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Geographical focus in emerging markets and hedge fund performance
16 references·0 citing·45 second hop
Geographical focus in emerging markets and hedge fund performance (2011)Geographical focus in emerging markets an…The Geography of Hedge Funds (2009)The Geography of Hedge FundsWhy Fundamental Indexation Might—or Might Not—Work (2008)Why Fundamental Indexation Mi…On the Performance of Emerging Market Equity Mutual Funds (2008)On the Performance of Emergin…Fundamental indexation: An active value strategy in disguise (2008)Fundamental indexation: An ac…Including emerging markets in international momentum investment strategies (2007)Including emerging markets in…Do Market Timing Hedge Funds Time the Market? (2007)Do Market Timing Hedge Funds …Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)Do hedge funds deliver alpha?…Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Share restrictions and asset …Timing Ability in the Focus Market of Hedge Funds (2005)Timing Ability in the Focus M…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…More on Monetary Policy and Stock Price Returns (2005)More on Monetary Policy and S…Fundamental Indexation (2005)Fundamental IndexationGlobal Hedge Funds: Risk, Return, and Market Timing (2002)Global Hedge Funds: Risk, Ret…Characteristics of Risk and Return in Risk Arbitrage (2001)Characteristics of Risk and R…Performance of financial institutions : efficiency, innovation, regulation (2000)Performance of financial inst…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Do mutual funds time the market? Evidence from portfolio holdings (2007)Hedge Funds: A Dynamic Industry in Transition (2015)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings (2009)Do the Best Hedge Funds Hedge? (2010)Macroeconomic risk and hedge fund returns (2014)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Measuring The Reaction of Monetary Policy to the Stock Market (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The Properties of Equally Weighted Risk Contribution Portfolios (2010)A note on the returns from minimum variance investing (2011)Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation (2019)The General Theory of Employment, Interest and Money. (1936)The Performance of Private Equity Funds (2008)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Increasing Returns and Economic Geography (1990)Geographic dispersion and stock returns (2012)On the High‐Frequency Dynamics of Hedge Fund Risk Exposures (2012)Firm network structure and innovation (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Tolerance for Failure and Corporate Innovation (2011)The Limits of Arbitrage (1995)Risks and Portfolio Decisions Involving Hedge Funds (2003)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Presidential Address: Discount Rates (2011)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Mutual Fund Flows and Performance in Rational Markets (2004)Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation (2010)Misvaluing Innovation (2013)… and the Cross-Section of Expected Returns (2015)PORTFOLIO SELECTION* (1952)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Properties of the most diversified portfolio (2013)A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price (2015)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)
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References

  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,143 cited
  • 2001Characteristics of Risk and Return in Risk Arbitrage765 cited
  • 2007Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆594 cited
  • 2006Share restrictions and asset pricing: Evidence from the hedge fund industry☆499 cited
  • 2005Fundamental Indexation378 cited
  • 2007Do Market Timing Hedge Funds Time the Market?329 cited
  • 2009The Geography of Hedge Funds246 cited
  • 2005More on Monetary Policy and Stock Price Returns135 cited
  • 2002Global Hedge Funds: Risk, Return, and Market Timing132 cited
  • 2000Performance of financial institutions : efficiency, innovation, regulation117 cited
  • 2005Timing Ability in the Focus Market of Hedge Funds111 cited
  • 2008On the Performance of Emerging Market Equity Mutual Funds86 cited
  • 2008Why Fundamental Indexation Might—or Might Not—Work66 cited
  • 2008Fundamental indexation: An active value strategy in disguise45 cited
  • 2007

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Including emerging markets in international momentum investment strategies
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