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American hedge funds industry, market timing and COVID-19 crisis
Khelife, Soumaya Ben; Urom, Christian; Guesmi, Khaled; … - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 390-399
Persistent link: https://www.econbiz.de/10013392090
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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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The Effect of Regulatory Constraints on Fund Performance : New Evidence from UCITS Hedge Funds
Joenväärä, Juha - 2020
This paper examines the effect of regulatory constraints on fund performance and risk by comparing conventional and UCITS hedge funds. Using a matching estimator approach, we estimate the indirect cost of UCITS regulation to be between 1.06% and 4.05% per annum in terms of risk-adjusted returns....
Persistent link: https://www.econbiz.de/10012831628
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The Effect of Regulatory Constraints on Fund Performance : New Evidence from UCITS Hedge Funds
Joenväärä, Juha - 2020
This paper examines the effect of regulatory constraints on fund performance and risk by comparing conventional and UCITS hedge funds. Using a matching estimator approach, we estimate the indirect cost of UCITS regulation to be between 1.06% and 4.05% per annum in terms of risk-adjusted returns....
Persistent link: https://www.econbiz.de/10012856249
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Macro variables and the components of stock returns
Maio, Paulo; Philip, Dennis - In: Journal of empirical finance 33 (2015), pp. 287-308
Persistent link: https://www.econbiz.de/10011556888
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
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Die Bedeutung und der Prognosegehalt makroökonomischer Indikatorvariablen für den deutschen Aktienmarkt
Beck, Carlo - 2005
Persistent link: https://www.econbiz.de/10003064807
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Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan; Lahyani, Rahma - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
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Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416
Persistent link: https://www.econbiz.de/10009630715