A longer look at the asymmetric dependence between hedge funds and the equity market

Journal of Financial and Quantitative Analysis

Volumn 45, Issue 3, 2010, Pages 763-789

  Kang, Byoung Uk ^a   In, Francis ^b   Kim, Gunky ^c   Kim, Tong Suk ^d  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF WOLLONGONG   (Australia)

^d Korea Advanced Institute of Science and Technology Business School   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650267787     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109010000219     Document Type: Article

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