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Teo, Melvyn's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
15,692 |
Total
Citations
231 |
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1.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Hogan, Steve
Credit Suisse First Boston Teo, Melvyn
Singapore Management University - School of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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4,760
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17
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market efficiency, statistical arbitrage, arbitrage, momentum, value
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2.
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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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01 Nov 05
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Last Revised:
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19 Dec 11
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1,615
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85
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Hedge fund performance, Persistence, Alpha, Factor models, Bayesian, Bootstrap
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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1,615
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85
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hedge fund, persistence, Bayesian, alpha, backfill, incubation, bootstrap
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3.
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Hedge Funds, Managerial Skill, and Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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22 Mar 07
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Last Revised:
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19 Dec 11
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1,361
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10
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Feb 10
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Last Revised:
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19 Dec 11
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0
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Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
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Avramov, Doron
Hebrew University of Jerusalem Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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22 Mar 07
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Last Revised:
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23 Feb 10
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1,361
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10
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hedge funds, predictability, managerial skills, macroeconomic variables
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4.
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Teo, Melvyn
Singapore Management University - School of Business Woo, Sung-Jun
Harvard University - Department of Economics
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1,292
(6,057)
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14
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mutual funds, style, persistence, ability, managerial ability, fund, style-adjusted, performance
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5.
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Teo, Melvyn
Singapore Management University - School of Business Koh, Francis
Singapore Management University - School of Business Koh, Winston T.H.
Singapore Management University - School of Economics & Social Sciences
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1,147
(7,363)
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13
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Asian hedge funds, hedge funds, style, persistence, fees
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6.
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Teo, Melvyn
Singapore Management University - School of Business Woo, Sung-Jun
Harvard University - Department of Economics
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1,124
(7,631)
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23
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Style, Style investing, Return predictability
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7.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Teo, Melvyn
Singapore Management University - School of Business Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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1,063
(8,410)
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2
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Market Efficiency, Financial Anomalies
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8.
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Teo, Melvyn
Singapore Management University - School of Business
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600
(19,956)
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2
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analysts, forecast precision, bias, repeated game, investment banking, management access, glamour stocks, Fair Disclosure.
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9.
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Teo, Melvyn
Singapore Management University - School of Business
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588
(20,542)
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8
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size, hedge funds, capacity constraints, hierarchy costs
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10.
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O'Connell, Paul G.J.
FDO Partners, LLC Teo, Melvyn
Singapore Management University - School of Business
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519
(24,303)
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Institutional investors, overconfidence, loss aversion
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11.
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Teo, Melvyn
Singapore Management University - School of Business O'Connell, Paul G.J.
FDO Partners, LLC
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495
(25,805)
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institutional investors, past performance, loss aversion
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12.
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The Geography of Hedge Funds
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Teo, Melvyn
Singapore Management University - School of Business
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Posted:
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15 Aug 08
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Last Revised:
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29 Jul 10
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410
(33,033)
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32
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Teo, Melvyn
Singapore Management University - School of Business
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0
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G11, G12, G23
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Teo, Melvyn
Singapore Management University - School of Business
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410
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32
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hedge funds, information asymmetry, geography
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13.
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Kosowski, Robert
Imperial College Business School Naik, Narayan Y.
London Business School - Institute of Finance and Accounting Teo, Melvyn
Singapore Management University - School of Business
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278
(52,623)
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1
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Hedge funds, bootstrap, alpha, persistence
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14.
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Teo, Melvyn
Singapore Management University - School of Business
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154
(95,642)
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9
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Hedge Funds, Liquidity risk, Funding liquidity, Market liquidity, Redemption gates
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15.
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Teo, Melvyn
Singapore Management University - School of Business Chung, Sung-Gon
Singapore Management University - School of Accountancy
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109
(127,153)
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1
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analysts, hedge funds, agency, conflicts of interests
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16.
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Lai, Sandy
University of Hong Kong Teo, Melvyn
Singapore Management University - School of Business
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| Posted: |
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15 Sep 05
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Last Revised:
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13 Feb 11
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91
(144,068)
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1
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home bias, analyst recommendation, optimism, investment banking, emerging market
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17.
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Froot, Kenneth
National Bureau of Economic Research (NBER) Teo, Melvyn
Singapore Management University - School of Business
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86
(149,436)
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13
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Records 1 -
17
of 17 matches
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1
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