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Do alpha males deliver alpha?...
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Limited attention, marital events and hedge funds
Lu, Yan
;
Ray, Sugata
;
Teo, Melvyn
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 607-624
Persistent link: https://www.econbiz.de/10011591143
Saved in:
2
The liquidity risk of liquid hedge funds
Teo, Melvyn
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10009241227
Saved in:
3
Style effects in the cross-section of stock returns
Teo, Melvyn
;
Woo, Sung-Jun
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 367-398
Persistent link: https://www.econbiz.de/10002399264
Saved in:
4
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert A.
;
Teo, Melvyn
;
Warachka, …
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-565
Persistent link: https://www.econbiz.de/10002204680
Saved in:
5
Hedge funds, managerial skill, and macroeconomic variables
Avramov, Doron
;
Kosowski, Robert L.
;
Naik, Narayan Y.
; …
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 672-692
Persistent link: https://www.econbiz.de/10009242252
Saved in:
6
Do hedge funds deliver alpha? : a Bayesian and bootstrap analysis
Kosowski, Robert L.
;
Naik, Narayan Y.
;
Teo, Melvyn
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 229-264
Persistent link: https://www.econbiz.de/10003455011
Saved in:
7
Public hedge funds
Sun, Lin
;
Teo, Melvyn
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 44-60
Persistent link: https://www.econbiz.de/10012130879
Saved in:
8
Style effects in the cross-section of stock returns
Teo, Melvyn
;
Woo, Sung-Jun
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 367
Persistent link: https://www.econbiz.de/10006502666
Saved in:
9
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert
;
Teo, Melvyn
;
Warachka, Mitch
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-566
Persistent link: https://www.econbiz.de/10006503433
Saved in:
10
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
Kosowski, Robert
;
Naik, Narayan Y.
;
Teo, Melvyn
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 229
Persistent link: https://www.econbiz.de/10007732501
Saved in:
1
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