| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
29 |
4 |
5 |
5 |
287 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
7 |
| An Analysis of the Relative Performance of Japanese and Foreign Money Management |
0 |
0 |
0 |
43 |
6 |
8 |
8 |
323 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
59 |
3 |
8 |
11 |
236 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
10 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
365 |
4 |
6 |
8 |
888 |
| Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs |
0 |
0 |
0 |
181 |
7 |
10 |
10 |
716 |
| Estimating Operational Risk for Hedge Funds: The ?-Score |
0 |
0 |
0 |
2 |
7 |
10 |
13 |
17 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
272 |
4 |
9 |
11 |
842 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
401 |
8 |
10 |
13 |
921 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Fees on Fees in Funds of Funds |
0 |
0 |
0 |
127 |
4 |
7 |
9 |
437 |
| Hedge Funds With Style |
0 |
0 |
0 |
122 |
4 |
7 |
7 |
414 |
| Hedge Funds With Style |
0 |
0 |
0 |
436 |
7 |
9 |
11 |
1,185 |
| Hedge Funds With Style |
0 |
0 |
0 |
1 |
1 |
4 |
6 |
9 |
| Hedge Funds With Style |
0 |
0 |
0 |
902 |
1 |
4 |
6 |
2,370 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
2 |
4 |
8 |
13 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
1 |
2 |
259 |
3 |
7 |
9 |
676 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
2 |
760 |
12 |
26 |
37 |
2,229 |
| Hedge Funds and the Asian Currency Crisis of 1997 |
0 |
0 |
0 |
2 |
4 |
4 |
8 |
785 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
307 |
2 |
8 |
12 |
1,274 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
1 |
105 |
2 |
2 |
4 |
581 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
2 |
6 |
16 |
21 |
31 |
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows |
0 |
0 |
0 |
111 |
4 |
7 |
13 |
544 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
12 |
| Mutual Fund Styles |
0 |
0 |
1 |
578 |
8 |
12 |
17 |
1,364 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
238 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Offshore Hedge Funds: Survival & Performance 1989-1995 |
0 |
0 |
0 |
44 |
3 |
3 |
4 |
147 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
354 |
| Offshore Hedge Funds: Survival and Performance 1989-1995 |
0 |
0 |
0 |
582 |
2 |
5 |
8 |
2,217 |
| Offshore Hedge Funds: Survival and Performance, 1989-1995 |
0 |
0 |
0 |
85 |
6 |
9 |
11 |
355 |
| Performance Persistence |
0 |
0 |
0 |
669 |
4 |
12 |
19 |
1,538 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
4 |
6 |
8 |
406 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
4 |
10 |
476 |
| Positive Portfolio Factors |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
2 |
3 |
5 |
157 |
| Post-Announcement Drift |
0 |
0 |
0 |
2 |
3 |
5 |
6 |
786 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
0 |
1 |
2 |
5 |
11 |
587 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
0 |
2 |
134 |
7 |
13 |
21 |
603 |
| The Dow Theory: William Peter Hamilton's Track Record Re-Considered |
0 |
1 |
3 |
7 |
2 |
4 |
9 |
27 |
| The Dow Theory: William Peter Hamilton's Track Record Re-considered |
0 |
0 |
0 |
370 |
6 |
12 |
20 |
1,533 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
126 |
4 |
8 |
9 |
411 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
249 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
59 |
4 |
5 |
5 |
265 |
| The Open-End Japanese Mutual Fund Puzzle |
0 |
0 |
0 |
0 |
5 |
7 |
7 |
9 |
| Trust and Delegation |
0 |
0 |
0 |
45 |
4 |
6 |
8 |
243 |
| Trust and Delegation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
| Total Working Papers |
0 |
2 |
12 |
7,489 |
179 |
320 |
449 |
26,782 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 2015 Report to Readers |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| 2016 Report to Readers |
0 |
0 |
0 |
0 |
4 |
4 |
6 |
6 |
| 2017 Report to Readers |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
4 |
| A Lottery-Demand-Based Explanation of the Beta Anomaly |
2 |
3 |
5 |
113 |
4 |
9 |
16 |
353 |
| A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm |
0 |
0 |
2 |
151 |
1 |
2 |
9 |
312 |
| An analysis of the relative performance of Japanese and foreign money management |
0 |
0 |
0 |
19 |
12 |
16 |
17 |
141 |
| Anomalies in Security Returns and the Specification of the Market Model |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
46 |
| Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion |
0 |
0 |
0 |
12 |
3 |
4 |
4 |
60 |
| Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry |
0 |
0 |
3 |
140 |
18 |
32 |
38 |
531 |
| Climate Risk |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
4 |
| Convertibles and Hedge Funds as Distributors of Equity Exposure |
0 |
0 |
0 |
10 |
12 |
12 |
14 |
89 |
| Credit Cards: Transactional Convenience or Debt‐Trap? |
2 |
6 |
10 |
21 |
7 |
22 |
31 |
80 |
| Derived factors in event studies |
0 |
1 |
1 |
223 |
4 |
5 |
8 |
419 |
| Differential Information and Security Market Equilibrium |
