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Journal articles on the topic 'Hedge Fund Flow'

Author: Grafiati

Published: 4 June 2021

Last updated: 15 February 2022

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1

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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

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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11

FEDOROVYCH, Iryna. "PROBLEMS AND PROSPECTS FOR DEVELOPMENT OF INSTITUTIONAL INVESTORS' ACTIVITIES ON THE FINANCIAL MARKET OF UKRAINE." WORLD OF FINANCE, no. 3(52) (2017): 73–82. http://dx.doi.org/10.35774/sf2017.03.073.

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Introduction. Institutional investors play an important role in the economy. They perform efficient redistribution of resources and reduce the risk in conditions of uncertainty, take a part in the transformation of savings-investment. Activity of institutional investors give the opportunity reduce the speculative component of the domestic financial market by means of giving to human instruments of pension fund scheme and accumulation of savings, that has an positive impact on level of the human wellbeing. Purpose - analysis of features of the activities of different types of institutional inve

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12

Ahoniemi, Katja, and Petri Jylhä. "Flows, Price Pressure, and Hedge Fund Returns." Financial Analysts Journal 70, no. 5 (2014): 73–93. http://dx.doi.org/10.2469/faj.v70.n5.1.

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13

Beltratti, Andrea, and Claudio Morana. "Aggregate hedge funds’ flows and returns." Applied Financial Economics 18, no. 21 (2008): 1755–64. http://dx.doi.org/10.1080/09603100701735979.

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14

Sheldon, T. J., and A. D. Smith. "Market Consistent Valuation of Life Assurance Business." British Actuarial Journal 10, no. 3 (2004): 543–605. http://dx.doi.org/10.1017/s1357321700002695.

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ABSTRACTIn recent years there has been a trend towards market consistent valuation in those institutions for which actuaries have responsibilities. The larger United Kingdom with-profits insurance companies are now preparing realistic balance sheets, both for internal purposes and also at the request of the Financial Services Authority. International accounting standards have been moving to a fair value approach. Pension fund accounting under FRS 17 has also moved in this direction.In this paper we examine the reasons for the adoption of market consistent valuation and discuss some of the comm

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15

Bollen, Nicolas P. B., and Veronika K. Pool. "Conditional Return Smoothing in the Hedge Fund Industry." Journal of Financial and Quantitative Analysis 43, no. 2 (2008): 267–98. http://dx.doi.org/10.1017/s0022109000003525.

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AbstractWe show that if true returns are independently distributed and a manager fully reports gains but delays reporting losses, then reported returns will feature conditional serial correlation. We use conditional serial correlation as a measure of conditional return smoothing. We estimate conditional serial correlation in a large sample of hedge funds. We find that the probability of observing conditional serial correlation is related to the volatility and magnitude of investor cash flows, consistent with conditional return smoothing in response to the risk of capital flight. We also presen

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16

Kolokolova, Olga, Ming-Tsung Lin, and Ser-Huang Poon. "Too big to ignore? Hedge fund flows and bond yields." Journal of Banking & Finance 112 (March 2020): 105271. http://dx.doi.org/10.1016/j.jbankfin.2017.12.009.

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17

Kouvelis, Panos, Xiaole Wu, and Yixuan Xiao. "Cash Hedging in a Supply Chain." Management Science 65, no. 8 (2019): 3928–47. http://dx.doi.org/10.1287/mnsc.2017.2997.

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We study hedging cash-flow risks in a supply chain where firms invest internal funds to improve production efficiencies. We offer a decomposition framework to capture the cost-reduction and flexibility effect of hedging. It allows us to understand how a firm’s hedging choice depends on its supply chain partner’s decision, and how such interaction is affected by supply chain characteristics such as market size, cash-flow volatility, and correlation. When firms’ cash flows are independent of each other, they are more likely to hedge with a larger market size. When cash flows are correlated, the

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18

Baele, Lieven, Geert Bekaert, Koen Inghelbrecht, and Min Wei. "Flights to Safety." Review of Financial Studies 33, no. 2 (2019): 689–746. http://dx.doi.org/10.1093/rfs/hhz055.

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Abstract We identify flight-to-safety (FTS) days for twenty-three countries using only stock and bond returns and a model averaging approach. FTS days comprise less than 2% of the sample and are associated with a 2.7% average bond-equity return differential and significant flows out of equity funds and into government bond and money market funds. FTS represents flights to both quality and liquidity in international equity markets, but mainly a flight to quality in the U.S. corporate bond market. Emerging markets, endowment funds, and hedge funds perform poorly during FTS, whereas hedge funds a

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19

Xiong, James, Thomas M. Idzorek, Peng Chen, and Roger G. Ibbotson. "Impact of Size and Flows on Performance for Funds of Hedge Funds." Journal of Portfolio Management 35, no. 2 (2009): 118–30. http://dx.doi.org/10.3905/jpm.2009.35.2.118.

