P.O. Box H58
Sydney, NSW 2006
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Sydney - Business School - Finance Discipline
Retrun predictability, Bayesian dynamic linear model, market efficiency
Hedge fund; failure probability prediction; proportional hazard model; logit model; signal detection model; relative operating characteristic curve
Non-parametric approach, Time-varying beta, Industry Risk Analysis, Time-Varying Model
Hedge Funds, Performance Measurement, Factor Models, Peer Group Benchmarks
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: acfi.
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Survival analysis, Stock market predictability, Runs, Duration dependence, Market efficiency
File name: aepa12003.
Asset Price bubbles, Markets
consumer sentiment predictability, duration dependence, runs, survival analysis
Earnings Responses, Chinese Stock Markets, Market Efficiency
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