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

22

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18

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6

Scholarly Papers (22)

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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 300 (142,414)
Citation 8

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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)

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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

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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
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 217 (195,971)
Citation 6

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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

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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)

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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 185 (226,260)
Citation 1

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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)

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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

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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

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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)

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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

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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)

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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)

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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)

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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

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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)

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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)

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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)

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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)

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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

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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

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