Olga Kolokolova

University of Manchester - Alliance Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 24,071

SSRN RANKINGS

Top 24,071

in Total Papers Downloads

2,995

SSRN CITATIONS
Rank 33,635

SSRN RANKINGS

Top 33,635

in Total Papers Citations

18

CROSSREF CITATIONS

6

Scholarly Papers (22)

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 300 (142,414)
Citation 8

Abstract:

Loading...

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

2.

On the Other Side of Hedge Fund Equity Trades

AFA 2021 Annual Meeting Paper
Number of pages: 64 Posted: 04 Jan 2019 Last Revised: 15 Mar 2022
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 278 (153,953)

Abstract:

Loading...

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

3.

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 247 (173,183)
Citation 1

Abstract:

Loading...

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

4.

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 217 (195,971)
Citation 6

Abstract:

Loading...

Return, Hedge Fund

5.

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 215 (197,589)
Citation 2

Abstract:

Loading...

Hedge funds, risk taking, incentives, seasonality

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 209 (202,886)

Abstract:

Loading...

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 185 (226,260)
Citation 1

Abstract:

Loading...

CDS spread, credit risk, liquidity risk, systematic factors

8.

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, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 177 (235,068)

Abstract:

Loading...

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

9.

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 165 (249,373)
Citation 1

Abstract:

Loading...

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

10.

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 141 (283,239)
Citation 1

Abstract:

Loading...

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

11.

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 128 (305,041)

Abstract:

Loading...

Hedge funds, Risk taking, Incentives

12.

Is the Index Efficient? A Worldwide Tour with Stochastic Dominance

Journal of Financial Markets, 2021
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 29 Sep 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 127 (306,781)
Citation 1

Abstract:

Loading...

Market index, Diversification, Stochastic Dominance, Optimal Portfolios

13.

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 118 (325,382)

Abstract:

Loading...

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

14.

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 102 (357,351)

Abstract:

Loading...

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

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 100 (362,044)

Abstract:

Loading...

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

16.

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 95 (373,887)
Citation 2

Abstract:

Loading...

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

17.

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 63 (471,303)

Abstract:

Loading...

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

18.

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 46 (542,059)

Abstract:

Loading...

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

19.

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 43 (556,587)

Abstract:

Loading...

20.

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

Number of pages: 34 Posted: 10 Jan 2022 Last Revised: 11 Jan 2022
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 39 (576,962)

Abstract:

Loading...

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

21.

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

Abstract:

Loading...

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

22.

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

Abstract:

Loading...

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