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Carry Trades and the Performance of Currency Hedge Funds. (2013). Valente, Giorgio ; Nucera, Federico.
In: Working Papers.
RePEc:hkm:wpaper:032013.

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  1. Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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  2. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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  3. Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective. (2016). Konstantinov, Gueorgui .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0271-y.

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  4. Can currency-based risk factors help forecast exchange rates?. (2016). Valente, Giorgio ; Liu, Xiaoquan ; Ahmed, Shamim .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:75-97.

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  47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
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  48. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Merrick, John J. ; Yadav, Pradeep K. ; Naik, Narayan Y..
    In: CFR Working Papers.
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  50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas.
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