Relevant bibliographies by topics / Hedge Fund Flow

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters

Academic literature on the topic 'Hedge Fund Flow'

Author: Grafiati
Published: 4 June 2021
Last updated: 15 February 2022

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Journal articles on the topic "Hedge Fund Flow"

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Sialm, Clemens, Zheng Sun, and Lu Zheng. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds." Review of Financial Studies 33, no. 10 (2019): 4771–810. http://dx.doi.org/10.1093/rfs/hhz138.

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Abstract Our paper analyzes the geographical preferences of hedge fund investors and the implication of these preferences for hedge fund performance. We find that funds of hedge funds overweigh their investments in hedge funds located in the same geographical areas and that funds with a stronger local bias exhibit superior performance. Local bias also gives rise to excess flow comovement and extreme return clustering within geographic areas. Overall, our results suggest that while funds of funds benefit from local advantages, their local bias also creates market segmentation that can destabili
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Chen, Yong. "Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry." Journal of Financial and Quantitative Analysis 46, no. 4 (2011): 1073–106. http://dx.doi.org/10.1017/s0022109011000238.

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AbstractThis paper examines the use of derivatives and its relation with risk taking in the hedge fund industry. In a large sample of hedge funds, 71% of the funds trade derivatives. After controlling for fund strategies and characteristics, derivatives users on average exhibit lower fund risks (e.g., market risk, downside risk, and event risk), such risk reduction is especially pronounced for directional-style funds. Further, derivatives users engage less in risk shifting and are less likely to liquidate in a poor market state. However, the flow-performance relation suggests that investors do
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Griffith, Sean J., and Natalia Reisel. "Dead Hand Proxy Puts and Hedge Fund Activism." Journal of Financial and Quantitative Analysis 54, no. 4 (2018): 1615–42. http://dx.doi.org/10.1017/s0022109018001424.

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We investigate the Dead Hand Proxy Put, a contractual innovation in corporate debt agreements that may impact hedge fund activism. We find the provision principally in loans, not bonds, and provide evidence linking the adoption of the provision to hedge fund activism. Furthermore, controlling for endogeneity, we find that the provision significantly reduces the cost of loans. Bondholder wealth also increases. Moreover, cross-sectional analysis of share returns reveals that the provision is positively associated with repeat banking relationships and negatively associated with free cash flow pro
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Getmansky, Mila. "The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance." Quarterly Journal of Finance 02, no. 01 (2012): 1250003. http://dx.doi.org/10.1142/s2010139212500036.

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This paper analyzes the life cycles of hedge funds. Using the Lipper TASS database it provides category and fund specific factors that affect the survival probability of hedge funds. The findings show that in general, investors chasing individual fund performance, thus increasing fund flows, decrease probabilities of hedge funds liquidating. However, if investors chase a category of hedge funds that has performed well (favorably positioned), then the probability of hedge funds liquidating in this category increases. We interpret this finding as a result of competition among hedge funds in a ca
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Li, Haitao, Xiaoyan Zhang, and Rui Zhao. "Investing in Talents: Manager Characteristics and Hedge Fund Performances." Journal of Financial and Quantitative Analysis 46, no. 1 (2010): 59–82. http://dx.doi.org/10.1017/s0022109010000748.

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AbstractUsing a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge fund performances. We document differential ability among hedge fund managers in either generating risk-adjusted returns or running hedge funds as a business. In particular, we find that managers from higher-SAT (Scholastic Aptitude Test) undergraduate institutions tend to have higher raw and risk-adjusted returns, more inflows, and take fewer risks. Unlike mutual funds, we find a rather sy
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Ben Khelifa, Soumaya. "The European hedge funds industry: An empirical analysis of performance, liquidity, and growth." Corporate Governance and Sustainability Review 5, no. 2 (2021): 89–101. http://dx.doi.org/10.22495/cgsrv5i2p8.

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While the performance of hedge funds has grabbed much attention from researchers, a few studies have been conducted on the drivers of hedge fund liquidity and performance (Shaub & Schmid, 2013). This study proposes new approaches to investigate the effect of share restrictions on European hedge fund performance and liquidity. We run different regressions of 1) returns, 2) flows, and 3) exposure to market liquidity risk on share restrictions, managerial incentives, and a set of control variables as independent variables. Using a sample of 1423 European hedge funds, our results suggest that
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Carrothers, Andrew. "The impact of hedge fund activism on target firm performance, executive compensation and executive wealth." Journal of Governance and Regulation 6, no. 3 (2017): 14–28. http://dx.doi.org/10.22495/jgr_v6_i3_p2.

