Olga Kolokolova

University of Manchester - Alliance Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

  • University of Manchester - Alliance Manchester Business School

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SCHOLARLY PAPERS

21

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19

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8

Scholarly Papers (21)

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1.

Improved Portfolio Choice Using Second Order Stochastic Dominance

Number of pages: 41 Posted: 15 Jun 2009 Last Revised: 25 Sep 2013
James E. Hodder, Jens Carsten Jackwerth and Olga Kolokolova
Wisconsin School of Business, University of Konstanz - Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 298 (125,921)
Citation 8

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Second-Order Stochastic Dominance, Portfolio Choice, Out-of-Sample Performance, Portfolio Optimization, Performance Measurement

2.

Recovering Delisting Returns of Hedge Funds

Number of pages: 27 Posted: 03 Nov 2008 Last Revised: 16 Mar 2009
James E. Hodder, Jens Carsten Jackwerth and Olga Kolokolova
Wisconsin School of Business, University of Konstanz - Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 214 (175,017)
Citation 6

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Return, Hedge Fund

3.

A Time to Scatter Stones, and a Time to Gather Them: The Annual Cycle in Hedge Fund Risk Taking

Downloads 212 (176,587)
Citation 3

A Time to Scatter Stones, and a Time to Gather Them: The Annual Cycle in Hedge Fund Risk Taking

The Financial Review, Forthcoming
Number of pages: 71 Posted: 19 Jul 2013 Last Revised: 30 Jan 2018
Olga Kolokolova and Achim Mattes
University of Manchester - Alliance Manchester Business School and University of Konstanz
Downloads 212 (176,301)
Citation 2

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Hedge funds, risk taking, incentives, seasonality

A Time to Scatter Stones, and a Time to Gather Them: The Annual Cycle in Hedge Fund Risk Taking

Financial Review, Vol. 53, Issue 4, pp. 669-704, 2018
Number of pages: 36 Posted: 04 Oct 2018
Olga Kolokolova and Achim Mattes
University of Manchester - Alliance Manchester Business School and University of Konstanz
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hedge funds, risk taking, incentives, seasonality

4.

The Volcker Rule and the Hedge Fund Liquidity Circle

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 73 Posted: 25 Nov 2019 Last Revised: 21 Jun 2021
Michael Bowe, Olga Kolokolova and Lijie Yu
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 209 (179,014)
Citation 1

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Volcker Rule, Hedge funds, Liquidity risk, Liquidity provision, Fund flows

5.

On the Other Side of Hedge Fund Equity Trades

AFA 2021 Annual Meeting Paper
Number of pages: 51 Posted: 04 Jan 2019 Last Revised: 29 Apr 2021
Xinyu Cui, Olga Kolokolova and George Jiaguo Wang
University of Manchester - Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School and Lancaster University Management School
Downloads 201 (185,615)

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Institutional Trading, Alpha, Market Beta, Market Anomalies, Quasi-Indexers, Hedge Funds

6.

Do Outflows Drive Hedge Fund Stock-Picking Skills?

Number of pages: 30 Posted: 29 Jul 2019 Last Revised: 30 Nov 2020
Xinyu Cui and Olga Kolokolova
University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 184 (200,852)

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Flows, Trading skills, Hedge funds

7.

Slow- and Fast-Moving Information Content of CDS Spreads: New Endogenous Systematic Factors

The European Journal of Finance, Forthcoming
Number of pages: 46 Posted: 21 Feb 2014 Last Revised: 25 Sep 2019
Ming-Tsung Lin, Olga Kolokolova and Ser-Huang Poon
University of Essex, University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 171 (214,073)
Citation 1

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CDS spread, credit risk, liquidity risk, systematic factors

8.

Do Hedge Funds Shape Merger Payment?

Number of pages: 53 Posted: 13 Feb 2018 Last Revised: 30 Mar 2021
Ning Gao, Olga Kolokolova and Achim Mattes
Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester, University of Manchester - Alliance Manchester Business School and University of Konstanz
Downloads 137 (257,007)
Citation 1

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Hedge funds, merger payment, short-term investors, long-term shareholders

9.

