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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 1,649
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: 68 Posted: 20 Jun 2016 Last Revised: 17 Jan 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 621
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 527
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 375
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 245
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 206
7.

Inside Brokers

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 55 Posted: 12 Jan 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 80
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: 67 Posted: 11 Jan 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 78
9.

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 68
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 68