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20

Agarwal, Vikas, T. Clifton Green, and Honglin Ren. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?" Journal of Financial Economics 127, no. 3 (2018): 417–34. http://dx.doi.org/10.1016/j.jfineco.2018.01.006.

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21

Brunel, Jean L. P. "A First Cut Evaluation of the Impact of Industry Cash Flows on Hedge Fund Alpha." Journal of Wealth Management 7, no. 4 (2005): 58–66. http://dx.doi.org/10.3905/jwm.2005.470616.

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22

Rosen, Harvey S., and Alexander J. W. Sappington. "What Do University Endowment Managers Worry About? An Analysis of Alternative Asset Investments and Background Income." Education Finance and Policy 11, no. 4 (2016): 404–25. http://dx.doi.org/10.1162/edfp_a_00193.

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This paper examines whether university endowment managers think only in terms of the assets they manage or also take into account background income, that is, the other flows of income to the university. Specifically, we test whether the level and variability of a university's background income (e.g., from tuition and government grants) affect its endowment's allocations to so-called alternative assets, such as hedge funds, private equity, and venture capital. We find that both the probability of investing in alternative assets and the proportion of the portfolio invested in such assets increas

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23

Füss, Roland, and Felix Schindler. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed-Asset-Portfolio." Perspektiven der Wirtschaftspolitik 12, no. 2 (2011): 170–91. http://dx.doi.org/10.1111/j.1468-2516.2011.00362.x.

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AbstractThis article examines whether international investors benefit from adding real estate investment trusts (REITs) to a mixed asset portfolio consisting of global stocks, bonds, hedge funds, and commodities. Previous literature has shown that REITs provide a strong co-movement with direct real estate in the long run. We therefore test the diversification potential of international REITs within the strategic asset allocation. Using the Johansen cointegration technique, we show that there is no long-term co-movement between REITs and the other asset classes in the period from January 1990 t

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24

Obi, Pat, and Jeong Gil Choi. "Asia-Pacific Hotels International: Managing Short Term Cash in the Derivatives Market." Asian Case Research Journal 14, no. 02 (2010): 233–44. http://dx.doi.org/10.1142/s0218927510001398.

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This case deals with a cash management problem for an international hotel based in Seoul, Korea. Although successful in its core hotel operations, the firm has not been as successful in managing its short term cash flow. Part of the firm's operating and materials costs are in US dollars although all of its operating incomes are in the local currency, the South Korean won. This imbalance creates a currency risk exposure in the management of the firm's working capital. To ensure that it has sufficient funds to pay its dollar-denominated costs, the firm is considering the investment in a sizeable

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25

Cui, Xinyu, and Olga Kolokolova. "Do Hedge Fund Managers Work Harder Under Pressure? A Unique View From Hedge Fund Flow-Related Trading." SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3426553.

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26

Kolokolova, Olga, Ming-Tsung Lin, and Ser-Huang Poon. "Too Big to Ignore? Hedge Fund Flow and Bond Yields." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2520510.

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27

Chou, Wen-Hsiu, Dongmin Ke, and Danielle Xu. "Market Conditions and Fund Flows: Evidence from Hedge Funds." International Journal of Banking and Finance, March 28, 2013. http://dx.doi.org/10.32890/ijbf2013.10.1.8465.

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This paper investigates whether market conditions affect fund investor behaviour in the hedge fund industry, especially the volatility in the up and down markets. Using a sample of 5,254 individual hedge funds from January 1994 to December 2009, we find that hedge fund investors tend to invest less during up and down-volatile markets. They also adopt different investment strategies in these two market conditions. When market is calm and relatively predictable, there is almost no difference in their behaviors between up and down markets. We also find that smart money effect exists over both 3-

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28

Aragon, George O., Vikram Nanda, and Haibei Zhao. "Investor Protection and Capital Fragility: Evidence from Hedge Funds around the World." Review of Financial Studies, June 2, 2020. http://dx.doi.org/10.1093/rfs/hhaa051.

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Abstract We find that capital flows to hedge funds in different countries are influenced by the strength and the enforcement of investor protection laws. Hedge funds located in weak investor protection countries exhibit greater sensitivity of investor outflow to poor performance, relative to funds in countries with strong protection. Furthermore, weak investor protection is associated with fund managers engaging in greater returns management. Our findings suggest that in countries with weaker investor protection, poor fund performance exposes investors to a greater risk of fraud and legal jeop

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29

Bali, Turan G., Stephen J. Brown, Mustafa O. Caglayan, and Umut Celiker. "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?" Journal of Financial and Quantitative Analysis, October 13, 2020, 1–34. http://dx.doi.org/10.1017/s0022109020000794.

