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Determinants of bank merger premiums

Shawky, Hany A. - In: Journal of economics and finance 20 (1996) 1, pp. 117-131

Persistent link: https://www.econbiz.de/10001209726

Endogenous growth and stock returns volatility in the long run

Faugère, Christophe; Shawky, Hany A. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 1-20

Persistent link: https://www.econbiz.de/10001695502

Small-cap equity mutual fund managers as liquidity providers

Shawky, Hany A.; Tian, Jianbo - In: Journal of empirical finance 18 (2011) 5, pp. 802-814

Persistent link: https://www.econbiz.de/10009492066

Modeling hedge fund returns : selection, nonlinearity and managerial efficiency

Lahiri, Kajal; Shawky, Hany A.; Zhao, Yongchen - In: Managerial and decision economics : MDE ; the … 35 (2014) 2, pp. 172-187

Persistent link: https://www.econbiz.de/10010256817

The performance of hedge fund strategies and the asymmetry of return distributions

Ding, Bill; Shawky, Hany A. - In: European financial management : the journal of the … 13 (2007) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10003550437

Optimal number of stock holdings in mutual fund portfolios based on market performance

Shawky, Hany A.; Smith, David M. - In: The financial review : the official publication of the … 40 (2005) 4, pp. 481-495

Persistent link: https://www.econbiz.de/10003211780

The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions

Ding, Bill; Shawky, Hany A. - 2006

We present hedge fund performance estimates that adjust for stale prices, Fama-French risk factors and Skewness. We contrast these new performance estimates with traditional performance measures. Using three-factor models to adjust for staleness in prices and to incorporate Fama-French factors...

Persistent link: https://www.econbiz.de/10014057255