Olga Kolokolova

Lancaster University Management School

Bailrigg

Lancaster, LA1 4YX

United Kingdom

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 19,125

SSRN RANKINGS

Top 19,125

in Total Papers Downloads

4,921

SSRN CITATIONS
Rank 21,707

SSRN RANKINGS

Top 21,707

in Total Papers Citations

52

CROSSREF CITATIONS

6

Scholarly Papers (25)

1.

Enhancing Betting Against Beta with Stochastic Dominance

Journal of Empirical Finance, 2024
Number of pages: 57 Posted: 09 Nov 2022 Last Revised: 19 Jan 2024
Olga Kolokolova and Xia Xu
Lancaster University Management School and ESSCA School of Management
Downloads 665 (73,572)

Abstract:

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Stochastic Dominance, Market Beta, Beta Arbitrage, Betting Against Beta

2.

On the Other Side of Hedge Fund Equity Trades

Management Science, Forthcoming
Number of pages: 70 Posted: 04 Jan 2019 Last Revised: 14 Feb 2023
Xinyu Cui, Olga Kolokolova and George Jiaguo Wang
University of Bristol, Lancaster University Management School and Lancaster University Management School
Downloads 519 (100,392)
Citation 4

Abstract:

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

3.

Improved Portfolio Choice Using Second Order Stochastic Dominance

Number of pages: 41 Posted: 15 Jun 2009 Last Revised: 25 Sep 2013
Wisconsin School of Business, University of Konstanz - Department of Economics and Lancaster University Management School
Downloads 329 (169,468)
Citation 8

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

4.

Regulatory uncertainty and the hedge fund liquidity circle

Number of pages: 64 Posted: 25 Nov 2019 Last Revised: 19 Apr 2023
Michael Bowe, Olga Kolokolova and Lijie Yu
University of Manchester, Lancaster University Management School and The University of Manchester - Alliance Manchester Business School
Downloads 306 (182,894)
Citation 1

Abstract:

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Regulatory risk, Hedge funds, Liquidity risk, Liquidity provision, Fund flows

5.

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 Bristol and Lancaster University Management School
Downloads 266 (212,122)

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Flows, Trading skills, Hedge funds

6.

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
Lancaster University Management School and University of Konstanz
Downloads 243 (231,078)
Citation 2

Abstract:

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Hedge funds, risk taking, incentives, seasonality

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 Sussex, Lancaster University Management School and Alliance Manchester Business School, University of Manchester
Downloads 239 (234,896)
Citation 2

Abstract:

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CDS spread, credit risk, liquidity risk, systematic factors

8.

Recovering Delisting Returns of Hedge Funds

Number of pages: 27 Posted: 03 Nov 2008 Last Revised: 16 Mar 2009
Wisconsin School of Business, University of Konstanz - Department of Economics and Lancaster University Management School
Downloads 234 (239,725)
Citation 6

Abstract:

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Return, Hedge Fund

9.

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

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 23 Jun 2021 Last Revised: 19 Oct 2021
Sara Ain Tommar, Olga Kolokolova and Roberto Mura
Neoma Business School, Lancaster University Management School and University of Manchester - Alliance Manchester Business School
Downloads 226 (247,890)
Citation 3

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

10.

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

Journal of Empirical Finance, Forthcoming
Number of pages: 81 Posted: 16 Jul 2018 Last Revised: 06 Mar 2023
Ka Kei Chan, Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
Brunel University London, Lancaster University Management School, University of Sussex and Alliance Manchester Business School, University of Manchester
Downloads 218 (256,416)

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

11.

Do Hedge Funds Still Manipulate Stock Prices?

Number of pages: 34 Posted: 29 Apr 2021 Last Revised: 27 Mar 2023
Xinyu Cui and Olga Kolokolova
University of Bristol and Lancaster University Management School
Downloads 212 (263,132)

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

12.

Do Hedge Funds Shape Merger Payment?

Number of pages: 42 Posted: 13 Feb 2018 Last Revised: 26 Mar 2024
Ning Gao, Olga Kolokolova, Achim Mattes and Lijie Yu
Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester, Lancaster University Management School, University of Konstanz and The University of Manchester - Alliance Manchester Business School
Downloads 205 (271,471)
Citation 1

Abstract:

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

13.

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
Lancaster University Management School
Downloads 190 (290,814)
Citation 3

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

14.

Is the Index Efficient? A Worldwide Tour with Stochastic Dominance

Journal of Financial Markets, 2022, Volume 59, Part B
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 22 Mar 2023
Olga Kolokolova, Olivier Le Courtois and Xia Xu
Lancaster University Management School, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and EM Lyon (Ecole de Management de Lyon)
Downloads 171 (319,121)
Citation 1

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Market index, Diversification, Stochastic Dominance, Optimal Portfolios

15.

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
Lancaster University Management School and University of Konstanz
Downloads 151 (354,613)

Abstract:

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Hedge funds, Risk taking, Incentives

16.

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
Lancaster University Management School, University of Sussex and Alliance Manchester Business School, University of Manchester
Downloads 140 (376,650)
Citation 2

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

17.

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
Lancaster University Management School, University of Sussex and Alliance Manchester Business School, University of Manchester
Downloads 129 (401,533)
Citation 4

Abstract:

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

18.

Born After the Volcker Rule: Regulatory Change, Managerial Remuneration and Hedge Fund Performance

European Financial Management
Number of pages: 47 Posted: 10 Jan 2022 Last Revised: 07 Sep 2023
Michael Bowe, Olga Kolokolova and Lijie Yu
University of Manchester, Lancaster University Management School and The University of Manchester - Alliance Manchester Business School
Downloads 96 (497,186)

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Volcker Rule, Hedge funds, Ex-US LCFI bankers, Fee structure, Fund flows

19.

Anatomize DOOM-CDS Linkage

Number of pages: 41 Posted: 18 Mar 2015
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
Lancaster University Management School, University of Sussex and Alliance Manchester Business School, University of Manchester
Downloads 88 (525,390)

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

20.

Advisor-Hedge Fund Connections, Information Flows and Deal Outcomes in Mergers and Acquisitions

Number of pages: 95 Posted: 30 Sep 2022 Last Revised: 11 Dec 2023
Michael Bowe, Olga Kolokolova and Lijie Yu
University of Manchester, Lancaster University Management School and The University of Manchester - Alliance Manchester Business School
Downloads 82 (548,437)

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Choice of advisor, relationship banking, hedge fund holdings, indirect toehold, information advantage, mergers and acquisitions

21.

Regulatory Uncertainty and the Hedge Fund Liquidity Circle

Number of pages: 64 Posted: 08 May 2023
Michael Bowe, Olga Kolokolova and Lijie Yu
affiliation not provided to SSRN, Lancaster University Management School and The University of Manchester - Alliance Manchester Business School
Downloads 78 (564,646)

Abstract:

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Regulatory risk, hedge funds, Liquidity risk, Liquidity provision, Fund flows.

22.

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, Lancaster University Management School and University of Liverpool
Downloads 70 (600,047)

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

23.

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
Lancaster University Management School
Downloads 64 (628,902)

Abstract:

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24.

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, Lancaster University Management 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)

25.

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, Lancaster University Management School and University of Liverpool

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