Thang Ho

Lancaster University - Department of Accounting and Finance

Lancaster, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

623

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  I am interested in empirical asset pricing, hedge fund and mutual fund analysis.  ”

Scholarly Papers (3)

1.

Climate Sensitivity and Mutual Fund Performance

Number of pages: 50 Posted: 06 May 2021 Last Revised: 13 May 2022
Thang Ho
Lancaster University - Department of Accounting and Finance
Downloads 321 (146,443)

Abstract:

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mutual funds, climate change, fund-level climate beta, stock-level climate beta, returns.

2.

Is Firm-Level Political Risk Priced in the Equity Option Market?

Number of pages: 62 Posted: 18 Oct 2021 Last Revised: 23 Mar 2022
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 162 (280,750)
Citation 1

Abstract:

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political risk, earnings calls, Brexit, delta-hedged option returns

3.

Bear Factor and Hedge Fund Performance

Number of pages: 70 Posted: 11 Aug 2021 Last Revised: 29 Aug 2022
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 140 (316,223)

Abstract:

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Hedge funds, Bear portfolio, H-Bear factor, Tail risk, Insurance.