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Hedge funds and stock market efficiency
Kokkonen, Joni; Suominen, Matti - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2890-2904
Persistent link: https://www.econbiz.de/10011413502
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Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid; Blazsek, Szabolcs - In: Applied economics 50 (2018) 37, pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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The relationship between hedge fund performance and stock market sentiment
Yao, Zheng; Osmer, Eric - In: Review of Pacific Basin financial markets and policies 21 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011911876
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Hedge fund performance in bull and bear markets : alpha creation and risk exposure
Sandvik, Sjur Hordvik; Frydenberg, Stein; Westgaard, Sjur; … - In: The journal of investing 20 (2011) 1, pp. 52-77
Persistent link: https://www.econbiz.de/10009312577
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A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris; Heymans, André; Van Vuuren, Gary; … - In: International business and economics research journal 13 (2014) 1, pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
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Does the disclosure of a hedge fund stock sale influence respective stock returns?
Schmitz, Jonas Tobias - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 100-115
Persistent link: https://www.econbiz.de/10012423017
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Hedge fund performance persistence under different business cycles and stock market regimes
Stafylas, Dimitrios; Andrikopoulos, Athanasios; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014246841
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Volatility spillovers between stock market and hedge funds : evidence from Asia Pacific region
Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-39
This paper investigates the nature of volatility spillovers between stock returns and hedge funds returns in twelve Asia Pacific countries in the 1997-2018 period. The sample period encompasses sub periods, 1997 Asia financial crisis, 2008 Global financial crisis and 2010 Eurozone crisis; these...
Persistent link: https://www.econbiz.de/10013399819
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CFO credentials, stock market signaling, and firm performance
Datta, Sudip; Doan, Trang; Guha, Abhijit; … - In: International journal of managerial finance : IJMF 19 (2023) 3, pp. 539-571
Persistent link: https://www.econbiz.de/10014325946
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The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts
Chan, Howard; Faff, Robert W.; Ho, Yee Kee; Ramsay, Alan - In: Accounting research journal 22 (2009) 3, pp. 237-261
Persistent link: https://www.econbiz.de/10003923555