, Honglin - 2023
Hedge funds are dynamic, versatile, opaque, and, according to BarclayHedge, their assets under management have nearly doubled from $2.6 trillion in 2015 to $4.9 trillion in 2021. In the recent decade, whether hedge funds have delivered superior performance is in debate. Researchers conclude...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355695
Saved in:
Cover Image
Performance Persistence and the Implied Volatility Smile of the Commodity Options Contracts. We Examine Hedge Funds Contracts of Wheat, Corn, Live Cattle, Soybean Oil, and Lean Hog
Guirguis, Michel - 2023
In this article, we examine performance persistence and the implied volatility smile of the commodity options contracts. We examine contracts of wheat, corn, live cattle, soybean oil, and lean hog. Hedge funds use options and futures in terms of commodities to hedge market risk. We compare the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355868
Saved in:
Cover Image
Hedge Fund Activism and Internal Control Weaknesses
Folsom, David; Hasan, Iftekhar; Shen, Yinjie (Victor); … - 2023
PurposeThe aim of the paper is to investigate the associations between hedge fund activism and corporate internal control weaknesses.Design/methodology/approachIn this paper, the authors identify hedge fund activism events using 13D filings and news search. After matching with internal control...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014359356
Saved in:
Cover Image
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine - 2023
We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions of investment vehicles such as hedge funds. However, a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014359412
Saved in:
Cover Image
Do Hedge Funds Still Manipulate Stock Prices?
Cui, Xinyu; Kolokolova, Olga - 2023
We find no evidence that hedge funds manipulate stock prices from 2011 to 2019, while confirming the stock price manipulation pattern previously documented between 2000 and 2010. Stocks held by hedge funds exhibit positive abnormal returns and then reversals at quarter-end in the earlier period;...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014362453
Saved in:
Cover Image
Expert Network Calls
Cao, Sean Shun; Green, Tracy Clifton; Lei, Lijun; … - 2023
Expert networks provide investors with in-depth discussions with subject matter experts. Expert call demand is higher for younger, technology-oriented firms and those with greater intangible assets, consistent with demand for information on hard-to-value firms. Expert calls are more (less)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014236130
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...