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ArticleMeasuring the market impact of hedge funds

William K. H. Fung2000

Article2000

Measuring the market impact of hedge funds

William K. H. Fung · David Arthur Hsieh

140 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 1997Offshore Hedge Funds: Survival and Performance 1989-1995 1999Offshore Hedge Funds: Survival and Performance, 1989–95 1995International Capital Markets: Developments, Prospects, and Policy Issues 1999A primer on hedge funds 1997Survivorship Bias and Investment Style in the Returns of CTAs

Cited by

2010Asymmetry of information flow between volatilities across time scales 2016Speculators, Prices, and Market Volatility 2005Do hedge funds have enough capital? A value-at-risk approach 2004A selected review of agricultural commodity futures and options markets 2013Speculation and Hedging in Segmented Markets 2008Fundamentals, Trader Activity and Derivative Pricing 2015Hedge Fund Holdings and Stock Market Efficiency 2005Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze

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2002Understanding Hedge Fund Performancearticle · 5 shared references 2005The performance and diversification benefits of funds of hedge fundsarticle · 5 shared references 2007Do Market Timing Hedge Funds Time the Market?article · 4 shared references 2009The Geography of Hedge Fundsarticle · 4 shared references 2006Hedge Funds as Investors of Last Resort?article · 4 shared references 2005Systemic Risk and Hedge Fundsreport · 4 shared references

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Year2000

Typearticle

Published2000-05-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations140

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0927-5398(00)00005-0

openalex_workW2003644588

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