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Abstract This paper investigates hedge funds’ ability to time industry-specific returns and shows that funds’ timing ability in the manufacturing industry improves their future performance, probability of survival, and ability to attract more capital. The results indicate that the best industry-timing hedge funds in the manufacturing sector have the highest return exposure to earnings surprises. This, together with persistently sticky earnings surprises, transparent information environment in regards to earnings releases, and large post-earnings-announcement drift in the manufacturing industry

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30

Baquero, Guillermo, and Marno Verbeek. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information." Management Science, August 12, 2021. http://dx.doi.org/10.1287/mnsc.2021.4067.

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Cash flows to hedge funds are highly sensitive to performance streaks, a streak being defined as subsequent quarters during which a fund performs above or below a benchmark, even after controlling for a wide range of common performance measures. At the same time, streaks have limited predictive power regarding future fund performance. This suggests investors weigh information suboptimally, and their decisions are driven too strongly by a belief in continuation of good performance, consistent with the “hot hand fallacy.” The hedge funds that investors choose to invest in do not perform signific

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31

Getmansky, Mila. "The Life Cycle of Hedge Funds: Fund Flows, Size and Performance." SSRN Electronic Journal, 2005. http://dx.doi.org/10.2139/ssrn.686163.

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32

Getmansky, Mila. "The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance." SSRN Electronic Journal, 2012. http://dx.doi.org/10.2139/ssrn.2084410.

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33

Cumming, Douglas J., and Na Dai. "Capital Flows and Hedge Fund Regulation." SSRN Electronic Journal, 2008. http://dx.doi.org/10.2139/ssrn.1026683.

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34

Joenvvvrr, Juha, and Cristian Ioan Tiu. "Hedge Fund Flows and Name Gravitas." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.2939028.

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35

Ding, Bill, Mila Getmansky, Bing Liang, and Russ R. Wermers. "Investor Flows and Fund Restrictions in the Hedge Fund Industry." SSRN Electronic Journal, 2007. http://dx.doi.org/10.2139/ssrn.968310.

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36

Wang, Ashley, and Lu Zheng. "Aggregate Hedge Fund Flows and Asset Returns." SSRN Electronic Journal, 2008. http://dx.doi.org/10.2139/ssrn.1213331.

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37

Foroughi, Pouyan. "Hedge Fund Activists' Network and Information Flows." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.2903038.

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38

Ahoniemi, Katja, and Petri Jylha. "Flows, Price Pressure, and Hedge Fund Returns." SSRN Electronic Journal, 2012. http://dx.doi.org/10.2139/ssrn.1859623.

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39

Foroughi, Pouyan. "Hedge Fund Activists' Network and Information Flows." SSRN Electronic Journal, 2016. http://dx.doi.org/10.2139/ssrn.2875369.

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40

Ding, Bill, Mila Getmansky, Bing Liang, and Russ R. Wermers. "Hedge Fund Flows and Contagion in Financial Markets." SSRN Electronic Journal, 2007. http://dx.doi.org/10.2139/ssrn.1107413.

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41

Feng, Shuang, Mila Getmansky, and Nikunj Kapadia. "Flows: The ‘Invisible Hands’ on Hedge Fund Management." SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.1929205.

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42

Bali, Turan G., Stephen J. Brown, Mustafa Onur Caglayan, and Umut Celiker. "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?" SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3337216.

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43

Bilgin, Ferhat, Md Ehraz Refayet, and Ahmed Mohamed Rostom. "Costs, Fees of Hedge Funds and Capital Flow." SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.1977136.

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44

Baquero, G., and Marno Verbeek. "Style Investing: Investor Sentiment in Aggregate Hedge Fund Flows." SSRN Electronic Journal, 2006. http://dx.doi.org/10.2139/ssrn.967455.

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45

Li, Ying, A. Steven Holland, and Hossein B. Kazemi. "Duration of Poor Performance, Fund Flows and Risk-Shifting by Hedge Fund Managers." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2544685.

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46

Baquero, Guillermo, and Marno Verbeek. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2554523.

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47

Ding, Bill, Mila Getmansky, Bing Liang, and Russ R. Wermers. "Share Restrictions and Investor Flows in the Hedge Fund Industry." SSRN Electronic Journal, 2009. http://dx.doi.org/10.2139/ssrn.891732.

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48

Getmansky, Mila, Bing Liang, Christopher Schwarz, and Russ Wermers. "Share Restrictions and Investor Flows in the Hedge Fund Industry." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2692598.

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49

Agarwal, Vikas, Naveen D. Daniel, and Narayan Y. Naik. "Flows, Performance, and Managerial Incentives in Hedge Funds." SSRN Electronic Journal, 2003. http://dx.doi.org/10.2139/ssrn.424369.

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50

Baquero, G., and Marno Verbeek. "A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money." SSRN Electronic Journal, 2009. http://dx.doi.org/10.2139/ssrn.773384.

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