The role of hedge funds in the asset pricing: evidence from China-Reference-Cited by-同舟云学术

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The role of hedge funds in the asset pricing: evidence from China

Published:2021-05-20 Issue: Volume: Page:1-25
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Zhang Jing¹²,Zhang Wei¹³,Li Youwei⁴,Feng Xu¹³

Affiliation:

1. College of Management and Economics, Tianjin University, Tianjin, CHN

2. Scheller College of Business, Georgia Institute of Technology, Atlanta, USA

3. China Center for Social Computing and Analytics, Tianjin, CHN

4. The Business School, University of Hull, Hull, UK

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1929373

Reference56 articles.

1. Bubbles and Crashes

2. Risks and Portfolio Decisions Involving Hedge Funds

3. Smart money, dumb money, and capital market anomalies

4. Investor Sentiment and the Cross-Section of Stock Returns

5. Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The tail risk safe haven property of China's energy futures against US market implied volatility;Journal of Management Science and Engineering;2024-06

2. Hedge Funds Network and Stock Price Crash Risk;2024

3. A Review of China's Financial Markets;Annual Review of Financial Economics;2022-11-01

4. Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches;Review of World Economics;2021-11-13

5. Alumni social networks and hedge fund performance: Evidence from China;International Review of Financial Analysis;2021-11

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