Takip et
Melvyn Teo
Melvyn Teo
Lee Kong Chian Professor of Finance, Singapore Management University
smu.edu.sg üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
R Kosowski, NY Naik, M Teo
Journal of financial economics 84 (1), 229-264, 2007
7442007
The geography of hedge funds
M Teo
The Review of Financial Studies 22 (9), 3531-3561, 2009
3412009
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
S Hogan, R Jarrow, M Teo, M Warachka
Journal of Financial economics 73 (3), 525-565, 2004
2902004
The liquidity risk of liquid hedge funds
M Teo
Journal of Financial Economics 100 (1), 24-44, 2011
2532011
Style effects in the cross-section of stock returns
M Teo, SJ Woo
Journal of Financial Economics 74 (2), 367-398, 2004
2442004
Style investing and institutional investors
K Froot, M Teo
Journal of Financial and Quantitative Analysis 43 (4), 883-906, 2008
1922008
Institutional investors, past performance, and dynamic loss aversion
PGJ O’Connell, M Teo
Journal of Financial and Quantitative Analysis 44 (1), 155-188, 2009
1822009
Hedge funds, managerial skill, and macroeconomic variables
D Avramov, R Kosowski, NY Naik, M Teo
Journal of Financial Economics 99 (3), 672-692, 2011
1802011
Responsible hedge funds
H Liang, L Sun, M Teo
Review of Finance 26 (6), 1585-1633, 2022
176*2022
Limited attention, marital events and hedge funds
Y Lu, S Ray, M Teo
Journal of Financial Economics 122 (3), 607-624, 2016
1182016
Sensation seeking and hedge funds
S Brown, Y Lu, S Ray, M Teo
The Journal of Finance 73 (6), 2871-2914, 2018
1052018
Asian hedge funds: Return persistence, style, and fund characteristics
F Koh, WTH Koh, M Teo
SSRN, 2003
1012003
Home-biased analysts in emerging markets
S Lai, M Teo
Journal of Financial and Quantitative Analysis 43 (3), 685-716, 2008
962008
Does size matter in the hedge fund industry?
M Teo
Available at SSRN 1331754, 2009
892009
Persistence in style-adjusted mutual fund returns
M Teo, SJ Woo
SSRN, 2001
622001
Equity style returns and institutional investor flows
KA Froot, M Teo
National Bureau of Economic Research, 2004
372004
An improved test for statistical arbitrage
R Jarrow, M Teo, YK Tse, M Warachka
Journal of Financial Markets 15 (1), 47-80, 2012
332012
Investing in hedge funds when returns are predictable
D Avramov, R Kosowski, NY Naik, M Teo
312007
Do alpha males deliver alpha? Facial width-to-height ratio and hedge funds
Y Lu, M Teo
Journal of Financial and Quantitative Analysis 57 (5), 1727-1770, 2022
242022
Hedge fund franchises
W Fung, D Hsieh, N Naik, M Teo
Management Science 67 (2), 1199-1226, 2021
222021
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