0 |
2 |
3 |
213 |
1 |
9 |
16 |
601 |
| Differential information and the small firm effect |
0 |
0 |
5 |
870 |
3 |
5 |
14 |
1,850 |
| Disagreement in economic forecasts and equity returns: risk or mispricing? |
1 |
1 |
3 |
5 |
3 |
4 |
8 |
20 |
| Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? |
0 |
0 |
0 |
20 |
6 |
6 |
8 |
61 |
| Do Hedge Funds Outperform Stocks and Bonds? |
0 |
1 |
1 |
48 |
4 |
5 |
7 |
121 |
| Do hedge funds' exposures to risk factors predict their future returns? |
0 |
1 |
1 |
97 |
2 |
5 |
9 |
336 |
| Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows? |
0 |
0 |
0 |
6 |
2 |
3 |
3 |
28 |
| Doubling: Nick Leeson's trading strategy |
0 |
1 |
1 |
350 |
3 |
7 |
10 |
1,257 |
| Elusive return predictability: Discussion |
0 |
0 |
0 |
7 |
2 |
2 |
4 |
59 |
| Estimating Operational Risk for Hedge Funds: The ω-Score |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
7 |
| Estimating the cost of capital with basis assets |
0 |
0 |
0 |
29 |
3 |
5 |
9 |
98 |
| Estimation Risk and Simple Rules for Optimal Portfolio Selection |
0 |
0 |
0 |
83 |
2 |
3 |
5 |
268 |
| From the Editor |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
5 |
| Hedge Fund Involvement in Convertible Securities |
0 |
0 |
0 |
18 |
1 |
2 |
2 |
51 |
| Hedge Funds in the Aftermath of the Financial Crisis |
0 |
0 |
0 |
1 |
6 |
6 |
6 |
9 |
| Hedge funds: Omniscient or just plain wrong |
0 |
0 |
0 |
34 |
1 |
2 |
2 |
126 |
| Heteroscedasticity in the Market Model: A Comment |
0 |
0 |
0 |
34 |
1 |
4 |
5 |
87 |
| In Memoriam: Jack Treynor |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| In Memoriam: John C. Bogle |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| In Memoriam: Stephen A. Ross |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Is economic uncertainty priced in the cross-section of stock returns? |
1 |
1 |
14 |
219 |
7 |
18 |
58 |
833 |
| Macroeconomic risk and hedge fund returns |
0 |
0 |
2 |
170 |
7 |
13 |
23 |
609 |
| Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
1 |
3 |
6 |
120 |
3 |
7 |
20 |
450 |
| Measuring security price performance |
6 |
16 |
51 |
2,440 |
10 |
39 |
110 |
4,668 |
| Model Selection When There Is "Minimal" Prior Information |
0 |
0 |
0 |
39 |
3 |
6 |
9 |
127 |
| Mutual fund styles |
0 |
1 |
2 |
438 |
7 |
11 |
19 |
1,068 |
| Offshore Hedge Funds: Survival and Performance, 1989-95 |
0 |
1 |
4 |
416 |
3 |
10 |
21 |
1,713 |
| Performance Persistence |
1 |
2 |
6 |
370 |
3 |
16 |
31 |
998 |
| Portfolio Concentration and Investment Manager Performance* |
0 |
2 |
4 |
126 |
0 |
6 |
10 |
487 |
| Quantitative measures of operational risk: an application to funds management |
0 |
0 |
0 |
15 |
2 |
3 |
4 |
72 |
| Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias |
0 |
0 |
0 |
89 |
3 |
4 |
8 |
548 |
| Risk premia in Pacific-Basin capital markets |
0 |
0 |
0 |
44 |
1 |
2 |
2 |
159 |
| Risk premia in international equity markets revisited |
0 |
0 |
0 |
33 |
2 |
3 |
3 |
118 |
| Sensation Seeking and Hedge Funds |
0 |
2 |
2 |
55 |
0 |
3 |
10 |
165 |
| Stable Factors in Security Returns: Identification Using Cross-Validation: Comment |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
61 |
| Starting on the wrong foot: Seasonality in mutual fund performance |
0 |
0 |
0 |
11 |
2 |
5 |
6 |
66 |
| Survival |
0 |
1 |
1 |
80 |
2 |
6 |
18 |
236 |
| Survivorship Bias in Performance Studies |
3 |
7 |
12 |
751 |
7 |
19 |
37 |
2,133 |
| Systematic risk and the cross section of hedge fund returns |
0 |
1 |
5 |
57 |
2 |
5 |
13 |
263 |
| The Contributions of Stephen A. Ross to Financial Economics |
0 |
0 |
0 |
17 |
2 |
4 |
6 |
78 |
| The Effect of Estimation Risk on Capital Market Equilibrium |
0 |
0 |
1 |
42 |
2 |
2 |
3 |
119 |
| The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management |
0 |
0 |
2 |
2 |
0 |
5 |
16 |
17 |
| The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates |
0 |
0 |
1 |
553 |
1 |
5 |
10 |
1,144 |
| The Japanese Open-End Fund Puzzle |
0 |
0 |
0 |
69 |
12 |
14 |
17 |
625 |
| The efficient markets hypothesis: The demise of the demon of chance? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
333 |
| The return to value in Asian stock markets |
0 |
0 |
0 |
61 |
4 |
4 |
5 |
188 |
| The returns to value and momentum in Asian Markets |
0 |
0 |
0 |
89 |
0 |
3 |
5 |
273 |
| Trust and delegation |
0 |
0 |
1 |
43 |
5 |
7 |
11 |
337 |
| Upside potential of hedge funds as a predictor of future performance |
0 |
0 |
2 |
12 |
5 |
6 |
16 |
110 |
| Using daily stock returns: The case of event studies |
8 |
24 |
65 |
4,402 |
38 |
96 |
230 |
9,574 |
| What is the role of institutional investors in corporate capital structure decisions? A survey analysis |
0 |
0 |
1 |
22 |
6 |
8 |
13 |
145 |
| Why Hedge Funds? |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
5 |
| Total Journal Articles |
25 |
77 |
217 |
13,304 |
255 |
521 |
1,025 |
34,759 |
LogEc is hosted by the
Örebro University School of Business.