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Measuring the market impact of hedge funds

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Author Info
Fung, William
Hsieh, David A.
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VFG-40GJDM5-1/2/ac9696e7523ec31d058d60f31c1454d0
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Publisher Info
Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 7 (2000)
Issue (Month): 1 (May)
Pages: 1-36
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Handle: RePEc:eee:empfin:v:7:y:2000:i:1:p:1-36

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Web page: http://www.elsevier.com/locate/jempfin

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  1. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  2. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006. "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers 2006_54, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  3. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004. "Information flow between volatilities across time scales," MPRA Paper 10355, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-30.

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