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
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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 funds risk and connectedness
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DOI: 10.1057/s41260-016-0025-4
Abstract: This paper focused on measuring the volatility spillovers and parametric Value-at-Risk (VaR) models for hedge fund strategies. In reference to the first, a volatility spillover index was created to measure the connectedness and relationships between… read more here.
Keywords: hedge funds; risk; volatility; risk connectedness ... See more keywords
Hedge funds vs SEO firms: a comparative analysis
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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
Ownership Heterogeneity and Corporate Innovation Output: A Study on Family Blockholders and Activist Hedge Funds
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DOI: 10.1177/08944865231168918
Abstract: This study examines the interplay between two influential yet opposing shareholder types—family blockholders and hedge funds—in relation to corporate innovation output. Using panel data on U.S. publicly traded firms listed in the S&P 1500, we… read more here.
Keywords: family blockholders; innovation output; family; hedge funds ... See more keywords