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

19

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Scholarly Papers (19)

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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 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
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 210 (158,588)
Citation 5

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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 206 (161,470)
Citation 2

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