Hedge Funds: Performance, Risk Management, and Impact on Asset Markets
In: Oxford Research Encyclopedia of Economics and Finance, 2023 (https://oxfordre.com/economics/). https://doi.org/10.1093/acrefore/9780190625979.013.8
20 results
Sort by:
In: Oxford Research Encyclopedia of Economics and Finance, 2023 (https://oxfordre.com/economics/). https://doi.org/10.1093/acrefore/9780190625979.013.8
SSRN
In: Agarwal, Vikas and Ma, Linlin and Mullally, Kevin, Managerial Multitasking in the Mutual Fund Industry (April 17, 2023). Financial Analysts Journal, 2023, 79(2): 65–75. DOI: 10.1080/0015198X.2023.2182600. Available at SSRN: https://ssrn.com/abstract=1910367 or http://dx.doi.org/10.2139/ssrn.1910367
SSRN
In: University of St.Gallen, School of Finance Research Paper No. 2018/25
SSRN
Working paper
SSRN
In: Georgetown McDonough School of Business Research Paper No. 3164692
SSRN
Working paper
In: Journal of Corporate Finance, Forthcoming
SSRN
Working paper
SSRN
In: The Review of Financial Studies, Forthcoming
SSRN
In: Journal of economic dynamics & control, Volume 36, Issue 10, p. 1600-1625
ISSN: 0165-1889
SSRN
In: Review of Financial Studies, forthcoming
SSRN
Working paper
SSRN
Using micro-level panel data and a difference-in-differences identification strategy, we study the effect of political uncertainty on household stock market participation. We find that households significantly reduce their participation and reallocate funds to safer assets during periods of increased political uncertainty. The decline in participation is related to households' response to elevated asset risk and their incentive to hedge increased labor income risk. In situations where uncertainty remains high after elections, pre-election reduction in participation is only partially reversed, reflecting a prolonged distortion in household stock investments, which can have implications for households, firms, and the economy in general.
BASE
In: Journal of Financial and Quantitative Analysis--forthcoming
SSRN
Working paper
In: The Review of Financial Studies, Forthcoming
SSRN