University College Cork
in Total Papers Downloads
Intra Day, Pairs Trading, Reversal Strategies
Trend Following, Time Series Momentum, Financial Crisis, CTA
Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation
Hedge Funds, Put Options, STR Models, Short Selling
Trend Following, Time Series Momentum, Macroeconomic Risk, CTA
Convertible Bonds, Arbitrage
Arbitrage, Convertible Bonds, Hedge Funds
Performance measurement, hedge funds, return skewness, performance persistence
Merger arbitrage, hedge funds
liquidity risk, liquidity measures, asset pricing
Liquidity pricing, liquidity risk, commonality.
Regime switching, hedge fund, convertible arbitrage
Predictability, Serial Correlation, Equity Returns
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Performance measurement, Commodity Trading Advisors, CTAs, Alternative risk premia
customer satisfaction, firm value, mis-pricing, risk
Arbitrage, Convertible bonds, Trading, Hedge funds, Factor models
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