Works matching DE "RATE of return on hedge funds"

Results: 23

Hedge Fund Voluntary Disclosure.

Published in:

Accounting Review, 2018, v. 93, n. 2, p. 117, doi. 10.2308/accr-51841

By:

Cassar, Gavin J.;
Gerakos, Joseph J.;
Green, Jeremiah R.;
Hand, John R. M.;
Neal, Matthew

Publication type:

Article

Analyst Interest as an Early Indicator of Firm Fundamental Changes and Stock Returns.

Published in:

Accounting Review, 2015, v. 90, n. 3, p. 1049, doi. 10.2308/accr-50912

By:

Jung, Michael J.;
Wong, M. H. Franco;
Zhang, X. Frank

Publication type:

Article

Cumulant instrument estimators for hedge fund return models with errors in variables.

Published in:

Applied Economics, 2014, v. 46, n. 10, p. 1134, doi. 10.1080/00036846.2013.868591

By:

Racicot, François-Éric;
Théoret, Raymond

Publication type:

Article

High-Water Marks and Hedge Fund Management Contracts with Partial Information.

Published in:

Computational Economics, 2013, v. 42, n. 3, p. 327, doi. 10.1007/s10614-012-9338-7

By:

Song, Dandan;
Yang, Jinqiang;
Yang, Zhaojun

Publication type:

Article

Onshore and Offshore Hedge Funds: Are They Twins?

Published in:

Management Science, 2014, v. 60, n. 1, p. 74, doi. 10.1287/mnsc.2013.1729

By:

Aragon, George;
Bing Liang;
Hyuna Park

Publication type:

Article

Media Coverage and Hedge Fund Returns.

Published in:

Financial Analysts Journal, 2013, v. 69, n. 3, p. 57, doi. 10.2469/faj.v69.n3.1

By:

Ozick, Gideon;
Sadka, Ronnie

Publication type:

Article

Is There a Cost to Transparency?

Published in:

Financial Analysts Journal, 2012, v. 68, n. 2, p. 108, doi. 10.2469/faj.v68.n2.1

By:

Aggarwal, Rajesh K.;
Jorion, Philippe

Publication type:

Article

Essential Tax Aspects of Hedge Fund Investments.

Published in:

CPA Journal, 2014, v. 84, n. 9, p. 34

By:

Wunder, Haoldene F.

Publication type:

Article

Is It Possible to OD on Alpha?

Published in:

Journal of Alternative Investments, 2015, v. 18, n. 2, p. 39, doi. 10.3905/jai.2015.18.2.039

By:

KAKUSHADZE, ZURA;
JIM KYUNG-SOO LIEW

Publication type:

Article

Hedge Fund Dynamic Market Sensitivity.

Published in:

Journal of Alternative Investments, 2013, v. 16, n. 1, p. 118, doi. 10.3905/jai.2013.16.1.118

By:

JIAQI CHEN;
TINDALL, MICHAEL L.

Publication type:

Article

Hedge fund attributes, insider behavior, and IPO volatility.

Published in:

Journal of Economics & Finance, 2018, v. 42, n. 2, p. 268, doi. 10.1007/s12197-017-9396-8

By:

Hull, Robert M.;
Kwak, Sungkyu;
Walker, Rosemary

Publication type:

Article

Hedge funds, fund attributes and risk adjusted returns.

Published in:

Journal of Economics & Finance, 2014, v. 38, n. 1, p. 133, doi. 10.1007/s12197-011-9217-4

By:

Soydemir, Gökçe;
Smolarski, Jan;
Shin, Sangheon

Publication type:

Article

The Effect of Investment Constraints on Hedge Fund Investor Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 4, p. 1539, doi. 10.1017/S0022109018001333

By:

Joenväärä, Juha;
Kosowski, Robert;
Tolonen, Pekka

Publication type:

Article

Recovering Delisting Returns of Hedge Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 797, doi. 10.1017/S0022109014000465

By:

Hodder, James E.;
Jackwerth, Jens Carsten;
Kolokolova, Olga

Publication type:

Article

Hedge Fund Return Predictability Under the Magnifying Glass.

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 4, p. 1057, doi. 10.1017/S0022109013000422

By:

Avramov, Doron;
Barras, Laurent;
Kosowski, Robert

Publication type:

Article

Risk Measures for Autocorrelated Hedge Fund Returns.

Published in:

Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 868, doi. 10.1093/jjfinec/nbu023

By:

DI CESARE, ANTONIO;
STORK, PHILIP A.;
DE VRIES, CASPER G.

Publication type:

Article

Real Estate Risk and Hedge Fund Returns.

Published in:

Journal of Real Estate Finance & Economics, 2016, v. 52, n. 3, p. 197, doi. 10.1007/s11146-015-9516-1

By:

Ambrose, Brent;
Cao, Charles;
D'Lima, Walter

Publication type:

Article

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?

Published in:

Review of Financial Studies, 2016, v. 29, n. 12, p. 3321, doi. 10.1093/rfs/hhw052

By:

Ji-Woong Chung;
Byoung Uk Kang

Publication type:

Article

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns.

Published in:

Review of Financial Studies, 2014, v. 27, n. 2, p. 581, doi. 10.1093/rfs/hht070

By:

Buraschi, Andrea;
Kosowski, Robert;
Trojani, Fabio

Publication type:

Article

Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud.

Published in:

Review of Financial Studies, 2012, v. 25, n. 9, p. 2673, doi. 10.1093/rfs/hhs085

By:

Bollen, Nicolas P. B.;
Pool, Veronika K.

Publication type:

Article

The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance.

Published in:

Review of Financial Studies, 2012, v. 25, n. 1, p. 96, doi. 10.1093/rfs/hhr092

By:

Sun, Zheng;
Wang, Ashley;
Zheng, Lu

Publication type:

Article

What drives the high moments of hedge fund returns?

Published in:

Applied Economics, 2017, v. 49, n. 8, p. 738, doi. 10.1080/00036846.2016.1205723

By:

Baker, H. Kent;
Chkir, Imed;
Saadi, Samir;
Zhong, Ligang

Publication type:

Article

The Impact of New Capital on Hedge Fund Returns.

Published in:

Journal of Investing, 2015, v. 24, n. 4, p. 27, doi. 10.3905/joi.2015.24.4.027

By:

PLATT, HARLAN;
LICHENG CAI;
PLATT, MARJORIE

Publication type:

Article