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Kazemi, Hossein B.'s
Scholarly Papers
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Total
Downloads
6,759 |
Total
Citations
43 |
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1.
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Jalali, Padideh
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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2,250
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2.
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Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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21 Jul 08
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Last Revised:
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10 Apr 11
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905
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collar, options, qqq, qqqq, etf, strategy, portfolio, protection, insurance, trading, option, exchange, traded, fund, funds
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3.
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Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Schneeweis, Thomas
University of Massachusetts at Amherst - Isenberg School of Management
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622
(18,986)
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5
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Hedge Funds, Stale Prices, Data Smoothing
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4.
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Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Li, Ying
University of Washington Bothell
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17 Mar 08
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Last Revised:
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26 Jun 09
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598
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4
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CTA, discretionary, systematic, market timing, volatility timing
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5.
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Gupta, Raj
University of Massachusetts at Amherst - Department of Finance & Operations Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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12 Nov 09
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Last Revised:
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29 Nov 09
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435
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hedge fund performance, alpha financial credit crisis
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6.
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Henker, Thomas
Bond University Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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364
(38,277)
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7.
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Ismailescu, Iuliana
Pace University - Lubin School of Business Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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29 Oct 09
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Last Revised:
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14 Nov 10
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360
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10
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CDS markets, CDS spreads, credit rating events, emerging markets, spillover effects
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8.
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Conditional Properties of Hedge Funds: Evidence from Daily Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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Posted:
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12 Jan 07
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Last Revised:
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20 Mar 07
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319
(44,888)
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11
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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28
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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291
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11
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Hedge funds, contagion, conditional volatility, skewness, market timing
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9.
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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17 Jul 07
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Last Revised:
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11 Nov 07
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279
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3
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Risk-taking, managerial incentives, hedge funds
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10.
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Gupta, Raj
University of Massachusetts at Amherst - Department of Finance & Operations Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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203
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11.
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Dey, Malay K.
Cornell University Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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21 Jul 07
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Last Revised:
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25 Apr 11
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175
(85,147)
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4
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Information asymmetry, Sequential equilibrium, Order size, Security price, Bid-ask spread, Institutions
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12.
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Schneeweis, Thomas
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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87
(148,567)
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2
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Hedge Funds, Database, Bias, TASS, CISDM, HFR
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13.
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Ismailescu, Iuliana
Pace University - Lubin School of Business Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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57
(188,818)
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contagion, credit events, emerging markets, sovereign debt, volatility spillover
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14.
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Schneeweis, Thomas
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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56
(192,096)
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15.
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Schneeweis, Thomas
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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28
(249,162)
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4
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Hedge Fund Database, Biases, HFR, CISDM, TASS, Backfill, Survivorship, Duplication, Performance
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16.
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Schneeweis, Thomas
University of Massachusetts at Amherst - Isenberg School of Management Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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21
(272,010)
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Hedge Fund, Bias, Biases, Database, Daily, Weekly, Monthly Returns, Performance
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17.
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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Hedge funds, risk, performance, incentive
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18.
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Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Li, Ying
University of Washington Bothell
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23 Mar 09
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Last Revised:
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27 May 09
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managerial incentive, risk-taking, performance
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19.
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Li, Ying
University of Washington Bothell Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management
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managerial incentive, option
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20.
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Campbell, Cynthia J.
Iowa State University - Department of Accounting and Finance Kazemi, Hossein B.
University of Massachusetts at Amherst - Isenberg School of Management Nanisetty, Prasad
Prudential Securities
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