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This paper examines the relationship between hedge fund activism and target firm performance, executive compensation, and executive wealth. It introduces a theoretical framework that describes the activism process as a sequence of discrete decisions. The methodology uses regression analysis on a matched sample based on firm size, industry, and market-to-book ratio. All regressions control for industry and year fixed effects. Schedule 13D Securities and Exchange Commission (SEC) filings are the source for the statistical sample of hedge fund target firms. I supplement that data with target firm
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Aragon, George O., and Vikram Nanda. "Strategic Delays and Clustering in Hedge Fund Reported Returns." Journal of Financial and Quantitative Analysis 52, no. 1 (2017): 1–35. http://dx.doi.org/10.1017/s0022109016000715.

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We use a novel database to study the timeliness of hedge fund monthly performance disclosures. Managers engage in strategic timing: poor monthly returns are reported with delay, sometimes clustered with stronger subsequent performance, suggestive of “performance smoothing.” We posit that propensity to delay could reveal operational risk and/or poor managerial quality. Consistent with this, a portfolio strategy that buys (sells) funds with historically timely (untimely) reporting delivers 3% annual-style-adjusted returns. Investor flows are lower following reporting delays, although there are p
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Cumming, Douglas, and Na Dai. "Capital Flows and Hedge Fund Regulation." Journal of Empirical Legal Studies 6, no. 4 (2009): 848–73. http://dx.doi.org/10.1111/j.1740-1461.2009.01162.x.

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Ammann, Manuel, and Patrick Moerth. "Impact of Fund Size and Fund Flows on Hedge Fund Performance." Journal of Alternative Investments 11, no. 1 (2008): 78–96. http://dx.doi.org/10.3905/jai.2008.708851.

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Dissertations / Theses on the topic "Hedge Fund Flow"

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Lin, Ming-Tsung. "Three studies in hedge funds and credit default swaps." Thesis, University of Manchester, 2015. https://www.research.manchester.ac.uk/portal/en/theses/three-studies-in-hedge-funds-and-credit-default-swaps(b85f19e8-7fb5-4256-b4c6-276af18264a3).html.

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This thesis consists of one hedge fund study and two credit default swap (CDS) studies. The first study investigates the relationship between mega hedge funds (the largest 25% of funds) and two bond yields (U.S. Treasury yield and Baa yield). Using a merged sample of 9,725 hedge funds from 1994 to 2012, I find that hedge fund outflow produced a more significant relationship than inflow, and the dollar outflow of large hedge funds can predict the increase in the bond yields. The association is also more pronounced for large funds with a short notice period prior to redemption. The results sugge
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Strömqvist, Maria. "Hedge funds and international capital flows /." Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2008. http://www2.hhs.se/efi/summary/743.htm.

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Strömqvist, Maria. "Hedge funds and international capital flows." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-465.

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This thesis consists of four chapters that investigate the performance and capital flows of hedge funds. The first two chapters of the thesis focus on hedge funds that have a pure emerging market strategy. Hedge funds should be well equipped to take advantage of opportunities in emerging markets due to their flexibility in investment strategy and lockup periods. However, the results show that, at the strategy level, emerging market hedge funds have only generated risk-adjusted returns in the most recent years of the sample period. Although emerging market hedge funds have performed poorly in t
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Vinces, Guillermo Baquero. "On hedge fund performance, capital flows and investor psychology." [Rotterdam] : Rotterdam : Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam ; Erasmus University [Host], 2006. http://hdl.handle.net/1765/8192.

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Getmansky, Mila. "What drives hedge fund returns? : models of flows, autocorrelation, optimal size, limits to arbitrage and fund failures." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/29439.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.<br>Vita.<br>Includes bibliographical references (p. 180-182).<br>Hedge funds provide an opportunity for investing with few government regulations and high potential returns. Since 1980 this has lead to the dramatic, 25% annual increase in the number of hedge funds, and with nearly $700 billion managed by hedge funds in 2003. However, high risks associated with hedge fund strategies, competition and limited arbitrage opportunities contributed to an annual attrition rate of 7.10%. In this thesis, models wer
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"The Impact of Portfolio Disclosure on Hedge Fund Performance, Fees, and Flows." Doctoral diss., 2011. http://hdl.handle.net/2286/R.I.9140.

