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DP17417 Hedge Fund Performance: A Quantitative Survey 智库出版物
2022
作者:  Fan Yang;  Tomas Havranek;  Zuzana Irsova;  Jiri Novak
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Hedge funds  Meta-analysis  Publication bias  
DP16319 Best Short 智库出版物
2021
作者:  Pasquale Della Corte;  Robert Kosowski;  Nikolaos Rapanos
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Disclosure  Regulation  Short-sale performance  Anomalies  Hedge funds  
DP15235 Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain 智库出版物
2020
作者:  Joel PERESS;  Xi Dong;  NAMHO KANG
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Pricing anomalies  Market efficiency  Return persistence and cyclicality/seasonality  Mutual funds  Hedge funds  Slow-moving capital  Transaction costs  Limits to arbitrage  Spectral analysis  
DP14873 Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds 智库出版物
2020
作者:  Olga Kuzmina;  Patrick Kelly;  Sergiy Gorovyy
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Hedge funds  Disclosure  Secrecy  transparency  Risk premia  
DP14767 Careers in Finance 智库出版物
2020
作者:  Andrew Ellul;  Marco Pagano;  Annalisa Scognamiglio
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Careers  Hedge funds  Asset managers  Market discipline  Scarring effects  
DP14767 Careers in Finance 智库出版物
2020
作者:  Andrew Ellul;  Marco Pagano;  Annalisa Scognamiglio
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Careers  Hedge funds  Asset managers  Market discipline  Scarring effects  
DP13645 What Constrains Liquidity Provision? Evidence From Hedge Fund Trades 智库出版物
2019
作者:  Francesco Franzoni;  Alberto Plazzi;  Efe Cotelioglu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Hedge funds  Limits of arbitrage  Liquidity provision  Trading costs  Funding liquidity  
DP12851 Career Risk and Market Discipline in Asset Management 智库出版物
2018
作者:  Andrew Ellul;  Marco Pagano;  Annalisa Scognamiglio
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Careers  Hedge funds  Asset managers  Market discipline  Scarring effects  
DP12040 Financial Conglomerate Affiliated Hedge Funds: Risk Taking Behavior and Liquidity Provision 智库出版物
2017
作者:  Mariassunta Giannetti;  Francesco Franzoni
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Hedge funds  Financial conglomerates  Volker rule  Liquidity provision  
DP10507 The Returns to Hedge Fund Activism: An International Study 智库出版物
2015
作者:  Julian Franks;  Marco Becht;  Hannes Wagner
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Active ownership  Hedge funds  Institutional investors  Shareholder activism