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Bankers, Markets & Investors n° 140 – Janvier-Février 2016
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Sommaire
Articles
- How Risky are Low-Risk Hedge Funds?
- Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
- Multi-Asset Seasonality and Trend-Following Strategies
- New Insight on the Performance of Equity Long/short Investment Styles
- Editorial
Sommaire
Articles
- How Risky are Low-Risk Hedge Funds?
- Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
- Multi-Asset Seasonality and Trend-Following Strategies
- New Insight on the Performance of Equity Long/short Investment Styles
- Editorial
140
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Articles
- Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
- Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model
- Does the Catering Theory of Dividend Apply to the French Listed Firms?
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Articles
- Active Portfolio Management with Conditional Tracking Error
- Bank Acquisitiveness and Financial Crisis Vulnerability
- Is Macroeconomic Announcement News Priced?
Focus On
- Basel III and Bank Liquidity Creation
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
- Violating United Nations Global Compact Principles: An Event Study
- Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed
- Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps
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