South Kensington Campus
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Imperial College London
Centre for Economic Policy Research (CEPR)
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hedge funds, funds-of-funds, performance, alpha, survival, flows, capacity constraints
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id912465.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds
Exchange Rates, Volatility Risk Premium, Predictability, Minimum-Variance Currency Portfolio
File name: DP9549.
Exchange Rate, Hedgers, Order Flow, Predictability, Speculators, Volatility Risk Premium
Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage
commodities, hedging, limits to arbitrage, oil and gas, futures
File name: DP7327.
Commodities, Futures, Hedging, Limits to Arbitrage
hedge funds, disclosure, asymmetric information, finance regulation, performance
File name: DP8898.
asymmetric information, disclosure, finance regulation, hedge funds, performance
market structure, stock exchange, trading volume, transparency, information, latency, technology upgrade
learning, feedback, investing, style-investing, disposition effect, diversification, turnover, India
File name: DP9907.
disposition effect, diversification, feedback, India, investing, learning, style-investing, turnover
co-movement, contagion, international finance, mutual funds, asset fire sales
Foreign Exchange Rates, Expected Returns, Institutions, Investor Behavior, Order Flow, Overreaction, Underreaction
house prices, foreign demand, safe-haven, London, political risk, price-pressure
Equity, Exchange rates, Risk
hedge funds, liquidity, return predictability, equities, bonds, currencies.
File name: DP10151.
bonds, currencies, equities, hedge funds, liquidity, return predictability
International investment, investor behavior, portfolio investment, portfolio flows
institutions, individuals, trading behavior, execution
hedge funds, mutual funds, closed-end fund discount, liquidity, alpha
File name: DP6877.
alpha, closed-end funds, hedge funds, liquidity, secondary market
beta, time-varying risk, performance evaluation, window-dressing, hedge funds, mutual funds
File name: DP8479.
beta, hedge funds, mutual funds, performance evaluation, time-varying risk, window-dressing
international equity markets, trade credit, information asymmetry, customer-supplier relations, predictability
File name: DP8222.
asymmetric information, international stock return comovement, rebalancing trades, trade credit
endowment effect, exchange asymmetry, reference dependence, loss aversion, salience, inattention, lotteries, causal inference, India
File name: DP11328.
causal inference, endowment effect, exchange asymmetry, inattention, India, loss aversion, lotteries, reference dependence, salience
institutions, trading, liquidity, earnings announcements, post-earnings-announcement-drift.
File name: DP6390.
Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading
mortgages, refinancing, inertia, inattention, household finance, monetary policy, Denmark
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: DP10683.
Denmark, household finance, inattention, inertia, mortgages, refinancing
household finance, household balance sheet, pension finance, risky investments, mortgage debt, international comparisons
Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk
File name: DP10971.
clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes
hedge funds, capacity constraints, information, flows
File name: DP8092.
capacity constraints, flows, hedge funds, information
hedge funds, beta, time-varying risk, performance evaluation
File name: DP7780.
beta, performance evaluation, structural breaks, time-varying risk
mortgage choice, interest rate, adjustable-rate, fixed-rate, household finance, international
File name: DP10117.
adjustable-rate, fixed-rate, household finance, interest rate, international, mortgage choice
stock markets, listing, regulation, switching
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm12021.
mortgage finance, regulation, regression discontinuity, delinquencies, India
File name: DP9136.
delinquencies, emerging markets, India, mortgage finance, regulation
hedge funds, fees, performance, management company, fund family
capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth
investor behavior, experience, investment, disposition effect, familiarity, lotteries, causal inference, India
long-run discount rates, climate change, real estate, asset pricing
File name: eufm.
File name: SSRN-id952783.
Foreign exchange, performance, microstructure, order flow
File name: DP7595.
co-movement, contagion, hedge funds, international finance, mutual funds
File name: DP9786.
economic risk, hedonic pricing, house prices, London, political risk, safe-haven
India, savings, households, inflation, experience, gold, real estate
G15, F21, G11
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