Measuring the market impact of hedge funds
- 1 May 2000
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 7 (1) , 1-36
- https://doi.org/10.1016/s0927-5398(00)00005-0
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- A primer on hedge fundsJournal of Empirical Finance, 1999
- Offshore Hedge Funds: Survival and Performance, 1989–95The Journal of Business, 1999
- Survivorship Bias and Investment Style in the Returns of CTAsThe Journal of Portfolio Management, 1997
- Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge FundsThe Review of Financial Studies, 1997
- Benefits and Limitations of Diversification Among Commodity Trading AdvisorsThe Journal of Portfolio Management, 1996
- Country fund discounts and the mexican crisis of December 1994: Did local residents turn pessimistic before international investors?Open Economies Review, 1996