Hedge Funds in Emerging Markets

2001 ◽  
Author(s):  
Gordon de Brouwer
Keyword(s):  
Emerging Markets ◽  
Hedge Funds

Dynamic Linkages between Hedge Funds and Traditional Financial Assets: Evidence from Emerging Markets

2016 ◽  
pp. 543-583 ◽  
Author(s):  
Roland Füss ◽  
Dieter G. Kaiser ◽  
Felix Schindler
Keyword(s):  
Emerging Markets ◽  
Hedge Funds ◽  
Financial Assets ◽  
Dynamic Linkages

scholarly journals Do Hedge Funds Disrupt Emerging Markets?

2000 ◽  
Vol 2000 (1) ◽  
pp. 377-401 ◽  
Author(s):  
William Fung ◽  
David A. (David Arthur) Hsieh ◽  
Konstantinos Tsatsaronis
Keyword(s):  
Emerging Markets ◽  
Hedge Funds

scholarly journals Liquidity Risk, Return Predictability, and Hedge Funds’ Performance: An Empirical Study

2013 ◽  
Vol 48 (1) ◽  
pp. 219-244 ◽  
Author(s):  
Rajna Gibson Brandon ◽  
Songtao Wang
Keyword(s):  
Empirical Study ◽  
Emerging Markets ◽  
Hedge Funds ◽  
Hedge Fund ◽  
Liquidity Risk ◽  
Equity Market ◽  
Return Predictability ◽  
Superior Performance ◽  
Managerial Skills ◽  
Risk Return

AbstractThis article analyzes the effect of liquidity risk on the performance of equity hedge fund portfolios. Similarly to Avramov, Kosowski, Naik, and Teo (2007), (2011), we observe that, before accounting for the effect of liquidity risk, hedge fund portfolios that incorporate predictability in managerial skills generate superior performance. This outperformance disappears or weakens substantially for most emerging markets, event-driven, and long/short hedge fund portfolios once we account for liquidity risk. Moreover, we show that the equity market-neutral and long/short hedge fund portfolios’ “alphas” also entail rents for their service as liquidity providers. These results hold under various robustness tests.

Performance of Technology Sector Hedge Funds in Emerging Markets

2015 ◽  
Vol 51 (5) ◽  
pp. 985-1000
Author(s):  
Junesuh Yi ◽  
Kwanghee Cho
Keyword(s):  
Emerging Markets ◽  
Hedge Funds ◽  
Technology Sector

Can hedge funds time global equity markets? Evidence from emerging markets

2016 ◽  
Vol 29 ◽  
pp. 2-11 ◽  
Author(s):  
Adam L. Aiken ◽  
Osman Kilic ◽  
Sean Reid
Keyword(s):  
Emerging Markets ◽  
Hedge Funds ◽  
Equity Markets ◽  
Global Equity Markets

Hedge Funds in Emerging Markets

2001 ◽  
Vol 4 (3) ◽  
pp. 75
Author(s):  
Greg N. Gregoriou
Keyword(s):  
Emerging Markets ◽  
Hedge Funds

The Performance of Hedge Funds and Mutual Funds in Emerging Markets

CFA Digest ◽  
2010 ◽  
Vol 40 (3) ◽  
pp. 3-5
Author(s):  
Richard D. Long
Keyword(s):  
Emerging Markets ◽  
Mutual Funds ◽  
Hedge Funds
Sign in / Sign up

Export Citation Format

Share Document