Steve Hogan

Credit Suisse First Boston

11 Madison Avenue

New York, NY 10010

United States

SCHOLARLY PAPERS

2

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CITATIONS
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16

Scholarly Papers (2)

1.

Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies

Number of pages: 48 Posted: 25 May 2003
Cornell University - Samuel Curtis Johnson Graduate School of Management, Credit Suisse First Boston, Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads 5,090 (969)
Citation 16

Abstract:

market efficiency, statistical arbitrage, arbitrage, momentum, value

Implied Measures of Relative Fund Performance

EFA 2005 Moscow Meetings
Number of pages: 36 Posted: 07 Feb 2005
Steve Hogan and Mitch Warachka
Credit Suisse First Boston and University of San Diego
Downloads 181 (133,005)

Abstract:

Performance Measurement, Relative Performance