[BOOK][B] High-frequency trading: a practical guide to algorithmic strategies and trading systems

I Aldridge - 2013 - books.google.com
A fully revised second edition of the best guide to high-frequency trading High-frequency
trading is a difficult, but profitable, endeavor that can generate stable profits in various …

Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors

D Stafylas, K Anderson, M Uddin - International Review of Financial …, 2016 - Elsevier
We survey articles on hedge funds' performance persistence and fundamental factors from
the mid-1990s to the present. For performance persistence, we present some pioneering …

[PDF][PDF] Factors affecting equity mutual fund performance: evidence from Indonesia

G Gusni, S Silviana, F Hamdani - Investment management and …, 2018 - irbis-nbuv.gov.ua
The evaluation of equity mutual fund performance and identification factors that affect mutual
fund performance is of great interest to an investor in Indonesia. This study investigates the …

Impact of fund size on hedge fund performance

M Ammann, P Moerth - Journal of Asset Management, 2005 - Springer
This paper investigates whether the increase in assets flowing into the hedge fund industry
diminishes returns and, in particular, whether larger hedge funds underperform smaller …

Effect of mutual fund fundamentals and characteristics on their performance: an empirical study of Thai equity mutual funds

SM Hensawang - Cuadernos de Economía, 2022 - cude.es
As equities mutual funds are a popular option among investors, it is advantageous to
discover performance factors. This analysis incorporates fund fundamentals, features, and …

Determinants of hedge fund performance during 'good'and 'bad'economic periods

D Stafylas, A Andrikopoulos - Research in international business and …, 2020 - Elsevier
We analyse the drivers of hedge fund performance, focusing simultaneously on fund size,
age, lockup period, fund strategies, business cycles and different market conditions, dealing …

Examination of fund age and size and its impact on hedge fund performance

M Jones - Derivatives Use, Trading & Regulation, 2007 - Springer
This paper attempts to discover whether smaller, younger hedge funds offer stronger
performance than larger, older hedge funds. Using indices created with six subsets of hedge …

[PDF][PDF] Risks from Investing in Open-Ended Mutual Funds–Impact of Net Asset Value

D Zebrowska-Suchodolska - Montenegrin Journal of Economics, 2023 - mnje.com
One of the many investment options is to entrust one's surplus funds to professional
managers who, by an established investment policy, manage the collective funds to multiply …

Does size affect mutual fund performance? A general approach

L Bodson, L Cavenaile, D Sougné - Journal of Asset Management, 2011 - Springer
In this article, we study the potential relationship between mutual fund size and performance
in a general framework. We sequentially test for a linear and a quadratic relationship using …

Hedge fund biases after the financial crisis

D Kaiser, F Haberfelner - Managerial Finance, 2011 - emerald.com
Purpose–The purpose of this paper is to explore how hedge fund database biases
developed during the 2007‐2009 financial crisis. Design/methodology/approach–The …