Viewing: 1 - 10 of 10 papers
1.
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 (UNSW)
There are 2 versions of this paper
Inside Brokers
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 61
Posted: 12 Jan 2017
Last Revised: 18 Oct 2017
Downloads
132
Downloads
132
2.
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 06 Aug 2018
Accepted 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
There are 2 versions of this paper
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 06 Aug 2018
Downloads
620
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Number of pages: 67
Posted: 24 Sep 2015
Downloads
291
Downloads
620
3.
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, Rotman School of Management and University of California, Irvine - Paul Merage School of Business
Downloads
125
4.
Common Risk Factors in the Cross-Section of Corporate Bond Returns
Journal of Financial Economics, Forthcoming, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 75
Posted: 03 Oct 2016
Last Revised: 12 Feb 2018
Accepted Paper Series
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads
892
5.
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 (ISB), Hyderabad and Indian School of Business
Downloads
221
6.
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
556
7.
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: 77
Posted: 20 Jun 2016
Last Revised: 24 Sep 2018
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
979
8.
The Term Structure of Short Selling Costs
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 46
Posted: 03 Feb 2016
Last Revised: 28 Feb 2018
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads
333
9.
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 - Department of Finance and Georgia State University - J. Mack Robinson College of Business
Downloads
806
10.
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
There are 2 versions of this paper
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
Downloads
2,870
Downloads
2,870
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