Strategic Behavior within Families of Hedge Funds

Journal of Banking and Finance, Forthcoming
Number of pages: 63 Posted: 18 Nov 2010 Last Revised: 21 Nov 2010
Olga Kolokolova
University of Manchester - Alliance Manchester Business School
Downloads 137 (257,007)
Citation 1

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Hedge fund families, Investment companies, Fund liquidation, Fund origination

10.

How Risky are Low-Risk Hedge Funds?

Bankers, Markets, and Investors, Forthcoming
Number of pages: 32 Posted: 09 Nov 2014 Last Revised: 18 Nov 2015
Olga Kolokolova and Achim Mattes
University of Manchester - Alliance Manchester Business School and University of Konstanz
Downloads 120 (283,907)

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Hedge funds, Risk taking, Incentives

11.

Is the Index Efficient? A Worldwide Tour with Stochastic Dominance

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 22 Jun 2021
Olga Kolokolova, Olivier Le Courtois and Xia Xu
University of Manchester - Alliance Manchester Business School, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and EM Lyon (Ecole de Management de Lyon)
Downloads 116 (290,769)
Citation 1

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Market index, Diversification, Stochastic Dominance, Optimal Portfolios

12.

Too Big to Ignore? Hedge Fund Flows and Bond Yields

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 09 Nov 2014 Last Revised: 21 Dec 2017
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 95 (332,562)

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Hedge Funds, Flows, Price Impact, Bond Yields, Liquidity

13.

Rating-based CDS Curves

The European Journal of Finance, Forthcoming
Number of pages: 67 Posted: 14 Dec 2016 Last Revised: 24 Sep 2019
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 90 (344,154)
Citation 2

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Credit Default Swap (CDS), Trading Strategy, CDS Term Structure, Credit Rating

14.

When Paid Work Gives in to Unpaid Care Work: Evidence from the Hedge Fund Industry under COVID-19

Number of pages: 45 Posted: 23 Jun 2021
Sara Ain Tommar, Olga Kolokolova and Roberto Mura
Neoma Business School, University of Manchester - Alliance Manchester Business School and University of Manchester - Manchester Business School
Downloads 84 (359,080)

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Hedge funds, COVID-19, Gender bias, Unpaid care work

15.

What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence

Number of pages: 64 Posted: 16 Jul 2018 Last Revised: 29 Jun 2021
Ka Kei Chan, Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
Brunel University London, University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 66 (411,006)

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Credit Default Swap (CDS), Deep Out-of-the-Money Put Option, Market Segmentation, Convergence, Trading Strategy

16.

Anatomize DOOM-CDS Linkage

Number of pages: 41 Posted: 18 Mar 2015
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 60 (431,207)

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CDS, Deep Out-of-the-Money Put, Credit Risk, Liquidity Risk, Trading Strategy

17.

Do Hedge Funds Still Manipulate Stock Prices?

Number of pages: 29 Posted: 29 Apr 2021
Xinyu Cui and Olga Kolokolova
University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 50 (468,573)

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Hedge Funds, Stock Price Manipulation, Investor Flow, Regulations, SEC Litigations

18.

A Note on the Dynamics of Hedge-Fund-Alpha Determinants

In D. Sornette et al. (Eds.), Market Risk and Financial Markets Modeling, DOI 10.1007/978-3-642-27931-7_10, © Springer-Verlag Berlin Heidelberg, pp. 73-97.
Number of pages: 25 Posted: 18 May 2017
Olga Kolokolova
University of Manchester - Alliance Manchester Business School
Downloads 42 (502,629)

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19.

Bank Regulatory Reforms and Institutional Equity Holdings

Number of pages: 41 Posted: 27 Mar 2019
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool
Downloads 41 (507,190)

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Bank regulation, Bank equity holdings, Portfolio disclosure, Portfolio characteristics, Hedge funds

20.

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation

Posted: 17 Mar 2017 Last Revised: 19 May 2020
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool

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Banks, Liquidity Creation, Bank Regulation, Capital Requirements, Capital Purchase Program (CPP), Troubled Asset Relief Program (TARP)

21.

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

Posted: 11 Apr 2016 Last Revised: 16 May 2017
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool

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Financial Stability, Central Bank Policy, Lender of Last Resort, Banking Crisis, Bank Regulation, Interbank Market