Steve Hogan

Credit Suisse First Boston

11 Madison Avenue

New York, NY 10010

United States

  • Credit Suisse First Boston

SCHOLARLY PAPERS

2

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TOTAL CITATIONS
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Top 33,589

in Total Papers Citations

36

Scholarly Papers (2)

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1.

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

Number of pages: 48 Posted: 25 May 2003
Robert A. Jarrow, Steve Hogan, Melvyn Teo and Mitch Warachka
Cornell University - Samuel Curtis Johnson Graduate School of Management, Credit Suisse First Boston, Singapore Management University - Lee Kong Chian School of Business and Chapman University - The George L. Argyros College of Business and Economics
Downloads 5,813 (3,100)
Citation 35

Abstract:

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market efficiency, statistical arbitrage, arbitrage, momentum, value

2.

Implied Measures of Relative Fund Performance

Downloads 227 (293,936)
Citation 1

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 Chapman University - The George L. Argyros College of Business and Economics
Downloads 227 (292,298)
Citation 1

Abstract:

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Performance Measurement, Relative Performance