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Measuring the market impact of hedge funds
6 references·16 citing·45 second hop
Measuring the market impact of hedge funds (2000)Measuring the market impact of hedge fundsOffshore Hedge Funds: Survival and Performance, 1989–95 (1999)Offshore Hedge Funds: Surviva…A primer on hedge funds (1999)A primer on hedge fundsSurvivorship Bias and Investment Style in the Returns of CTAs (1997)Survivorship Bias and Investm…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …International Capital Markets: Developments, Prospects, and Policy Issues (1995)International Capital Markets…Speculators, Prices, and Market Volatility (2016)Speculators, Prices, and Mark…Hedge Fund Holdings and Stock Market Efficiency (2015)Hedge Fund Holdings and Stock…The Role of Financial Speculation in Driving the Price of Crude Oil (2013)The Role of Financial Specula…Speculation and Hedging in Segmented Markets (2013)Speculation and Hedging in Se…Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms (2012)Exploring Uncharted Territori…Speculators, Prices and Market Volatility (2011)Speculators, Prices and Marke…Speculative capital and currency carry trades (2010)Speculative capital and curre…Asymmetry of information flow between volatilities across time scales (2010)Asymmetry of information flow…Is Speculation Destabilizing? (2009)Is Speculation Destabilizing?Fundamentals, Trader Activity and Derivative Pricing (2008)Fundamentals, Trader Activity…Hedge funds: an industry in its adolescence (2006)Hedge funds: an industry in i…Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze (2005)Strategic trading behavior an…Do hedge funds have enough capital? A value-at-risk approach (2005)Do hedge funds have enough ca…A selected review of agricultural commodity futures and options markets (2004)A selected review of agricult…Understanding Hedge Fund Performance (2002)Understanding Hedge Fund Perf…Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies (2000)Performance Evaluation of Hed…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach (2012)Gold, Oil, and Stocks: Dynamic Correlations (2015)The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes (2023)Performance Persistence (1995)Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (2001)Hedge Fund Performance and Manager Skill (2001)Hedge Funds: Risk and Return (2005)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Funds and the Technology Bubble (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Impossibility of Informationally Efficient Markets (1980)Efficient Capital Markets: II (1991)Pre‐Harvest Price Expectations for Corn: The Information Content of USDA Reports and New Crop Futures (2008)Quantifying the WASDE Announcement Effect (2012)Agricultural commodity futures prices prediction via long- and short-term time series network (2019)Noise Trader Risk in Financial Markets (1990)Generalized impulse response analysis in linear multivariate models (1998)The Impact of Uncertainty Shocks (2009)Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements (2011)Fundamentals, Derivatives Market Information and Oil Price Volatility (2014)An update on speculation and financialization in commodity markets (2018)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Dynamic risk exposures in hedge funds (2010)Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market (2015)Machine Learning Solutions to Challenges in Finance: An Application to the Pricing of Financial Products (2019)International Portfolio Flows and Security Markets (1999)How Foreign Participation and Market Concentration Impact Bank Spreads: Evidence from Latin America (2004)Globalisation: the great unbundling(s) (2006)Hedge Fund and Commodity Fund Investments in Bull and Bear Markets (2001)The Accuracy of Hedge Fund Returns (2003)Higher risk, lower returns: What hedge fund investors really earn☆ (2011)Do Market Timing Hedge Funds Time the Market? (2007)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Do the Best Hedge Funds Hedge? (2010)High‐Water Marks and Hedge Fund Management Contracts (2003)Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)
this work references cited by second hop

References

  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 1999Offshore Hedge Funds: Survival and Performance, 1989–95510 cited
  • 1995International Capital Markets: Developments, Prospects, and Policy Issues356 cited
  • 1999A primer on hedge funds354 cited
  • 1997Survivorship Bias and Investment Style in the Returns of CTAs201 cited

Cited by

  • 2010Asymmetry of information flow between volatilities across time scales139 cited
  • 2016Speculators, Prices, and Market Volatility135 cited
  • 2005Do hedge funds have enough capital? A value-at-risk approach133 cited
  • 2004A selected review of agricultural commodity futures and options markets128 cited
  • 2013Speculation and Hedging in Segmented Markets124 cited
  • 2008Fundamentals, Trader Activity and Derivative Pricing123 cited
  • 2015Hedge Fund Holdings and Stock Market Efficiency122 cited
  • 2005Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze112 cited
  • 2002Understanding Hedge Fund Performance109 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013The Role of Financial Speculation in Driving the Price of Crude Oil107 cited
  • 2010Speculative capital and currency carry trades106 cited
  • 2006Hedge funds: an industry in its adolescence100 cited
  • 2000Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies96 cited
  • 2011Speculators, Prices and Market Volatility85 cited
  • 2009Is Speculation Destabilizing?75 cited
  • 2012Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms72 cited