This paper investigates network connectedness of European sovereign bond markets from
2005 to 2011. To overcome weaknesses in alternative methodologies to estimate network …

This paper studies the level, determinants, and implications of the factor timing ability of
hedge fund managers. We find that approximately 34% of hedge funds display factor timing …

Our aim for this thesis is to study whether hedge fund performance persists after weak
markets, and do the results differ from performance persistence after strong markets. We are …

Unlike in other developed equity markets, short sellers in Australia are required to report
their covered short positions on a daily basis to the market regulator, who subsequently …

In this thesis, I find eight common time series risk factors among all hedge fund investment
objectives, including: equity market factor, equity size spread factor, bond credit spread …

In this study, an important question for financial market investors is investigated, namely
which assets obtain an abnormal return during bad times. Bad times are defined as months …

In the past decades, emerging market hedge funds have been subject to significant capital
inflow and today they constitute a $200 billion market. Previous research suggests that …

в статье дана специфика деятельности основных групп институциональных
инвесторов, функционирующих как на российском рынке, так и на рынках развитых …

Анотація Метою статті є розробка когнітивної моделі хеджингового інвестування. Для
досягнення поставленої мети використано сукупність загальноприйнятих методів і …