ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE

ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE

In the first essay, I create a hedge fund informed trading measure (ITM) that separates information related trades from liquidity driven trades. The results indicate that ITM predicts future stock returns at the trade level, thus is associated with information. By aggregating the most informed trade...

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Bibliographic Details
Main Author: Huang, Qiping
Format: Others
Published: UKnowledge 2018
Subjects:
Hedge fund
Fund performance
Informed trading
Funding liquidity risk
Lockup
Mispricing
Finance and Financial Management
Online Access:https://uknowledge.uky.edu/finance_etds/8
https://uknowledge.uky.edu/cgi/viewcontent.cgi?article=1007&context=finance_etds

Internet

https://uknowledge.uky.edu/finance_etds/8
https://uknowledge.uky.edu/cgi/viewcontent.cgi?article=1007&context=finance_etds

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