Olga Kolokolova

University of Manchester - Alliance Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

19

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2,088

SSRN CITATIONS
Rank 35,121

SSRN RANKINGS

Top 35,121

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (19)

1.

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 University of Manchester - Alliance Manchester Business School
Downloads 291 (114,379)
Citation 5

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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
Wisconsin School of Business, University of Konstanz - Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 210 (158,588)
Citation 5

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Return, Hedge Fund

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 206 (161,196)
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.

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 University of Manchester - Manchester Business School
Downloads 164 (197,904)
Citation 1

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CDS spread, credit risk, liquidity risk, systematic factors

5.

Do Hedge Fund Managers Work Harder Under Pressure? A Unique View From Hedge Fund Flow-Related Trading

Number of pages: 41 Posted: 29 Jul 2019 Last Revised: 26 Sep 2019
Xinyu Cui and Olga Kolokolova
University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 160 (202,150)

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Flows, Trading skills, Hedge funds

6.

The Volcker Rule and the Hedge Fund Liquidity Circle

Number of pages: 54 Posted: 25 Nov 2019
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 159 (203,213)

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Volcker Rule, Hedge funds, Liquidity risk, Market liquidity

7.

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 134 (233,655)
Citation 1

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

8.

On the Other Side of Hedge Fund Equity Trades

Number of pages: 44 Posted: 04 Jan 2019 Last Revised: 11 Mar 2020
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 111 (268,674)

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

9.

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 111 (268,674)

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Hedge funds, Risk taking, Incentives

10.

Does Hedge Fund Short-Termism Shape Up Merger Payment?

Number of pages: 49 Posted: 13 Feb 2018 Last Revised: 18 Feb 2018
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 109 (272,170)

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Hedge Funds, Holdings, Short-Termism, Mergers and Acquisitions, Means of Payment

11.

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 University of Manchester - Manchester Business School
Downloads 89 (310,992)

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

12.

Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 57 Posted: 20 Nov 2017 Last Revised: 18 Jun 2019
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 87 (315,513)
Citation 1

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Market index, Diversification, Stochastic Dominance, Optimal Portfolios

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 University of Manchester - Manchester Business School
Downloads 83 (324,763)
Citation 2

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

14.

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 University of Manchester - Manchester Business School
Downloads 58 (394,172)

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

15.

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

Number of pages: 51 Posted: 16 Jul 2018 Last Revised: 19 Apr 2019
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 University of Manchester - Manchester Business School
Downloads 48 (429,141)

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

16.

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 Management School
Downloads 36 (478,656)

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

17.

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 32 (497,604)

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18.

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 Management School

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

19.

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 Management School

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