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HKUST Finance Symposium 2016: Active Investing & Arbitrage Capital (Archive)

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Viewing: 1 - 10 of 10 papers

1.

A Comparison of New Factor Models

Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67 Posted: 11 Nov 2014 Last Revised: 19 Apr 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,755
2.

Optimal Factor Strategy in FX Markets

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, 29th Australasian Finance and Banking Conference 2016
Number of pages: 93 Posted: 20 Jun 2016 Last Revised: 31 Aug 2017
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Downloads 657
3.

Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?

Journal of Financial Economics (JFE), Forthcoming, Hong Kong University of Science & Technology, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 81 Posted: 12 Aug 2015 Last Revised: 02 May 2017
Accepted Paper Series
Georgia State University, Emory University - Goizueta Business School and Georgia State University - J. Mack Robinson College of Business
Downloads 565
4.

A First Glimpse into the Short Side of Hedge Funds

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 65 Posted: 24 Jun 2016 Last Revised: 20 Mar 2017
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and The Brattle Group
Downloads 399
5.

The Term Structure of Short Selling Costs

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 44 Posted: 03 Feb 2016 Last Revised: 27 Apr 2017
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads 255
6.

Common Risk Factors in the Cross-Section of Corporate Bond Returns

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 65 Posted: 03 Oct 2016 Last Revised: 29 Nov 2016
Working Paper Series
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads 237
7.

Margin Credit and Stock Return Predictability

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 71 Posted: 09 Aug 2016 Last Revised: 09 Aug 2017
Working Paper Series
Indian School of Business, Indian School of Business and Indian School of Business
Downloads 107
8.

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Marshall School of Business Working Paper No. 17-16
Number of pages: 79 Posted: 11 Jan 2017 Last Revised: 01 Oct 2017
Working Paper Series
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge

Multiple version iconThere are 2 versions of this paper

Downloads 96
9.

Inside Brokers

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 61 Posted: 12 Jan 2017 Last Revised: 18 Oct 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of New South Wales

Multiple version iconThere are 2 versions of this paper

Downloads 86
10.

Social Transmission Bias and Active Investing

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Rotman School of Management Working Paper No. 2897801
Number of pages: 59 Posted: 11 Jan 2017
Working Paper Series
University of Toronto - Finance Area and University of California, Irvine - Paul Merage School of Business
Downloads 80