Bernard Lee

HedgeSPA (Hedge Funds and Sophisticated Products Advisors)

c/o NUS Enterprise

71 Ayer Rajah Crescent #18-03C

Singapore, 139951

Singapore

http://www.hedgespa.com

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 43,573

SSRN RANKINGS

Top 43,573

in Total Papers Downloads

927

CITATIONS
Rank 45,044

SSRN RANKINGS

Top 45,044

in Total Papers Citations

3

Scholarly Papers (3)

1.

Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010

Number of pages: 39 Posted: 03 Nov 2010 Last Revised: 13 Nov 2013
Bernard Lee, Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors), Singapore Management University - School of Information Systems and Singapore Management University
Downloads 404 (70,180)
Citation 1

Abstract:

Loading...

6 May 2010, Flash Crash, Liquidity Withdrawal, Extreme Market Movements, Agent-based Simulation, Speculative Activities, Position Limits

2.

An Analysis of Extreme Price Shocks and Illiquidity Among Systematic Trend Followers

Number of pages: 30 Posted: 03 Feb 2010 Last Revised: 13 Nov 2013
Bernard Lee, Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors), Singapore Management University - School of Information Systems and Singapore Management University
Downloads 314 (93,697)
Citation 2

Abstract:

Loading...

Extreme Price Shocks, Market Liquidity, Systematic Trend Followers, Speculative Activities, Agent-Based Computational Economics, Commodity Trading Advisors, Financial Crisis

Reevaluating the Roles of Large Public Surpluses and Sovereign Wealth Funds in Asia

Joint Workshop on Exchange Rate and Macroeconomic Management in Emerging Asia in the Post-Crisis Era, 2010
Number of pages: 51 Posted: 30 Oct 2010
Bernard Lee and Hefei Wang
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) and University of Illinois at Chicago - Department of Finance
Downloads 124 (223,208)

Abstract:

Loading...

Sovereign wealth funds, Performance attribution, Asset allocation, Berk-Green alpha, Public surpluses, Asian official institutions

Reevaluating the Roles of Large Public Surpluses and Sovereign Wealth Funds in Asia

ADBI Working Paper No. 287
Number of pages: 33 Posted: 08 Jun 2011
Bernard Lee and Hefei Wang
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) and University of Illinois at Chicago - Department of Finance
Downloads 85 (290,179)

Abstract:

Loading...

sovereign wealth funds, global financial crisis, public surpluses, global financial system