Do hedge funds time market tail risk? Evidence from option‐implied tail risk
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Futures Markets"
DOI: 10.1002/fut.21972
Abstract: This paper focuses on an unexplored dimension of fund managers’ timing ability: Market‐wide tail risk implied by information in options markets. Constructing the option‐implied tail risk, we investigate whether hedge fund managers can strategically time… read more here.
Keywords: risk; tail risk; hedge; implied tail ... See more keywords
Mindful parenting: a Meta-analytic review of intrapersonal and interpersonal parental outcomes
Sign Up to like & getrecommendations! Published in 2021 at "Current Psychology"
DOI: 10.1007/s12144-021-02111-w
Abstract: Mindfulness-based programs (MBPs) are increasingly used to reduce parental stress and to enhance dyadic interactions between parents and children. Prior reviews examining the effects of MPBs for parents have assessed restricted target populations, limited outcomes… read more here.
Keywords: mindfulness; analytic review; meta analytic; mindful parenting ... See more keywords
Hedge fund attributes, insider behavior, and IPO volatility
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Economics and Finance"
DOI: 10.1007/s12197-017-9396-8
Abstract: In this study, we use regression analysis to explore the influence of hedge fund and insider attributes on the volatility in the excess stock returns for 707 initial public offerings (IPOs). For these tests, we… read more here.
Keywords: hedge funds; volatility; hedge fund; hedge ... See more keywords
Hedge Fund Politics and Portfolios
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2016.10.011
Abstract: Consistent with the well-documented relation between political orientation and psychological traits, hedge funds’ political orientations are related to their portfolio decisions. Relative to politically conservative hedge funds, politically liberal hedge funds exhibit a preference for… read more here.
Keywords: hedge funds; politics portfolios; fund politics; hedge fund ... See more keywords
Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market Effect
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2018.04.021
Abstract: Recent studies have documented that institutional investors trade contrary to the predictions of the book-to market anomaly. We examine whether a prominent sub-group of institutional investors, namely hedge funds, differ from other institutions in terms… read more here.
Keywords: book market; hedge; hedge fund;
How hedge woody species diversity and habitat change is a function of land use history and recent management in a European agricultural landscape.
Sign Up to like & getrecommendations! Published in 2017 at "Journal of environmental management"
DOI: 10.1016/j.jenvman.2017.03.066
Abstract: European hedged agricultural landscapes provide a range of ecosystem services and are an important component of cultural and biodiversity heritage. This paper investigates the extent of hedges, their woody species diversity (including the influence of… read more here.
Keywords: habitat; diversity; management; hedge ... See more keywords
Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.04.145
Abstract: Abstract The aim of the article is to verify whether bitcoin can act as a hedge, diversifier or safe haven on various stock markets, depending on the economic situation in the countries. To diversify the… read more here.
Keywords: economic situation; hedge; bitcoin; case ... See more keywords
Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Asset Management"
DOI: 10.1057/s41260-018-0090-y
Abstract: In this paper, we investigate whether gold hedges Sharia-compliant stocks and Sukuk during the period from September 2005 to October 2017. The inference is taken by using both the DCC-GARCH model and the wavelet coherence… read more here.
Keywords: portfolio; sharia compliant; management; compliant securities ... See more keywords
Is gold a hedge and safe haven for stock market?
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics Letters"
DOI: 10.1080/13504851.2018.1537469
Abstract: ABSTRACT The paper aims to examine the hedge and safe haven properties of gold relative to Dow Jones stock industry indices using quantile-GARCH approach. Splitting the sample period into two sub-periods, our results show that… read more here.
Keywords: gold hedge; hedge safe; hedge; oil gas ... See more keywords
Activation of GPR75 Signaling Pathway Contributes to the Effect of a 20-HETE Mimetic, 5,14-HEDGE, to Prevent Hypotensive and Tachycardic Responses to Lipopolysaccharide in a Rat Model of Septic Shock
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Cardiovascular Pharmacology"
DOI: 10.1097/fjc.0000000000001265
Abstract: Supplemental Digital Content is Available in the Text. Abstract The orphan receptor, G protein–coupled receptor (GPR) 75, which has been shown to mediate various effects of 20-hydroxyeicosatetraenoic acid (20-HETE), is considered as a therapeutic target… read more here.
Keywords: gpr75 signaling; git1; maxik; hete mimetic ... See more keywords
Hedge funds vs SEO firms: a comparative analysis
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Managerial Finance"
DOI: 10.1108/ijmf-06-2015-0133
Abstract: Purpose The purpose of this paper is to determine if hedge funds perform poorly as claimed by more recent research. The authors find hedge funds perform well from 2001 to 2013 when compared to sample… read more here.
Keywords: hedge funds; funds seo; portfolio; seo firms ... See more keywords