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abstract: This study investigates the impact of portfolio disclosure on hedge fund performance. Using a regression discontinuity design, I investigate the effect of the disclosure requirements that take effect when an investment company's assets exceed $100 million; when that occurs, a fund is required by the SEC to submit form 13F disclosing its portfolio holdings. Consistent with the argument that portfolio disclosure reveals "trade secrets" and also raises front running costs thus harms the funds that disclose, I find that there is a drop in fund performance (about 4% annually) after a fund
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Books on the topic "Hedge Fund Flow"

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Farrelly, Caroline, and François-Serge Lhabitant. Event-Driven Hedge Fund Strategies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0012.

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This chapter explores some of the strategies used by event-driven hedge funds, namely merger arbitrage, trading distressed securities, special situations, and activism. This broad category within the hedge fund space attracts about a quarter of the capital deployed to this part of the alternatives world. Investors are drawn to the idea of uncorrelated returns that can act as a source of diversification for their portfolios as well as the ability to follow the news flow related to their investments. In essence, such trades should have identifiable catalysts and time frames. The chapter offers i
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Sherman, Mila Getmansky, and Rachel (Kyungyeon) Koh. The Life Cycle of Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0003.

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This chapter analyzes the life cycle of hedge funds. Analysis using the Thomson Reuters Lipper TASS database reveals industry-related and fund-specific factors affecting the survival probabilities of hedge funds. Analysis of hedge fund flows and asset sizes can offer insights into a fund’s future survival. Fund performance is a nonlinear function of a fund’s asset size. A fund can obtain an optimal asset size by balancing the effects of past returns, fund flows, market impact, and competition. Competition among hedge funds using similar strategies presents challenges. To survive, funds employ
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Holzhauer, Hunter M. Trends and Future Prospects of Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0030.

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This chapter focuses on new trends in the hedge fund industry. The chapter begins by creating some historical context for the current perception and state of hedge funds. The remainder of this chapter focuses on the following trends and their potential impact on the industry: (1) growth in all areas of the industry, especially in terms of long-term capital flows from institutional investors; (2) uncertainty about growth in the short term; (3) ways hedge funds approach growth; (4) the need for more diversity among hedge fund managers, including more minorities and women; (5) diverging long-term
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Smith, David M. Evaluating Hedge Fund Performance. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0023.

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A diverse set of measures allow investors to evaluate hedge fund portfolio managers’ performance across different dimensions. The various measures quantify the effectiveness of security selection; account for investor flows, operating risk, and worst-case investment scenarios; net out benchmark and peer-fund performance; and control for risk factors that are unique to hedge fund investment strategies. Hedge fund return information in published databases is usually self-reported, which is a conflict of interest that produces several reporting biases and inflated published average returns. After
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Book chapters on the topic "Hedge Fund Flow"

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"Industry Trends, Flows, and Characteristics." In Hedge Fund Investing. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205074.ch3.

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Gregoriou, Greg N., Dieter Kaiser, and Razvan Pascalau. "How Geography, Flows, and Size Affect the Risk-Adjusted Performance of UCITS III Funds of Hedge Funds." In Reconsidering Funds of Hedge Funds. Elsevier, 2013. http://dx.doi.org/10.1016/b978-0-12-401699-6.00009-5.

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Lazonick, William, and Jang-Sup Shin. "Innovative Enterprise Solves the Agency Problem." In Predatory Value Extraction. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198846772.003.0007.

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This chapter uses innovation theory to provide both a general theoretical critique and a selective empirical critique of the use of agency theory to rationalize the looting of the U.S. business corporation as enhancing economic efficiency. It focuses on three empirical works, Bebchuk and Fried, Pay Without Performance (2004); Bebchuk, Brav, and Jiang, “The Long-Term Effects of Hedge-Fund Activism” (2015); and Fried and Wang, “Short-Termism and Capital Flows” (2017). The chapter contends that MSV ideology as promulgated by agency theorists has contributed to inferior corporate and economic performance. It then argues that, for analyzing the operation and performance of the economy, innovation theory should replace agency theory.
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Kosowski, Robert L., and Salih N. Neftci. "Cash Flow Engineering and Alternative Classes (Commodities and Hedge Funds)." In Principles of Financial Engineering. Elsevier, 2015. http://dx.doi.org/10.1016/b978-0-12-386968-5.00007-8.

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