Zobrazeno 1 - 10
of 70
pro vyhledávání: '"W, Sias"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c68a545f57a28e3be900ec9a40dcf66
https://doi.org/10.2139/ssrn.4337907
https://doi.org/10.2139/ssrn.4337907
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::358d4d93ee0a64dc440f96101eba8308
https://doi.org/10.2139/ssrn.4227132
https://doi.org/10.2139/ssrn.4227132
Publikováno v:
SSRN Electronic Journal.
We examine whether superior understanding of technological innovation is a source of mutual fund managers’ ability to garner positive abnormal returns. Consistent with our hypothesis, the inter-quintile annual net Carhart alpha spread for mutual fu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::89fcff6566feef530e074907c30d19ae
https://doi.org/10.2139/ssrn.3759414
https://doi.org/10.2139/ssrn.3759414
We show that molecular variation in DNA related to cognition, personality, health, and body shape, predicts an individual’s equity market participation and risk aversion. Moreover, the molecular genetic endowments predict individuals’ return perc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca09d7237e166449cad96f1633184a8d
https://doi.org/10.3386/w27638
https://doi.org/10.3386/w27638
Publikováno v:
The Journal of Alternative Investments. 21:27-38
A widely held view concerning hedge funds is that they act as a negative disruptive force in financial markets due to “contagion.” Hedge funds are often viewed as culprits in both the 2007–2008 financial crisis and the 2007 quant crisis, for ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9074dd620e034664e89808ab3450bf4
https://doi.org/10.3905/jai.2018.21.1.027
https://doi.org/10.3905/jai.2018.21.1.027
Publikováno v:
Journal of Financial and Quantitative Analysis. 52:2157-2181
We test whether model misspecification or liquidity spirals primarily explain the observed excess dependence in filtered (for economic fundamentals) hedge fund index returns and the links between volatility, liquidity shocks, and hedge fund return cl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0614343c6c63bf521d7a57c2b28284a7
https://doi.org/10.1017/s0022109017000679
https://doi.org/10.1017/s0022109017000679
Autor:
Luke DeVault, Richard W. Sias
Publikováno v:
Journal of Banking & Finance. 75:80-97
Consistent with the well-documented relation between political orientation and psychological traits, hedge funds’ political orientations are related to their portfolio decisions. Relative to politically conservative hedge funds, politically liberal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d6284b42e57d553c3b09faf82e55f51
https://doi.org/10.1016/j.jbankfin.2016.10.011
https://doi.org/10.1016/j.jbankfin.2016.10.011
Publikováno v:
SSRN Electronic Journal.
We hypothesize that greater economic policy uncertainty (EPU) leads to increases in unhealthy behaviors by lowering individuals’ impulse control. Based on 6.1 million interviews over 22 years, our analysis reveals a positive relation between EPU an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7038320e6065d98b9d3a119740ff5a50
https://doi.org/10.2139/ssrn.3502542
https://doi.org/10.2139/ssrn.3502542
Publikováno v:
Management Science. 62:764-784
Recent models and the popular press suggest that large groups of hedge funds follow similar strategies resulting in crowded equity positions that destabilize markets. Inconsistent with this assertion, we find that hedge fund equity portfolios are rem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44e770ee5ccb0d0c79a77aea160047b3
https://doi.org/10.1287/mnsc.2014.2131
https://doi.org/10.1287/mnsc.2014.2131
Publikováno v:
SSRN Electronic Journal.
The growth of crowdfunding markets will soon accelerate due to recent changes in Securities Exchange Commission (SEC) regulations. Although it is well-recognized that these markets benefit from the participation of both expert and non-expert investor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63520a1bee4fc36902a27579875b1209
https://doi.org/10.2139/ssrn.3185608
https://doi.org/10.2139/ssrn.3185608