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Displaying results 1 to 4 of 4.

  1. Cyclical dependence in market neutral hedge funds
    Author: Crego, Julio A.; Gálvez, Julio
    Published: 2021
    Publisher:  Banco de España, Madrid

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 470
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Documentos de trabajo / Banco de España, Eurosistema ; no. 2141
    Subjects: hedge funds; market neutrality; market timing; tail dependence; risk management
    Scope: 1 Online-Ressource (circa 92 Seiten), Illustrationen
  2. Early birds and second mice in the stock market
    Author: Crego, Julio A.; Huang, Jin
    Published: November 2017
    Publisher:  CEMFI, Centro de estudios monetarios y financieros, Madrid

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
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    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEMFI ; 1717
    Subjects: Market microstructure; insider trading; learning; strategic timing
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  3. Does public news decrease information asymmetries?
    evidence from the weekly petroleum status report
    Author: Crego, Julio A.
    Published: November 2017
    Publisher:  CEMFI, Centro de estudios monetarios y financieros, Madrid

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEMFI ; 1714
    Subjects: Public information; news release; asymmetric information; liquidity
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  4. Short selling ban and intraday dynamics
    Author: Crego, Julio A.
    Published: November 2017
    Publisher:  CEMFI, Centro de estudios monetarios y financieros, Madrid

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEMFI ; 1715
    Subjects: Short selling; market quality; Hawkes process; aggressiveness
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen